Matrix Analysis and Applications 1st

Edition Xian-Da Zhang

Visit to download the full and correct content document:
https://textbookfull.com/product/matrix-analysis-and-applications-1st-edition-xian-da-z
hang/
More products digital (pdf, epub, mobi) instant
download maybe you interests ...

Multi-scale Extracellular Matrix Mechanics and

Mechanobiology Yanhang Zhang

https://textbookfull.com/product/multi-scale-extracellular-
matrix-mechanics-and-mechanobiology-yanhang-zhang/

Time Series Analysis Methods and Applications for

Flight Data Zhang

https://textbookfull.com/product/time-series-analysis-methods-
and-applications-for-flight-data-zhang/

Time Series Analysis Methods and Applications for

Flight Data 1st Edition Jianye Zhang

https://textbookfull.com/product/time-series-analysis-methods-
and-applications-for-flight-data-1st-edition-jianye-zhang/

Computation of Generalized Matrix Inverses and

Applications 1st Edition Ivan Stanimirovi■

https://textbookfull.com/product/computation-of-generalized-
matrix-inverses-and-applications-1st-edition-ivan-stanimirovic/
UntitledDecellularized Extracellular Matrix:
Characterization, Fabrication and Applications 1st
Edition Tetsuji Yamaoka

https://textbookfull.com/product/untitleddecellularized-
extracellular-matrix-characterization-fabrication-and-
applications-1st-edition-tetsuji-yamaoka/

Structural Analysis A Unified Classical and Matrix

Approach Seventh Edition Ghali

https://textbookfull.com/product/structural-analysis-a-unified-
classical-and-matrix-approach-seventh-edition-ghali/

Applied Linear Algebra and Matrix Analysis Second

Edition Thomas S. Shores

https://textbookfull.com/product/applied-linear-algebra-and-
matrix-analysis-second-edition-thomas-s-shores/

Multispectral Biometrics: Systems and Applications 1st

Edition David Zhang

https://textbookfull.com/product/multispectral-biometrics-
systems-and-applications-1st-edition-david-zhang/

Bioinformatics Research and Applications Fa Zhang

https://textbookfull.com/product/bioinformatics-research-and-
applications-fa-zhang/
 M AT R I X A NA LY S I S A N D A P P L I C AT I O N S

This balanced and comprehensive study presents the theory, methods and applications of
matrix analysis in a new theoretical framework, allowing readers to understand second-
order and higher-order matrix analysis in a completely new light.
Alongside the core subjects in matrix analysis, such as singular value analysis, the solu-
tion of matrix equations and eigenanalysis, the author introduces new applications and
perspectives that are unique to this book. The very topical subjects of gradient analysis
and optimization play a central role here. Also included are subspace analysis, projection
analysis and tensor analysis, subjects which are often neglected in other books. Having
provided a solid foundation to the subject, the author goes on to place particular emphasis
on the many applications matrix analysis has in science and engineering, making this book
suitable for scientists, engineers and graduate students alike.

X I A N - D A Z H A N G is Professor Emeritus in the Department of Automation, at Tsinghua

University, Beijing. He was a Distinguished Professor at Xidian University, Xi’an,
China – a post awarded by the Ministry of Education of China, and funded by the Ministry
of Education of China and the Cheung Kong Scholars Programme – from 1999 to 2002.
His areas of research include signal processing, pattern recognition, machine learning and
related applied mathematics. He has published over 120 international journal and confer-
ence papers, and 7 books in Chinese. He taught the graduate course “Matrix Analysis and
Applications” at Tsinghua University from 2004 to 2011.
M AT RI X A NA LYSIS AND
A P P L I C ATIONS

X I A N - DA Z H A N G
Tsinghua University, Beijing
 University Printing House, Cambridge CB2 8BS, United Kingdom
One Liberty Plaza, 20th Floor, New York, NY 10006, USA
477 Williamstown Road, Port Melbourne, VIC 3207, Australia
4843/24, 2nd Floor, Ansari Road, Daryaganj, Delhi – 110002, India
79 Anson Road, #06–04/06, Singapore 079906

Cambridge University Press is part of the University of Cambridge.

It furthers the University’s mission by disseminating knowledge in the pursuit of
education, learning, and research at the highest international levels of excellence.

www.cambridge.org
Information on this title: www.cambridge.org/9781108417419
DOI: 10.1017/9781108277587

c Xian-Da Zhang 2017
This publication is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.
First published 2017
Printed in the United Kingdom by Clays, St Ives plc
A catalogue record for this publication is available from the British Library.
ISBN 978-1-108-41741-9 Hardback
Cambridge University Press has no responsibility for the persistence or accuracy
of URLs for external or third-party internet websites referred to in this publication
and does not guarantee that any content on such websites is, or will remain,
accurate or appropriate.
To John Zhang, Ellen Zhang and Andrew Wei
 Contents

Preface page xvii

Notation xxi
Abbreviations xxxi
Algorithms xxxiv

PART I MATRIX ALGEBRA 1

1 Introduction to Matrix Algebra 3
1.1 Basic Concepts of Vectors and Matrices 3
1.1.1 Vectors and Matrices 3
1.1.2 Basic Vector Calculus 6
1.1.3 Basic Matrix Calculus 8
1.1.4 Linear Independence of Vectors 11
1.1.5 Matrix Functions 11
1.2 Elementary Row Operations and Applications 13
1.2.1 Elementary Row Operations 13
1.2.2 Gauss Elimination Methods 16
1.3 Sets, Vector Subspaces and Linear Mapping 20
1.3.1 Sets 20
1.3.2 Fields and Vector Spaces 22
1.3.3 Linear Mapping 24
1.4 Inner Products and Vector Norms 27
1.4.1 Inner Products of Vectors 27
1.4.2 Norms of Vectors 28
1.4.3 Similarity Comparison Between Vectors 32
1.4.4 Banach Space, Euclidean Space, Hilbert Space 35
1.4.5 Inner Products and Norms of Matrices 36
1.5 Random Vectors 40
1.5.1 Statistical Interpretation of Random Vectors 41
1.5.2 Gaussian Random Vectors 44
viii

1.6 Performance Indexes of Matrices 47

1.6.1 Quadratic Forms 47
1.6.2 Determinants 49
1.6.3 Matrix Eigenvalues 52
1.6.4 Matrix Trace 54
1.6.5 Matrix Rank 56
1.7 Inverse Matrices and Pseudo-Inverse Matrices 59
1.7.1 Definition and Properties of Inverse Matrices 59
1.7.2 Matrix Inversion Lemma 60
1.7.3 Inversion of Hermitian Matrices 61
1.7.4 Left and Right Pseudo-Inverse Matrices 63
1.8 Moore–Penrose Inverse Matrices 65
1.8.1 Definition and Properties 65
1.8.2 Computation of Moore–Penrose Inverse Matrix 69
1.9 Direct Sum and Hadamard Product 71
1.9.1 Direct Sum of Matrices 71
1.9.2 Hadamard Product 72
1.10 Kronecker Products and Khatri–Rao Product 75
1.10.1 Kronecker Products 75
1.10.2 Generalized Kronecker Products 77
1.10.3 Khatri–Rao Product 78
1.11 Vectorization and Matricization 79
1.11.1 Vectorization and Commutation Matrix 79
1.11.2 Matricization of a Vector 82
1.11.3 Properties of Vectorization Operator 83
1.12 Sparse Representations 84
1.12.1 Sparse Vectors and Sparse Representations 84
1.12.2 Sparse Representation of Face Recognition 86
Exercises 87
2 Special Matrices 95
2.1 Hermitian Matrices 95
2.2 Idempotent Matrix 96
2.3 Permutation Matrix 98
2.3.1 Permutation Matrix and Exchange Matrix 98
2.3.2 Generalized Permutation Matrix 101
2.4 Orthogonal Matrix and Unitary Matrix 104
2.5 Band Matrix and Triangular Matrix 107
2.5.1 Band Matrix 107
2.5.2 Triangular Matrix 107
2.6 Summing Vector and Centering Matrix 109
2.6.1 Summing Vector 110
 ix

