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I have a $m \times m$ matrix $\bf A$ whose elements are given by

$$a_{i,j}=\frac{-1^{j+1}}{j!}z_i^j$$

where $0<z_1<1$ and $z_i > z_{i-1}, i=2\cdots m$.

For reasons having to do with the stability of a computational scheme for solving a transient differential equation, I would like to be able to prove that the sum of the elements in the $first$ row of the $inverse$ of the matrix $\bf A$ is positive.

A related question was posed a while ago in Inverse Matrix: Sum of the elements in each row wherein it was proved that if the sums of all rows of $\bf A$ were equal to some value $k$, then the sums of each row of the inverse would be $1/k$. The underlying condition (equality of the row sums) does not hold in my case however, but if we denote the inverse by $\bf B$, then matrix multiplication yields

$$ \sum\limits_{s=1}^m b_{1s} a_{sr} =\delta_{1,r} $$

and the summation over all columns results in

$$ \sum\limits_{r=1}^m \sum\limits_{s=1}^m b_{1s} a_{sr} =\sum\limits_{s=1}^m \sum\limits_{r=1}^m a_{sr} b_{1s} = \sum\limits_{s=1}^m k_s b_{1s} =1 $$

where $k_s$ is the sum of the elements of row $s$ of $\bf A$.

I would now need to prove that

$$ \sum\limits_{s=1}^m b_{1s} >0 $$

subject to the constraint

$$ \sum\limits_{s=1}^m k_s b_{1s} =1 $$

and the additional conditions $k_1>0$ and $k_{s}>k_{s-1}, s=2\cdots m$ which imply that

$$ \sum\limits_{s=1}^m k_s >0 $$

all of which follow from the definition of the elements of $\bf A$

Any help on how to proceed would be deeply appreciated. Thanks in advance.

The problem I'm facing in my attempt at a proof is that I cannot simply replace the vector $\bf b_1$ by some arbitrary vector $\bf p$ which just happens to have an inner product with the vector $\bf k$ of unity, because I can then find several elementary counterexamples (see the snapshot below for one) that satisfy all constraints, but disprove my contention.

I don't see how I can proceed without somehow relating $\bf b_1$ to $\bf k$, and this is where I'm stuck.

enter image description here

  • Probably you will need to use the special form you wrote down for the entries of $A$... if you try to write down an expression for the entries in the first row of $B$ using Cramer's rule, do you get anything useful? – user7530 Jul 29 '22 at 03:42
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    In particular by Cramer's rule the sum of the first row of $B$ is given by $\det(A_1)/\det A$, where $A_1$ is the matrix $A$ with its first column replaced by $1$s. – user7530 Jul 29 '22 at 03:56
  • That is certainly interesting, but it leaves me with the problem of establishing the signs of the determinants of $A$ and $A_1$. I was hoping for a proof that would circumvent the mechanics of dealing with the functional form of the inverse directly, as in the case where the row sums are all equal. My conjecture holds (obviously) for the trivial case of $m=1$ and easily provable for $m=2$. I'm working on a proof for $m=3$, but this lacks the rigour that I was hoping to achieve. – Sharat V Chandrasekhar Jul 29 '22 at 04:11
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    There should be a way to express $\det A$ and the minors of $A_1$ in terms of the Vandermonde determinant. I haven't worked through the details though. – user7530 Jul 29 '22 at 04:15
  • The problem is that unlike the Vandermonde Matrix, $\bf A$ is derived from a Taylor Series expansion, and so all terms are weighted by the reciprocals of the facorials. Complicating things further is that the signs of the terms alternate by column from positive to negative. – Sharat V Chandrasekhar Jul 29 '22 at 04:19
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    That's not so bad, you can factor all that stuff out using multilinearity of the determinant.

    You get that the sum of the first row of $B$ has the same sign as $$\sum_i \frac{(-1)^{i+1}}{z_i^2 \Pi_{j<i}(z_i-z_j)\Pi_{j>i}(z_j-z_i)}$$ which does seem to always be positive (checked for $n$ up to 5) but for reasons I don't see at the moment.