2.6.2 Centering Matrix 111

2.7 Vandermonde Matrix and Fourier Matrix 112
2.7.1 Vandermonde Matrix 112
2.7.2 Fourier Matrix 114
2.7.3 Index Vectors 116
2.7.4 FFT Algorithm 118
2.8 Hadamard Matrix 121
2.9 Toeplitz Matrix 123
2.9.1 Symmetric Toeplitz Matrix 123
2.9.2 Discrete Cosine Transform of Toeplitz Matrix 125
Exercises 126
3 Matrix Differential 129
3.1 Jacobian Matrix and Gradient Matrix 129
3.1.1 Jacobian Matrix 130
3.1.2 Gradient Matrix 132
3.1.3 Calculation of Partial Derivative and Gradient 133
3.2 Real Matrix Differential 139
3.2.1 Calculation of Real Matrix Differential 139
3.2.2 Jacobian Matrix Identification 141
3.2.3 Jacobian Matrix of Real Matrix Functions 147
3.3 Real Hessian Matrix and Identification 150
3.3.1 Real Hessian Matrix 150
3.3.2 Real Hessian Matrix Identification 152
3.4 Complex Gradient Matrices 157
3.4.1 Holomorphic Function and Complex Partial Derivative 157
3.4.2 Complex Matrix Differential 161
3.4.3 Complex Gradient Matrix Identification 169
3.5 Complex Hessian Matrices and Identification 174
3.5.1 Complex Hessian Matrices 175
3.5.2 Complex Hessian Matrix Identification 177
Exercises 179

PART II MATRIX ANALYSIS 181

4 Gradient Analysis and Optimization 183
4.1 Real Gradient Analysis 183
4.1.1 Stationary Points and Extreme Points 184
4.1.2 Real Gradient Analysis of f (x) 186
4.1.3 Real Gradient Analysis of f (X) 188
4.2 Gradient Analysis of Complex Variable Function 190
4.2.1 Extreme Point of Complex Variable Function 190
x

4.2.2 Complex Gradient Analysis 195

4.3 Convex Sets and Convex Function Identification 198
4.3.1 Standard Constrained Optimization Problems 198
4.3.2 Convex Sets and Convex Functions 200
4.3.3 Convex Function Identification 203
4.4 Gradient Methods for Smooth Convex Optimization 205
4.4.1 Gradient Method 205
4.4.2 Conjugate Gradient Method 210
4.4.3 Convergence Rates 215
4.5 Nesterov Optimal Gradient Method 217
4.5.1 Lipschitz Continuous Function 217
4.5.2 Nesterov Optimal Gradient Algorithms 220
4.6 Nonsmooth Convex Optimization 223
4.6.1 Subgradient and Subdifferential 224
4.6.2 Proximal Operator 228
4.6.3 Proximal Gradient Method 232
4.7 Constrained Convex Optimization 237
4.7.1 Lagrange Multiplier Method 237
4.7.2 Penalty Function Method 238
4.7.3 Augmented Lagrange Multiplier Method 240
4.7.4 Lagrangian Dual Method 242
4.7.5 Karush–Kuhn–Tucker Conditions 244
4.7.6 Alternating Direction Method of Multipliers 248
4.8 Newton Methods 251
4.8.1 Newton Method for Unconstrained Optimization 251
4.8.2 Newton Method for Constrained Optimization 254
4.9 Original–Dual Interior-Point Method 260
4.9.1 Original–Dual Problems 260
4.9.2 First-Order Original–Dual Interior-Point Method 261
4.9.3 Second-Order Original–Dual Interior-Point Method 263
Exercises 268
5 Singular Value Analysis 271
5.1 Numerical Stability and Condition Number 271
5.2 Singular Value Decomposition (SVD) 274
5.2.1 Singular Value Decomposition 274
5.2.2 Properties of Singular Values 277
5.2.3 Rank-Deficient Least Squares Solutions 280
5.3 Product Singular Value Decomposition (PSVD) 283
5.3.1 PSVD Problem 283
5.3.2 Accurate Calculation of PSVD 284
5.4 Applications of Singular Value Decomposition 285
 xi

5.4.1 Static Systems 286

5.4.2 Image Compression 287
5.5 Generalized Singular Value Decomposition (GSVD) 289
5.5.1 Definition and Properties 289
5.5.2 Algorithms for GSVD 292
5.5.3 Two Application Examples of GSVD 294
5.6 Low-Rank–Sparse Matrix Decomposition 296
5.6.1 Matrix Decomposition Problems 297
5.6.2 Singular Value Thresholding 298
5.6.3 Robust Principal Component Analysis 300
5.7 Matrix Completion 302
5.7.1 Matrix Completion Problems 303
5.7.2 Matrix Completion Model and Incoherence 305
5.7.3 Singular Value Thresholding Algorithm 306
5.7.4 Fast and Accurate Matrix Completion 308
Exercises 312
6 Solving Matrix Equations 315
6.1 Least Squares Method 316
6.1.1 Ordinary Least Squares Methods 316
6.1.2 Properties of Least Squares Solutions 317
6.1.3 Data Least Squares 320
6.2 Tikhonov Regularization and Gauss–Seidel Method 321
6.2.1 Tikhonov Regularization 321
6.2.2 Regularized Gauss–Seidel Method 324
6.3 Total Least Squares (TLS) Methods 328
6.3.1 TLS Problems 328
6.3.2 TLS Solution 329
6.3.3 Performances of TLS Solution 333
6.3.4 Generalized Total Least Squares 335
6.3.5 Total Least Squares Fitting 337
6.3.6 Total Maximum Likelihood Method 342
6.4 Constrained Total Least Squares 344
6.4.1 Constrained Total Least Squares Method 345
6.4.2 Harmonic Superresolution 347
6.4.3 Image Restoration 348
6.5 Subspace Method for Solving Blind Matrix Equations 350
6.6 Nonnegative Matrix Factorization: Optimization Theory 353
6.6.1 Nonnegative Matrices 353
6.6.2 Nonnegativity and Sparsity Constraints 355
6.6.3 Nonnegative Matrix Factorization Model 356
6.6.4 Divergences and Deformed Logarithm 361
xii

6.7 Nonnegative Matrix Factorization: Optimization Algorithms 366

6.7.1 Multiplication Algorithms 366
6.7.2 Nesterov Optimal Gradient Algorithm 372
6.7.3 Alternating Nonnegative Least Squares 374
6.7.4 Quasi-Newton Method 377
6.7.5 Sparse Nonnegative Matrix Factorization 378
6.8 Sparse Matrix Equation Solving: Optimization Theory 381
6.8.1 1 -Norm Minimization 381
6.8.2 Lasso and Robust Linear Regression 384
6.8.3 Mutual Coherence and RIP Conditions 387
6.8.4 Relation to Tikhonov Regularization 389
6.8.5 Gradient Analysis of 1 -Norm Minimization 390
6.9 Sparse Matrix Equation Solving: Optimization Algorithms 391
6.9.1 Basis Pursuit Algorithms 391
6.9.2 First-Order Augmented Lagrangian Algorithm 394
6.9.3 Barzilai–Borwein Gradient Projection Algorithm 394
6.9.4 ADMM Algorithms for Lasso Problems 397
6.9.5 LARS Algorithms for Lasso Problems 398
6.9.6 Covariance Graphical Lasso Method 400
6.9.7 Homotopy Algorithm 402
6.9.8 Bregman Iteration Algorithms 403
Exercises 409
7 Eigenanalysis 413
7.1 Eigenvalue Problem and Characteristic Equation 413
7.1.1 Eigenvalue Problem 413
7.1.2 Characteristic Polynomial 415
7.2 Eigenvalues and Eigenvectors 416
7.2.1 Eigenvalues 416
7.2.2 Eigenvectors 419
7.3 Similarity Reduction 422
7.3.1 Similarity Transformation of Matrices 423
7.3.2 Similarity Reduction of Matrices 426
7.3.3 Similarity Reduction of Matrix Polynomials 430
7.4 Polynomial Matrices and Balanced Reduction 434
7.4.1 Smith Normal Forms 434
7.4.2 Invariant Factor Method 437
7.4.3 Conversion of Jordan Form and Smith Form 441
7.4.4 Finding Smith Blocks from Jordan Blocks 442
7.4.5 Finding Jordan Blocks from Smith Blocks 443
7.5 Cayley–Hamilton Theorem with Applications 446
7.5.1 Cayley–Hamilton Theorem 446
 xiii

7.5.2 Computation of Inverse Matrices 448

7.5.3 Computation of Matrix Powers 450
7.5.4 Calculation of Matrix Exponential Functions 452
7.6 Application Examples of Eigenvalue Decomposition 455
7.6.1 Pisarenko Harmonic Decomposition 455
7.6.2 Discrete Karhunen–Loeve Transformation 458
7.6.3 Principal Component Analysis 461
7.7 Generalized Eigenvalue Decomposition (GEVD) 463
7.7.1 Generalized Eigenvalue Decomposition 463
7.7.2 Total Least Squares Method for GEVD 467
7.7.3 Application of GEVD: ESPRIT 468
7.7.4 Similarity Transformation in GEVD 471
7.8 Rayleigh Quotient 474
7.8.1 Definition and Properties of Rayleigh Quotient 474
7.8.2 Rayleigh Quotient Iteration 475
7.8.3 Algorithms for Rayleigh Quotient 476
7.9 Generalized Rayleigh Quotient 478
7.9.1 Definition and Properties 478
7.9.2 Effectiveness of Class Discrimination 480
7.9.3 Robust Beamforming 482
7.10 Quadratic Eigenvalue Problems 484
7.10.1 Description of Quadratic Eigenvalue Problems 484
7.10.2 Solving Quadratic Eigenvalue Problems 486
7.10.3 Application Examples 490
7.11 Joint Diagonalization 495
7.11.1 Joint Diagonalization Problems 495
7.11.2 Orthogonal Approximate Joint Diagonalization 497
7.11.3 Nonorthogonal Approximate Joint Diagonalization 500
Exercises 503
8 Subspace Analysis and Tracking 511
8.1 General Theory of Subspaces 511
8.1.1 Bases of Subspaces 511
8.1.2 Disjoint Subspaces and Orthogonal Complement 513
8.2 Column Space, Row Space and Null Space 516
8.2.1 Definitions and Properties 516
8.2.2 Subspace Basis Construction 520
8.2.3 SVD-Based Orthonormal Basis Construction 522
8.2.4 Basis Construction of Subspaces Intersection 525
8.3 Subspace Methods 526
8.3.1 Signal Subspace and Noise Subspace 526
8.3.2 Multiple Signal Classification (MUSIC) 529
xiv

8.3.3 Subspace Whitening 531

8.4 Grassmann Manifold and Stiefel Manifold 532
8.4.1 Equivalent Subspaces 532
8.4.2 Grassmann Manifold 533
8.4.3 Stiefel Manifold 535
8.5 Projection Approximation Subspace Tracking (PAST) 536
8.5.1 Basic PAST Theory 537
8.5.2 PAST Algorithms 540
8.6 Fast Subspace Decomposition 542
8.6.1 Rayleigh–Ritz Approximation 542
8.6.2 Fast Subspace Decomposition Algorithm 544
Exercises 546
9 Projection Analysis 551
9.1 Projection and Orthogonal Projection 551
9.1.1 Projection Theorem 552
9.1.2 Mean Square Estimation 554
9.2 Projectors and Projection Matrices 556
9.2.1 Projector and Orthogonal Projector 556
9.2.2 Projection Matrices 558
9.2.3 Derivatives of Projection Matrix 561
9.3 Updating of Projection Matrices 562
9.3.1 Updating Formulas for Projection Matrices 562
9.3.2 Prediction Filters 564
9.3.3 Updating of Lattice Adaptive Filter 567
9.4 Oblique Projector of Full Column Rank Matrix 570
9.4.1 Definition and Properties of Oblique Projectors 571
9.4.2 Geometric Interpretation of Oblique Projectors 575
9.4.3 Recursion of Oblique Projectors 578
9.5 Oblique Projector of Full Row Rank Matrices 579
9.5.1 Definition and Properties 579
9.5.2 Calculation of Oblique Projection 581
9.5.3 Applications of Oblique Projectors 583
Exercises 585

PART III HIGHER-ORDER MATRIX ANALYSIS 587

10 Tensor Analysis 589
10.1 Tensors and their Presentation 589
10.1.1 Tensors 589
10.1.2 Tensor Representation 592
10.2 Vectorization and Matricization of Tensors 597
 xv

10.2.1 Vectorization and Horizontal Unfolding 597

10.2.2 Longitudinal Unfolding of Tensors 601
10.3 Basic Algebraic Operations of Tensors 606
10.3.1 Inner Product, Norm and Outer Product 606
10.3.2 Mode-n Product of Tensors 608
10.3.3 Rank of Tensor 612
10.4 Tucker Decomposition of Tensors 614
10.4.1 Tucker Decomposition (Higher-Order SVD) 615
10.4.2 Third-Order SVD 617
10.4.3 Alternating Least Squares Algorithms 621
10.5 Parallel Factor Decomposition of Tensors 625
10.5.1 Bilinear Model 625
10.5.2 Parallel Factor Analysis 627
10.5.3 Uniqueness Condition 635
10.5.4 Alternating Least Squares Algorithm 637
10.6 Applications of Low-Rank Tensor Decomposition 641
10.6.1 Multimodal Data Fusion 642
10.6.2 Fusion of Multimodal Brain Images 644
10.6.3 Process Monitoring 646
10.6.4 Note on Other Applications 648
10.7 Tensor Eigenvalue Decomposition 649
10.7.1 Tensor–Vector Products 649
10.7.2 Determinants and Eigenvalues of Tensors 651
10.7.3 Generalized Tensor Eigenvalues Problems 656
10.7.4 Orthogonal Decomposition of Symmetric Tensors 658
10.8 Preprocessing and Postprocessing 659
10.8.1 Centering and Scaling of Multi-Way Data 660
10.8.2 Compression of Data Array 661
10.9 Nonnegative Tensor Decomposition Algorithms 664
10.9.1 Multiplication Algorithm 664
10.9.2 ALS Algorithms 667
10.10 Tensor Completion 670
10.10.1 Simultaneous Tensor Decomposition and Completion 671
10.10.2 Smooth PARAFAC Tensor Completion 674
10.11 Software 676
Exercises 678
References 681
Index 708
 Preface

Linear algebra is a vast field of fundamental importance in most areas of pure (and
applied) mathematics, while matrices are a key tool for the researchers, scientists,
engineers and graduate students majoring in the science and engineering disciplines.
From the viewpoint of applications, matrix analysis provides a powerful mathe-
matical modeling and computational framework for posing and solving important
scientific and engineering problems. It is no exaggeration to say that matrix anal-
ysis is one of the most creative and flexible mathematical tools and that it plays
an irreplaceable role in physics, mechanics, signal and information processing, wire-
less communications, machine learning, computer vision, automatic control, system
engineering, aerospace, bioinformatics, medical image processing and many other
disciplines, and it effectively supports research in them all. At the same time, novel
applications in these disciplines have spawned a number of new results and methods
of matrix analysis, such as quadratic eigenvalue problems, joint diagonalization,
sparse representation and compressed sensing, matrix completion, nonnegative ma-
trix factorization, tensor analysis and so on.

Goal of the Book

The main goal of this book is to help the reader develop the skills and background
needed to recognize, formulate and solve linear algebraic problems by presenting
systematically the theory, methods and applications of matrix analysis.
A secondary goal is to help the reader understand some recent applications,
perspectives and developments in matrix analysis.

Structure of the Book

In order to provide a balanced and comprehensive account of the subject, this
book covers the core theory and methods in matrix analysis, and places particular
emphasis on its typical applications in various science and engineering disciplines.
The book consists of ten chapters, spread over three parts.
Part I is on matrix algebra: it contains Chapters 1 through 3 and focuses on the
necessary background material. Chapter 1 is an introduction to matrix algebra that
is devoted to basic matrix operations. This is followed by a description of the vec-

xvii
xviii Preface

torization of matrices, the representation of vectors as matrices, i.e. matricization,

and the application of sparse matrices to face recognition. Chapter 2 presents some
special matrices used commonly in matrix analysis. Chapter 3 presents the matrix
differential, which is an important tool in optimization.
Part II is on matrix analysis: this is the heart of the book, and deals with the
topics that are most frequently needed. It covers both theoretical and practical
aspects and consists of six chapters, as follows.
Chapter 4 is devoted to the gradient analysis of matrices, with applications
in smooth and nonsmooth convex optimization, constrained convex optimization,
Newton’s algorithm and the original–dual interior-point method.
In Chapter 5 we describe the singular value analysis of matrices, including singu-
lar value decomposition, generalized singular value decomposition, low-rank sparse
matrix decomposition and matrix completion.
Researchers, scientists, engineers and graduate students from a wide variety of
disciplines often have to use matrices for modeling purposes and to solve the re-
sulting matrix equations. Chapter 6 focuses on ways to solve such equations and
includes the Tikhonov regularization method, the total least squares method, the
constrained total least squares method, nonnegative matrix factorization and the
solution of sparse matrix equations.
Chapter 7 deals with eigenvalue decomposition, matrix reduction, generalized
eigenvalue decomposition, the Rayleigh quotient, the generalized Rayleigh quotient,
quadratic eigenvalue problems and joint diagonalization.
Chapter 8 is devoted to subspace analysis methods and subspace tracking algo-
rithms in adaptive signal processing.
Chapter 9 focuses on orthogonal and oblique projections with their applications.
Part III is on higher-order matrix analysis and consists simply of Chapter 10. In
it, matrix analysis is extended from the second-order case to higher orders via a
presentation of the basic algebraic operations, representation as matrices, Tuckey
decomposition, parallel factor decomposition, eigenvalue decomposition of tensors,
nonnegative tensor decomposition and tensor completion, together with applica-
tions.