    – user7530 Jul 29 '22 at 04:50
  • Is that result something you derived from the Vandermonde determinant? Is there some sort of a handy reference on this? – Sharat V Chandrasekhar Jul 29 '22 at 06:32

1 Answers1

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We want to compute the sum of the first row of $A^{-1}$; in other words, we want the first coordinate $x_1$ of the vector satisfying $$A\mathbf{x} = \mathbf{1}$$ which by Cramer's rule is $$x_1 = \det A_1 / \det A,$$ where $A_1$ is the matrix $A$ with the first column replaced by all ones.

Now we can invoke multilinearity of the determinant to factor out constants that multiple rows or columns of both $A_1$ and $A$: in particular in this way we can eliminate (1) all of the negative signs and (2) all of the factorials, leaving $$x_1 = \det \tilde A_1 / \det \tilde A$$ where $$\tilde A = \begin{bmatrix}z_1 & z_1^2 & z_1^3 & \cdots\\z_2 & z_2^2 & z_2^3 &\\\vdots & & & \ddots\end{bmatrix}$$ and $$\tilde A_1 = \begin{bmatrix}1 & z_1^2 & z_1^3 & \cdots\\1 & z_2^2 & z_2^3 &\\\vdots & & & \ddots\end{bmatrix}.$$

We can factor out $z_i$ from every row of $\tilde A$ to yield the Vandermonde matrix, and so: $$\det \tilde A = \prod_i z_i \prod_{j>i} (z_j-z_i).$$ Finally we can prove that $$\det \tilde A_1 = \left(\sum_i \frac{1}{z_i}\right)\prod_i z_i \prod_{j>i} (z_j-z_i)$$ by induction on the size of the matrix. Clearly the formula holds for a $1\times 1$ matrix. For the inductive case, we can perform elementary column operations to $\tilde A_1$ without affecting its determinant; in particular, we can subtract $z_1^2$ time the first column from the second, and $z_1$ times every other column from the subsequent column. This yields $$\det \tilde A_1 = \det \begin{bmatrix}1 & 0 & 0 & 0 & \cdots\\1 & z_2^2 - z_1^2 & z_2^2(z_2-z_1) & z_2^3(z_2-z_1) & \\1 & z_3^2 - z_1^2 & z_3^2(z_3-z_1) & z_3^3(z_3-z_1) & \\\vdots & & & & \ddots\end{bmatrix}.$$ Expanding by minors along the first row, and then pulling out a factor of $z_i-z_1$ from each row, yields \begin{align*} \det \tilde A_1 &= \left(\prod_{j>1} (z_j-z_1)\right) \det \begin{bmatrix}z_1 + z_2 & z_2^2 & z_2^3 & \cdots \\z_1 + z_3 & z_3^2 & z_3^3 & \\\vdots & & & \ddots\end{bmatrix}\\ &= \left(\prod_{j>1} (z_j-z_1)\right) \left[z_1 \det \begin{bmatrix}1 & z_2^2 & z_2^3 & \cdots \\1 & z_3^2 & z_3^3 & \\\vdots & & & \ddots\end{bmatrix} + \det \begin{bmatrix}z_2 & z_2^2 & z_2^3 & \cdots \\z_3 & z_3^2 & z_3^3 & \\\vdots & & & \ddots\end{bmatrix}\right]\\ &= \left(\prod_{j>1} (z_j-z_1)\right)\left[ \prod_i z_i \prod_{j>i>1} (z_j-z_i)\sum_{i\neq 1} \frac{1}{z_i} + \prod_{i\neq 1} z_i \prod_{j>i>1} (z_j-z_i)\right]\\ &= \left(\sum_i \frac{1}{z_i}\right)\prod_i z_i \prod_{j>i} (z_j-z_i). \end{align*} Finally we get the following expression for $x_1$, the sum of the first row of $A^{-1}$: $$x_1 = \sum_i \frac{1}{z_i}$$ which is positive since the $z_i$ are positive.

user7530
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