Features of the Book

The book introduces a novel theoretical framework for matrix analysis by dividing
it into second-order matrix analysis (including gradient analysis, singular value
analysis, eigenanalysis, subspace analysis and projection analysis) and higher-order
matrix analysis (tensor analysis).
Gradient analysis and optimization play an important role in the book. This is a
very topical subject and is central to many modern applications (such as commu-
nications, signal processing, pattern recognition, machine learning, radar, big data
analysis, multimodal brain image fusion etc.) though quite classical in origin.
Some more contemporary topics of matrix analysis such as subspace analysis,
 Preface xix

projection analysis and tensor analysis, and which are often missing from other
books, are included in our text.
Particular emphasis is placed on typical applications of matrix methods in science
and engineering. The 80 algorithms for which summaries are given should help
readers learn how to conduct computer experiments using related matrix analysis
in their studies and research.
In order to make these methods easy to understand and master, this book adheres
to the principle of both interpreting physics problems in terms of mathematics, and
mathematical results in terms of physical ideas. Thus some typical or important
matrix analysis problems are introduced by modeling a problem from physics, while
some important mathematical results are explained and understood by revealing
their physical meaning.

Reading the Book

The following diagram gives a schematic organization of this book to illustrate the
chapter dependences.

Chapter 2
Chapter 1 (optional)

Chapter 3

Part I: Matrix Algebra

Chapter 4 Chapter 5 Chapter 7 Chapter 8 Chapter 9

Chapter 6

Part II: Matrix Analysis

Chapter 10
(optional)

Part III: Higher-Order Matrix Analysis

Chapters 2 and 10 are optional. In particular, Chapter 10 is specifically devoted

to readers involved in multi-channel or multi-way data analysis and processing.

Intended Readership
Linear algebra and matrix analysis are used in a very wide range of subjects in-
cluding physics, statistics, computer science, economics, information science and
xx Preface

technology (including signal and image processing, communications, automation

control, system engineering and pattern recognition), artificial intelligence, bioin-
formatics, biomedical engineering, to name just a selection. This book is dedicated
to providing individuals in those disciplines with a solid foundation of the fun-
damental skills needed to develop and apply linear algebra and matrix analysis
methods in their work.
The only background required of the reader is a good knowledge of advanced cal-
culus, so the book will be suitable for graduate students in science and engineering.

Acknowledgments
The contents of this book reflect the author’s collaboration with his own graduate
students Jian Li, Zi-Zhe Ding, Yong-Tao Su, Xi-Lin Li, Heng Yang, Xi-Kai Zhao,
Qi Lv, Qiu-Beng Gao, Li Zhang, Jian-Jiang Ding, Lu Wu, Feng Zhu, Ling Zhang,
Dong-Xia Chang, De-Guang Xie, Chun-Yu Peng, Dao-Ming Zhang, Kun Wang,
Xi-Yuan Wang, Zhong Chen, Tian-Xiang Luan, Liang Zheng, Yong Zhang, Yan-Yi
Rao, all at Tsinghua University, and Shun-Tian Lou, Xiao-Long Zhu, Ji-Ming Ye,
Fang-Ming Han, Xiao-Jun Li, Jian-Feng Chen at Xidian University.
Since 2004 we have taught graduate courses on matrix analysis and applications
at Tsinghua University. Over the years I have benefited from keen interest, feed-
back and suggestions from many people, including my own graduate students, and
students in our courses. I wish to thank Dr. Fang-Ming Han for his contribution
to co-teaching and then teaching these courses, and Xi-Lin Li, Lu Wu, Dong-Xia
Chang, Kun Wang, Zhong Chen, Xi-Yuan Wang and Yan-Yi Rao for their assistance
with the teaching.
Kun Wang, Zhong Chen, Liang Zheng and Xi-Yuan Wang kindly provided some
illustrations in the book.
I am grateful to the countless researchers in linear algebra, matrix analysis, infor-
mation science and technology for their original contributions and to the anonymous
reviewers for their critical comments and suggestions, which have greatly improved
the text.
I am most grateful to the Commissioning Editor, David Liu, the Content Man-
ager, Esther Miguéliz, and the copyeditor, Susan Parkinson, for their patience,
understanding, suggestions and high-quality content management and copyediting
in the course of the book’s writing and publication.
This book uses some of the contents and materials of my book Matrix Analysis
and Applications (Second Edition in Chinese, Tsinghua University Press, 2013).
Finally, I am grateful to my wife Xiao-Ying Tang, my son Yuan-Sheng Zhang,
my daughter-in-law Lin Yan, my daughter Ye-Wei Zhang, my son-in-law Wei Wei
for their support and encouragement in this project.
 Notation

Sets

R real numbers
R n
real n-vectors (n × 1 real matrices)
R m×n
real m × n matrices
R[x] real polynomials
R[x] m×n
real m × n polynomial matrices
R I×J×K
real third-order tensors
I1 ×···×IN
R real N th-order tensor
R+ nonnegative real numbers, nonnegative orthant
R++ positive real numbers
C complex numbers
C n
complex n-vectors
C m×n
complex m × n matrices
C[x] complex polynomials
C[x] m×n
complex m × n polynomial matrices
C I×J×K
complex third-order tensors
I1 ×···×IN
C complex N th-order tensors
K real or complex numbers
K n
real or complex n-vectors
K m×n
real or complex m × n matrices
K I×J×K
real or complex third-order tensors
I1 ×···×IN
K real or complex N th-order tensors
Z integers
Z+ nonnegative integers

xxi
xxii Notation

Sets (continued)

Sn×n symmetric n × n matrices

Sn×n
+ symmetric positive semi-definite n × n matrices
Sn×n
++ symmetric positive definite n × n matrices
S [m,n]
symmetric mth-order n-dimensional tensors AI1×···×Im, I1= · · · =In
[m,n]
S+ symmetric mth-order n-dimensional nonnegative tensors
∀ for all
x∈A x belongs to the set A, i.e. x is an element of A
x∈
/A x is not an element of the set A
U → V U maps to V
U →W U transforms to W
 such that
∃ exists
A⇒B A implies B
A⊆B A is a subset of B
A⊂B A is a proper subset of B
A∪B union of sets A and B
A∩B intersection of sets A and B
A+B sum set of sets A and B
A−B set-theoretic difference of sets A and B
X \A complement of the set A in the set X
X1 × · · · ×Xn Cartesian product of sets X1 , . . . , Xn
L linear manifold
Gr(n, r) Grassmann manifold
St(n, r) Stiefel manifold
Or orthogonal group
⊥
S orthogonal complement of the subspace S
K (A, f )
m
order-m Krylov subspace generated by A and f
Col(A) column space of the matrix A
Ker(A) kernel space of the matrix A
Null(A) null space of the matrix A
nullity(A) nullity of the matrix A
Range(A) range space of the matrix A
 Notation xxiii

Sets (continued)

Row(A) row space of the matrix A

Span(a1 , . . . , am ) span of vectors a1 , . . . , am

Vectors

x∗ conjugate of the vector x

T
x transpose of the vector x
H
x conjugate transpose (Hermitian conjugate) of the vector x
L(u) linear transform of the vector u
x 0 0 -norm: the number of nonzero entries in the vector x
x 1 1 -norm of the vector x
x 2 Euclidean norm of the vector x
x p p -norm or Hölder norm of the vector x
x ∗ nuclear norm of the vector x
x ∞ ∞ -norm of the vector x
x, y = x y H
inner product of vectors x and y
x ◦ y = xy H
outer product of vectors x and y
x⊥y orthogonality of vectors x and y
x>0 positive vector, with components xi > 0, ∀ i
x≥0 nonnegative vector, with components xi ≥ 0, ∀ i
x≥y vector elementwise inequality xi ≥ yi , ∀ i
unvec(x) matricization of the column vector x
unrvec(x) row matricization of the column vector x
(m) (m)
θi , yi Rayleigh–Ritz (RR) values, RR vectors
(m) (m)
(θi , yi ) Ritz pair

Matrices

A ∈ Rm×n real m × n matrix A

A∈C m×n
complex m × n matrix A
A[x] ∈ R[x] m×n
real m × n polynomial matrix A
A[x] ∈ C[x] m×n
complex m × n polynomial matrix A
∗
A conjugate of A
T
A transpose of A
xxiv Notation

Matrices (continued)

AH conjugate transpose (Hermitian conjugate) of A

(A, B) matrix pencil
det(A), |A| determinant of A
tr(A) trace of A
rank(A) rank of A
eig(A) eigenvalues of the Hermitian matrix A
λi (A) ith eigenvalue of the Hermitian matrix A
λmax (A) maximum eigenvalue(s) of the Hermitian matrix A
λmin (A) minimum eigenvalue(s) of the Hermitian matrix A
λ(A, B) generalized eigenvalue of the matrix pencil (A, B)
σi (A) ith singular value of A
σmax (A) maximum singular value(s) of A
σmin (A) minimum singular value(s) of A
ρ(A) spectral radius of A
−1
A inverse of the nonsingular matrix A
†
A Moore–Penrose inverse of A
A0 positive definite matrix A
A0 positive semi-definite matrix A
A≺0 negative definite matrix A
A0 negative semi-definite matrix A
A>O positive (or elementwise positive) matrix A
A≥O nonnegative (or elementwise nonnegative) matrix A
A≥B matrix elementwise inequality aij ≥ bij , ∀ i, j
A 1 maximum absolute column-sum norm of A
A ∞ maximum absolute row-sum norm of A
A spec spectrum norm of A : σmax (A)
A F Frobenius norm of A
A ∞ max norm of A : the absolute maximum of all entries of A
A G Mahalanobis norm of A
vec A column vectorization of A
rvec A row vectorization of A
m n
off(A) off function of A = [aij ] : i=1,i=j j=1 |aij |2
n
i=1 |aii |
2
diag(A) diagonal function of A = [aij ] :
 Notation xxv

Matrices (continued)

diag(A) diagonal vector of A = [aij ] : [a11 , . . . , ann ]T

Diag(A) diagonal matrix of A = [aij ] : Diag(a11 , . . . , ann )
A, B inner product of A and B : (vec A)H vec B
A⊗B Kronecker product of matrices A and B
AB Khatri–Rao product of matrices A and B
A∗B Hadamard product of matrices A and B
A⊕B direct sum of matrices A and B
{A}N matrix group consisting of matrices A1 , . . . , AN
{A}N ⊗ B generalized Kronecker product of {A}N and B
δx, δX perturbations of the vector x and the matrix X
cond(A) condition number of the matrix A
In(A) inertia of a symmetric matrix A
i+ (A) number of positive eigenvalues of A
i− (A) number of negative eigenvalues of A
i0 (A) number of zero eigenvalues of A
A∼B similarity transformation
∼
A(λ) = B(λ) balanced transformation
.
A=B essentially equal matrices
J = PAP−1 Jordan canonical form of the matrix A
dk (x) kth determinant divisor of a polynomial matrix A(x)
σk (x) kth invariant factor of a polynomial matrix A(x)
A(λ) λ-matrix of the matrix A
S(λ) Smith normal form of the λ-matrix A(λ)

Special Vectors and Special Matrices

PS projector onto the subspace S

P⊥
S orthogonal projector onto the subspace S
EH|S oblique projector onto the subspace H along the subspace S
ES|H oblique projector onto the subspace S along the subspace H
1 summing vector with all entries 1
0 null or zero vector with all components 0
ei basic vector with ei = 1 and all other entries 0
π extracting vector with the last nonzero entry 1
xxvi Notation

Special Vectors and Special Matrices (continued)

iN index vector : [0, 1, . . . , N − 1]T

iN,rev bit-reversed index vector of iN
O null or zero matrix, with all components zero
I identity matrix
Kmn mn × mn commutation matrix
Jn n × n exchange matrix : Jn = [en , . . . , e1 ]
P n × n permutation matrix : P = [ei1 , . . . , ein ], i1 , . . . , in ∈ {1, . . . , n}
G generalized permutation matrix or g-matrix : G = PD
Cn n × n centering matrix = In − n−1 1n 1Tn
FN N × N Fourier matrix with entry F (i, k) = (e−j2π/N )(i−1)(k−1)
FN,rev N × N bit-reversed Fourier matrix
Hn Hadamard matrix : Hn HTn = HTn Hn = nIn
A symmetric Toeplitz matrix : [a|i−j| ]ni,j=1
A complex Toeplitz matrix: Toep[a0 , a1 , . . . , an ] with a−i = a∗i
Qn n × n real orthogonal matrix : QQT = QT Q = I
Un n × n unitary matrix : UUH = UH U = I
Qm×n m × n semi-orthogonal matrix : QT Q = In or QQT = Im
Um×n m × n para-unitary matrix : UH U = In , m > n, or UUH = Im , m < n
Sb between-class scatter matrix
Sw within-class scatter matrix

Tensors

A ∈ KI1 ×···×IN N th-order real or complex tensor

I, E identity tensor
Ai:: horizontal slice matrix of A ∈ KI×J×K
A:j: lateral slice matrix of A ∈ KI×J×K
A::k frontal slice matrix of A ∈ KI×J×K
a:jk , ai:k , aij: mode-1, model-2, model-3 vectors of A ∈ KI×J×K
vec A vectorization of tensor A
unvec A matricization of tensor A
A (JK×I)
,A (KI×J)
,A (IJ×K)
matricization of tensor A ∈ KI×J×K
 Notation xxvii

Tensors (continued)

A, B inner product of tensors : (vec A)H vec B

A F Frobenius norm of tensor A
A=u◦v◦w outer product of three vectors u, v, w
X ×n A Tucker mode-n product of X and A
rank(A) rank of tensor A
[[G; U (1)
,...,U (N )
]] Tucker operator of tensor G
G × 1 A ×2 B ×3 C Tucker decomposition (third-order SVD)
G ×1 U (1)
· · · ×N U (N )
higher-order SVD of N th-order tensor

P 
Q 
R
xijk = aip bjq ckr CP decomposition of the third-order tensor X
p=1 q=1 r=1

Axm , Axm−1 tensor–vector product of A ∈ S[m,n] , x ∈ Cn×1

det(A) determinant of tensor A
λi (A) ith eigenvalue of tensor A
σ(A) spectrum of tensor A

Functions and Derivatives

def
= defined to be equal
∼ asymptotically equal (in scaling sense)
≈ approximately equal (in numerical value)
f :R m
→R real function f (x), x ∈ Rm , f ∈ R
f : Rm×n → R real function f (X), X ∈ Rm×n , f ∈ R
f : Cm × Cm → R real function f (z, z∗ ), z ∈ Cm , f ∈ R
f : Cm×n ×Cm×n → R real function f (Z, Z∗ ), Z ∈ Cm×n , f ∈ R
dom f, D definition domain of function f
E domain of equality constraint function
I domain of inequality constraint function
F feasible set
Bc (c; r), Bo (c; r) closed, open neighborhoods of c with radius r
Bc (C; r), Bo (C; r) closed, open neighborhoods of C with radius r
∗ ∗
f (z, z ), f (Z, Z ) function of complex variables z, or Z
∗ ∗
df (z, z ), df (Z, Z ) complex differentials
D(p g) distance between vectors p and g
xxviii Notation

Functions and Derivatives (continued)

D(x, y) dissimilarity between vectors x and y

DE (x, y) Euclidean distance between vectors x and y
DM (x, y) Mahalanobis distance between vectors x and y
DJg (x, y) Bregman distance between vectors x and y
Dx , Dvec X row partial derivative operators
Dx f (x) row partial derivative vectors of f (x)
Dvec X f (X) row partial derivative vectors of f (X)
DX Jacobian operator
DX f (X) Jacobian matrix of the function f (X)
Dz , Dvec Z complex cogradient operator
Dz∗ , Dvec Z∗ complex conjugate cogradient operator
∗
Dz f (z, z ) cogradient vector of complex function f (z, z∗ )
Dvec Z f (Z, Z∗ ) cogradient vector of complex function f (Z, Z∗ )
Dz∗ f (z, z∗ ) conjugate cogradient vector of f (z, z∗ )
Dvec Z∗ f (Z, Z∗ ) conjugate cogradient vector of f (Z, Z∗ )
D Z , ∇Z ∗ Jacobian, gradient matrix operator
∗
DZ f (Z, Z ) Jacobian matrices of f (Z, Z∗ )
∇Z f (Z, Z∗ ) gradient matrices of f (Z, Z∗ )
DZ∗ f (Z, Z∗ ) conjugate Jacobian matrices of f (Z, Z∗ )
∇Z∗ f (Z, Z∗ ) conjugate gradient matrices of f (Z, Z∗ )
∇x , ∇vec X gradient vector operator
∇x f (x) gradient vector of function f (x)
∇vec X f (X) gradient vector of function f (X)
∇f (X) gradient matrix of function f
∇ f
2
Hessian matrix of function f
Hx f (x) Hessian matrix of function f
∗
Hf (z, z ) full Hessian matrix of f (z, z∗ )
Hz,z , Hz,z∗ , Hz∗ ,z∗ part Hessian matrices of function f (z, z∗ )
df, ∂f differential or subdifferential of function f
g ∈ ∂f subgradient of function f
Δx descent direction of function f (x)
Δxnt Newton step of function f (x)
max f, min f maximize, minimize function f
Another random document with
no related content on Scribd:
is impossible to contract silver chloride or bromide in a solution
containing salts without there being occlusion and that the precipitate
can only be freed from them by dividing up the contracted mass by
shaking with pure water. This was not done here owing to the
solubility of silver chloride in pure water, and the complications
introduced in the analytical part. The occlusion of nitrates by the
silver chloride would lower the atomic weight found. The silver
chloride obtained always darkened on heating and contained
cadmium, as was shown in the following manner: The lump of silver
chloride was attached to the negative pole of a cell and electrolyzed
in a bath containing dilute sulphuric acid. The resulting metal was
then dissolved in nitric acid and the silver precipitated by adding
hydrochloric acid. The filtrate was evaporated to expel the nitric acid
and the residue taken up with water and tested for cadmium with
hydrogen sulphide. An appreciable quantity was always found. This
method of examination does not show the occluded silver nitrate.
Another error which tends to lower the atomic weight found is due to
the platinum crucibles used for filtering. If a silver nitrate solution is
filtered through such a crucible there will be an increase in weight
due to silver being deposited. This takes place in acidified solutions
as well as in neutral ones. Washing with ammonia does not remove
the deposit, but strong nitric acid does, the washings giving a test for
silver. Whether the depositing of silver is due to the action of spongy
platinum in contact with the compact metal of the crucible or to some
impurity in the platinum sponge was not determined, but the former
seems by far the most probable. The increase in weight during the
time required for filtering a determination must have been quite small
however. The samples of cadmium chloride employed for
determinations XX and XXI were prepared by burning cadmium in a
current of chlorine. The glass tube used was attached somewhat and
the solution of the chloride was very slightly turbid in each case. The
turbidity was so slight however, that no very serious error could have
resulted from it, particularly as it was probably partly
counterbalanced by the formation of some potassium chloride. For
more accurate work, it should have been made and redistilled in a
porcelain tube. These two samples were tested for free chlorine with
potassium iodide and starch paste, but none was found. Some of the
specimens of chloride prepared by fusion in a current of hydrochloric
acid were found to be neutral, using tropaeolin as an indicator.
As nearly as can be judged, the above errors would probably
counterbalance each other to a great extent, and thus give a fairly
close approximation to the atomic weight of cadmium when the
average of all the determinations is taken. The value 112.383 thus
obtained can only be regarded as tentative.
 The Bromide method.

Huntington (Proc. Amer. Acad. 11.28) working under the

direction of J. P. Cooke, determined the ratio of cadmium bromide to
silver bromide and using the total quantities for the calculation the
result for the atomic weight of cadmium is 112.239. He also
determined the ratio of cadmium bromide to silver, obtaining 112.245
for the atomic weight of cadmium.
The work which will now be described was carried out very much
like the work described under the chloride method. The ratio of
cadmium bromide to silver bromide was investigated.
 Preparation of Cadmium Bromide and Hydrobromic
Acid.
A large quantity of hydrobromic acid was prepared according to
the method described by Dr. Edward R. Squibb (Trans. of Med. Soc.
of the State of N. Y.). One part of water was added to seven parts of
strong sulphuric acid (Sp. Gr. = 1.83) and the mixture cooled. Then
six parts of potassium bromide were dissolved in six parts of hot
water and the diluted sulphuric acid added to this hot solution. It was
set aside until cold in order to allow the sulphate of potassium to
crystallize out. The crystals were drained on a filter-plate and quickly
washed with two parts of water. The mother-liquor and washing were
then distilled until no more acid was obtained on further heating. The
acid thus obtained was distilled three times from potassium bromide,
twice from cadmium bromide formed by adding a piece of pure
cadmium to it, and twice without the addition of anything. It was
tested and found to be free from sulphuric acid. Cadmium bromide
was prepared from it, in exactly the same way that the cadmium
chloride used in the chloride method was prepared from pure metal
and hydrochloric acid. While the crystalline mass of cadmium
bromide was still moist, it was transferred to a combination tube and
dried at 300°C for several hours in a current of nitrogen. It was then
sublimed in a vacuum as the chloride had been. This specimen
served for the first three determinations. About nine grammes of it
was placed in a platinum boat in a combustion tube, and part of it
distilled in a current of nitrogen. The distillate, a portion of which had
been tested with tropaeolin and found neutral, was used for
determination I. The residue in the boat was used for determination
II. Another portion of the main sample was resublimed in a vacuum
and used in determination no. III. Cadmium bromide is not
hygroscopic or at least only slightly, therefore the sublimed cadmium
bromide can be transferred to a weighing-glass without taking up
water. This cannot be done in the case of the chloride. It is probable
that the hydrobromic acid as above prepared was perfectly free from
hydrochloric acid. Chlorine in cadmium bromide would cause the
atomic weight to be found lower than it really is. It was thought
desirable, however, to prepare an acid which would certainly be free
from chlorine. The method described by Stas (Aronstein’s German
translation, p. 154.) was employed with the additional precaution that
the above purified acid was used to start with and all reagents
employed had been especially prepared so as to be free from
chlorine. Pure silver was prepared according to Stas’ description (see
Aronstein’s translation, page 34, also page 104) by the action of
ammonium sulphite on an ammoniacal solution of silver nitrate and
copper sulphate. The silver was dissolved in nitric acid free from
chlorine, and then slowly added to a dilute solution of the above-
described hydrobromic acid, and the precipitated silver bromide
thoroughly washed. It was then digested for a long while in a strong
solution of potassium bromide, first in the cold, then by heating. The
potassium bromide had been made thus: Twice recrystallized
potassium hydrogen tartrate was heated in a platinum dish in a muffle
furnace until it was converted into carbonate, and the excess of
carbon burned off. It was then dissolved in water, filtered and
neutralized with some of the hydrobromic acid already described.
The carbonate had been tested for both sulphuric acid and chlorine
with negative results. After the silver bromide had been digested with
the potassium bromide, it was washed very thoroughly, suspended in
water, and a current of hydrogen sulphide passed into it. This
converts it into sulphide hydrobromic acid being liberated. The acid
was drained off on a porcelain plate, and then distilled a number of
times. It was finally tested and found to be perfectly free from
sulphates and also did not contain free bromine. Having started with
an acid which was probably pure and subjected it to these operations
with reagents free from chlorine, there can be no doubt as to the
purity of the resulting acid. The hydrogen sulphide used was
prepared from potassium hydrosulphide as in the sulphide method,
and washed first with a solution of the hydrosulphide, then very
thoroughly with pure water. From the hydrobromic acid obtained, a
specimen of cadmium bromide was prepared as before and sublimed
twice in a vacuum. This specimen was used for determinations IV
and V.
 Method of Analysis.
The first three determinations were made exactly like those in
the chloride method. The last two were also made in the same
manner, only the washing of the precipitate was varied. After the
silver bromide had been contracted by warming on a water-bath it
was washed by decantation and then agitated violently with cold
water to remove occluded nitrates, but it was then so finely divided
that it could not be filtered. The artifice used by Stas to contract it a
second time was to pass a current of steam into the milky liquid. This
was tried here, but for some reason or other did not work very well,
and considerable difficulty was had in filtering it. The results of the
five determinations are tabulated below. All weighings are reduced to
the vacuum standard on the basis of Sp. Gr. of CdBr2 = 4.6 and Sp.
Gr. AgBr = 6.62.
No. CdBr2 AgBr H2O Ex. At. Wt. Remarks
AgNO3
I 4.39941 6.07204 112.43 Distillate }
II 3.18030 4.38831 112.42 Residue }
III 3.60336 4.97150 112.45 Resublimed.
IV 4.04240 5.58062 112.29
V 3.60505 4.97519 112.38
Average 112.394
 Discussion of the Results.
The first three specimens were prepared under widely different
conditions yet the results agree quite closely. The last two were
prepared from the repurified hydrobromic acid. If chlorine had been
removed during the second purification we should expect a higher
result but the results are lower. There seems to be hardly any doubt
that this is due to analytical errors rather than a change in the
composition of the bromide. Whether this be true or not, the five
determinations all fall within the limits obtained by the chloride
method and confirms it as fully as can be expected.
The errors of the method are the same as those of the bromide
method, only they are probably less in most cases. One filtrate was
examined for bromium, but none was found showing the method to
be more perfect in this respect.
 Syntheses of Cadmium Sulphate.

It was next thought of examining the method based on the

conversion of cadmium sulphate into cadmium sulphide, which has
been used by von Hauer whose result is 111.94 for the atomic weight
of cadmium, and more recently by Partridge who obtained a much
lower result, namely 111.73. They dried cadmium sulphate in
porcelain boats, and then reduced it to sulphide by heating in a
current of hydrogen sulphide. The reduction begins in the cold and is
probably complete or at least nearly complete before the
temperature is sufficiently high for cadmium sulphate to decompose
into cadmium oxide, for the sulphate is very stable with respect to
heat. This being the case, probably no error results from the
formation of a silicate of cadmium in this method. The main difficulty
in this method would be to prove that the cadmium sulphate used is
free from water. Neither von Hauer nor Partridge has done this
because drying a substance to a constant weight is not sufficient
evidence of its anhydrous character, especially if the drying is done
at a constant temperature. This has been shown very clearly in the
case of copper sulphate, by Richards (Proc. Amer. Acad. Sci. 26.
263.)
It was therefore decided to attempt the synthesis of cadmium
sulphate, hoping to be able to fix a minimum value for the atomic
weight of cadmium.
A piece of hard glass tube was closed at one end by fusion and
the other end drawn out into a small tube which was then bent twice
at right angles. The large part was cut off near the beginning of the
smaller tube, and the edges rounded by fusion. It was filled with
dilute sulfuric acid and heated for some time to remove soluble
matter from the glass. After removing this acid, a weighed piece of
cadmium was introduced and an excess of dilute sulphuric acid (1:
3) added. The tube contained a small piece of platinum to aid the
solution of the cadmium. During the process of solution, the two
parts of the glass tube were held together by a rubber band, and the
outlet of the smaller tube dipped under pure water contained in a
small tube closed at one end.
A section of the arrangement is
shown in figure 2. Solution was aided
by the application of heat. These
precautions in dissolving the metal
were taken to prevent loss by spraying.
After the metal had been dissolved, the
solution and the water through which
the hydrogen had escaped were
transferred to a porcelain crucible. An
equal amount of sulphuric acid was
then added to the tare and both were
heated until fumes of sulphuric acid
ceased to come off. The crucible
containing the dry sulphate was next
Fig. 2. placed an a porcelain plate in a nickel
crucible set in a hole in an asbestos
board. This was placed over the flame
of a Bunsen burner, so that the bottom of the nickel crucible was
barely at a red heat. The temperature on the inside of this bath was
considerably lower. After the weight had become nearly constant, the
sulphate was tested for sulphuric acid by means of standard alkali
using tropaeolin as an indicator. It was found acid, but so slightly that
no attempt was made to estimate it. Result = 112.35 is preliminary.
Another synthesis was made as follows: A platinum crucible, lid
and perforated cone were place in a large weighing-glass and tared
with a similar weighing-glass containing a platinum crucible, platinum
foil being added until the weights were equal. After these had been
accurately weighed, a weighed piece of cadmium was added to the
one containing the cone. The cone was inverted over the piece of
metal on the bottom of the platinum crucible. A considerable excess
of dilute (1: 3) sulphuric acid was then added, the lid whose edge
was bent down placed on the crucible, and the weighing-glass
stoppered loosely. This was placed in an air-bath, and gently
warmed during the later part of the process of solution. There is no
difficulty in getting complete solution if a sufficient excess of acid is
used. A vertical section of the crucible and weighing-glass is shown
in figure 3.
This arrangement avoids loss
from spraying, and the necessity of
transferring the solution from a tube to
a crucible as in the first experiment.
An equal quantity of sulphuric acid
was added to the crucible used as a
tare and evaporated. After the metal
had been dissolved, the platinum cone
was lifted to one side and the excess
of acid evaporated off. It was then
heated in a glass air-bath for a long
time at a temperature which was
probably about 400°C. After the weight
had become constant, the amount of
free sulphuric acid was estimated by
titration with a standard alkali using
tropaeolin as an indicator. 1.25
milligrammes were found and this
3
weight was subtracted from that found
at the balance. Weighing were
reduced to the vacuum standard, assuming the Sp. Grs. of cadmium
and anhydrous cadmium sulphate[1] to be 8.54 and 3.0 respectively.
The results were as follows:
1. Could not find any record of its Sp. Gr., 3.0 is assumed.

Cd CdSO4 At. Wt.

I. (112.35 can only be regarded as a preliminary experiment)
II. 1.15781 2.14776 112.35
 Discussion of the Results.
These results agree fairly well with those obtained by the
chloride and bromide methods. The second experiment is more
trustworthy than the first. In it, we started with pure metal and the
manipulations were so simple that no serious error could have been
made in them. Hence it will only be necessary to consider the end-
product, i.e., the cadmium sulphate. The titration showed that the
sulphate was not basic owing to loss of sulphur trioxide, and after
deducting the weight of the excess of sulphuric acid we must have
left a weight of cadmium sulphate which is equivalent to the metal
employed. The question now is, did it contain anything else and what
would be its effect? Clearly the effect of water or any other impurity
would be to lower the atomic weight found, hence the atomic weight
must be at least as high as the experiment indicates. As the
cadmium sulphate is deposited, at least the later part of it is from a
strong sulphuric acid solution, it probably does not contain any water
and in this case would fix a maximum value as well as the minimum
value, and thus determine the atomic weight. It might be objected to
the second experiment that the sulphuric acid found may have been
present as SO3 and not as H2SO4 as was assumed. This seems
highly improbable, and even if it were so the error introduced would
be only about .03 of a unit in the atomic weight. As the first
determination was found practically neutral, it does not apply to it at
all. The most probable conclusion from these experiments is that the
atomic weight of cadmium is about 112.35. A more thorough study of
this method would have been made if time had permitted it.
 The Oxide Method.

As the chloride and bromide methods and the synthesis of

cadmium sulphate all lead to approximately the same high result, it
seemed probable that the oxide method which had given a much
lower result (Morse & Jones 112.07) must be affected by some error.
Accordingly it was examined in the manner about to be described. A
set of crucibles was prepared as described by Morse and Jones in
their work on this method, and in the present paper under the
oxalate method. After they had been heated in a nickel crucible over
a blast lamp and weighed, a weighed piece of cadmium was
introduced into the smaller inside crucible, and dissolved in nitric
acid with the aid of heat. An equal quantity of nitric acid was added
to the tare. The acid was then evaporated off, and the resulting
nitrate converted into oxide exactly as has already been described
under the oxalate. The first experiment was made in this way and the
second one exactly like it, only the porcelain crucible used was the
one which had been employed in the first determination. The glaze
had been removed by the cadmium oxide of the first determination,
and before using for the second one the crucible was boiled out with
nitric acid, and heated to constant weight over a blast lamp as
before. Determinations III, IV and V were made in the same way
except that the small inner crucible was platinum instead of
porcelain. All weighings were reduced to the vacuum standard on
the basis of 8.54 for the Sp. Gr. of cadmium and 8.15 for the Sp. Gr
of cadmium oxide and 8.4 for the brass and 21 for the platinum
weights.
The results are as follows:
 Cd CdO At. Wt. Cd.
I. 1.26142 1.44144 112.11
II. .99785 1.14035 112.04

Average 112.08

III. 1.11321 1.27247 111.84

IV. 1.02412 1.17054 111.91
V. 2.80966 3.21152 111.87

Average 111.87

The oxides resulting from these determinations were always

tested for oxides of nitrogen, sometimes by using meta phenylene
diamine and at other times by sulphanilic acid and naphthylamine
sulphate, but no traces were ever found. The average of the
determinations made in porcelain crucibles is 112.08. Morse and
Jones obtained the same figure or, if their results are reduced to the
vacuum standard, 112.06, by the same method under the same
conditions. The results of the determinations made in platinum
crucibles are equally constant, but their average is 111.88 being .20
of a unit lower. Therefore, more oxide is obtained when platinum
crucibles are used instead of porcelain ones. In two cases the
platinum crucibles were weighed at the end of the determinations
after the cadmium oxide had been removed. Their weight remained
unchanged. The most probable explanation of these facts seems to
be that something is retained in the oxide in both cases, but that the
amount is greater in the determination made in platinum crucibles
than in those in which porcelain ones were employed. We should
expect this, because in porcelain crucibles some of the oxide is
absorbed forming a silicate, and any volatile impurity must be
expelled from this part of the oxide. Not finding oxides of nitrogen, it
was thought that gases probably nitrogen and oxygen might be
occluded although Richards and Rogers (Amer. Chem. Jour. 15,
567.) had examined cadmium oxide prepared from the nitrate and
found only a trace of gas. Accordingly two specimens of cadmium
oxide obtained in the above determinations were powdered in an
agate mortar and boiled with water for some time in order to remove
any adhering air. They were then dissolved in dilute hydrochloric acid
from which the air had been removed by boiling. A small amount of
gas was found in each case but not nearly enough to account for the
difference of .31 unit in the atomic weight of cadmium between
112.38 and the oxide method. In fact not more than about one sixth
of the amount required was found. It may be that the powdering of
the oxide and then boiling up in water may have been to severe a
treatment, and that the greater part of the occluded gas escaped
during these processes. It seems that there is at least some error
due to occluded gases in methods involving the decomposition of
cadmium nitrate to oxide, but no satisfactory idea of its magnitude
could be obtained from these two experiments as carried out.
The following experiments were then made and they seem to
give definite evidence not only of the existence of an error but also of
its magnitude. Carbonate of cadmium was made by dissolving pure
cadmium in nitric acid, adding an excess of ammonia and a small
quantity of ammonium carbonate. After standing for some time the
cadmium carbonate was filtered off and rejected. The filtrate was
treated with an excess of ammonium carbonate and the precipitated
cadmium carbonate allowed to digest in it for some time. After
washing by decantation several times the carbonate was transferred
to a funnel containing a porcelain filter-plate, covered with a piece of
ashless filter paper of slightly larger diameter, and washed
thoroughly. with water. It was then transferred to a platinum dish,
care being taken to avoid contamination with filter paper and heated
gently to convert it into oxide. The resulting oxide was powdered in
an agate mortar, returned to the platinum dish and heated to
incipient whiteness for seven hours in a muffle furnace. The
temperature must not be too high, otherwise the oxide will distill
readily leaving no residue. The oxide is slightly volatile at good red
heat as was observed in trying to make a determinant at this
temperature by the oxide method. A weighed portion of the oxide
which had been prepared from the carbonate in the manner
described was dissolved in a weighed porcelain crucible and the
resulting nitrate converted into the oxide again by heat just as in the
oxide method. This constitutes experiment I. Experiments two and
three were made in exactly the same way except that a platinum
crucible was used instead of a porcelain one. The results are:

Initial Final Gain Corresponding Error in At.

Wt. Wt. Wt.
I. 2.95469 2.95650 .00081 −.24
II. 2.67717 2.67835 .00117 −.39
III. 3.00295 3.00422 .00127 −.38

As we started with cadmium oxide, and, after passing to the nitrate,

converted it back into the oxide, the weight should remain
unchanged if the method is correct. However, this is not the case,
but a large increase in weight takes place. The increase is larger in a
platinum crucible than in a porcelain one, which accounts for the fact
that a lower value for the atomic weight is found by the oxide method
when they are used. The use of a porcelain crucible therefore
diminishes the error, but does not eliminate it. The explanation of this
has already been given. The oxides obtained in these three
experiments were tested for occluded gases in the manner already
described, but only small amounts were found. Both of those made
in platinum crucibles were tested for nitrate of cadmium with brucine
and sulphuric acid with negative results. To show that the impurity
was not converted into an ammonium salt when the oxide was
dissolved in hydrochloric acid, a slight excess of caustic potash was
added to the solution, the precipitate allowed to subside and the
clean, supernatant liquid tested for ammonia with Nessler’s reagent.
No ammonia was found. In order to make these experiments as
severe a test as possible, a somewhat higher temperature was
employed than had in the five experiments described under the
oxide method. This was accomplished by boring out the stopcocks of
the blast lamp so that a larger supply of gas was furnished. The two
oxides in the platinum crucibles seemed to be constant in weight, but
that in the porcelain crucible seemed to lose in weight slowly. The
weight given was taken after four hours blasting, which is longer and
at a higher temperature than was used in any of the five
determinations made by the oxide method. If the cadmium oxide
prepared from the carbonate retained any carbon dioxide, it would
lose weight in being dissolved and reconverted into oxide. The
above experiments therefore seem to furnish very strong evidence
that there is an error of at least −.24 unit in the oxide method when
porcelain crucibles are used and −.39 of a unit when platinum ones
are employed. if .24 of a unit is added to 112.07 the result obtained
when porcelain crucibles are used we get 112.31 and adding .39 to
111.87 gives 112.26. Considering the small number of experiments
made, the fact that they were made in such a way as to give a low
value (numerically) for the error rather than a high one, and also that
the error is probably variable to some extent, especially when
porcelain crucibles are used, the corrected results agree as closely
with 112.38, the average of the chloride, bromide and sulphate
(synthetical) methods as could be expected. It must also be borne in
mind that 112.38 is only to be regarded as an approximation to the
atomic weight of cadmium. The increase in weight observed in
converting the nitrate back into oxide might also be explained by
assuming that the cadmium oxide used in the beginning of the
experiments was richer in metal than the formula CdO indicated and
that the increase in weight is due to this excess of metal being
changed to oxide. The method of preparation of the oxide from the
carbonate and the known properties of cadmium oxide render this
view highly improbable, and the following two observations render it
untenable:
1st. If this were the cause of the increase, the amount of
increase would necessarily be the same in both platinum and
porcelain crucibles, which is not the case.
2nd. Three grammes of cadmium oxide made from the
carbonate were dissolved in dilute hydrochloric acid from which the
air had been expelled by boiling. The oxide, which is very compact,
was placed in a glass bulb which had been blown at the end of a
tube. After displacing the air by filling the entire apparatus with
recently boiled water, the exit of the tube was placed under boiling
 dilute hydrochloric acid, and the bulb
heated until the water boiled. It was
then turned over so that the steam
displaced nearly all the water. On
removing the flame the dilute
hydrochloric acid at once filled the
bulb. The exit tube was then quickly
placed under a narrow tube filled with
mercury and inverted over mercury in a
dish. The bulb was then heated until
the oxide had dissolved. By this
method the gas would be boiled out of the solution and collected in
the top of the narrow tube. As only a very small amount of steam and
dilute hydrochloric acid go over at the same time, there is no danger
of the gas formed being absorbed to any considerable extent. It is
well to put the oxide into the bulb before the tube is bend. If the
hydrochloric acid is too strong, it must be cooled before entering the
bulb as otherwise the reaction is too violent, and the experiment may
be lost. This experiment shows that there is no excess of cadmium
present in the oxide employed for no gas was found. If three
grammes of the oxide contained enough metal to take up .00126
grms. of oxygen, .00016 grms of hydrogen should have been set
free, and its volume under ordinary conditions of temperature and
pressure would have been about 1.9 cubic centimetres. This
experiment would also have shown the presence of carbon dioxide if
any had been present.
 Discussion of the Oxalate Method.
After having done the work which has just been described, we
are in a position to turn to the oxalate method, which is the first
method described in this paper. It involves the decomposition of
cadmium nitrate, and is therefore affected by an error from this
source, only it is not as large as in case of the oxide method. If
2.95650 grammes of cadmium oxide prepared in a porcelain crucible
contain .00081 grammes of impurity, an error of −.24 of a unit would
be introduced in the atomic weight as determined by the oxide
method or +.10 in case the oxalate method were employed. That is
the oxalate should give about 112.48 for the atomic weight of
cadmium, but it really gives a very much lower result. Morse and
Jones obtained 112.04 ± .035 by it, while Partridge obtained 111.81 ±
.035 by it. If we take 112.38 for the atomic weight of cadmium, there
appears to be a second error of .44 of a unit in the method as used
by Morse and Jones, while Partridge’s result indicates an error of .57
of a unit. Partridge only moistened the oxide obtained from the
oxalate with a few drops of nitric acid before making the final
heating, and it seems probable therefore that he made no
appreciable error on account of the final oxide retaining products of
decomposition from cadmium nitrate. The most probable cause of
this large error seems probably to be incomplete dehydration of the
oxalate, or reduction to metal during the decomposition of the
oxalate, and subsequent volatilization of some of it, or a combination
of both of these. The nine determinations given in the earlier part of
this paper of course vary so much that they are of no value whatever
in determining the atomic weight. The reason that the first four are
low is probably due in part to sublimation of cadmium, for on
dissolving the resulting oxide in nitric acid a considerable quantity of
metal was noticed in each case. In the others, the temperature was
kept lower, and the decomposition took a longer time. No metal was
observed on taking up in nitric acid. To be certain of what the cause
of error is would require some very carefully conducted experiments,
but as there are a number of much more reliable methods for
determining the atomic weight of cadmium, it does not seem
desirable to spend the time required in making them. It should be
mentioned that Lenssen, in 1860, first employed this method. He
made three determinations. 1.5697 grms of cadmium oxalate giving
1.0047 grammes of oxide, which gives a value of 112.043 for the
atomic weight of cadmium . The difference between the highest and
lowest determination was .391 of a unit.
 Other Methods

A great deal of time was spent in trying to effect a partial

synthesis of cadmium bromide in exactly the same manner as had
been used in case of cadmium sulphate. No results were obtained
because cadmium bromide is slowly volatile at 150°C, the
temperature used, and retained some hydrobromic acid ever after
more than 100 hours of drying. Some work was done in trying to
establish the ratio between silver and Cadmium by dropping a
weighed piece of cadmium into a solution of silver sulphate, the
reaction being:
Cd + Ag2SO4 = CdSO4 + 2Ag
Silver nitrate cannot be used because it becomes reduced to nitrate
even at a temperature of 0°C., as was shown by its reducing action
on potassium permanganate, and by the reaction with meta-diamido
benzene after the reaction had been completed. The main difficulty
with the method is that air must be excluded in order to prevent
oxidation and solution of some of the precipitated silver. The silver is
perfectly free from cadmium if an excess of silver sulphate is used
and the precipitated metal digested with it for some time. Since this
part of the work was done, a paper by Mylius and Fromm (Ber. 1894,
630) appeared in which one of the reactions studied was that of
cadmium on silver sulphate. They also found the resulting silver free
from cadmium. The method seems very promising, but the work had
to be discontinued for lack of time.