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Unimodular matrix

From Wikipedia, the free encyclopedia
This article is about matrices whose entries areinteger numbers. For use of termunimodular in connection withpolynomial matrices, seeUnimodular polynomial matrix.

Integer matrices with +1 or -1 determinant; invertible over the integers. GL_n(Z)

Inmathematics, aunimodular matrixM is asquareinteger matrix havingdeterminant +1 or −1. Equivalently, it is an integer matrix that isinvertible over theintegers: there is an integer matrixN that is its inverse (these are equivalent underCramer's rule). Thus every equationMx =b, whereM andb both have integer components andM is unimodular, has an integer solution. Then ×n unimodular matrices form agroup called then ×ngeneral linear group overZ{\displaystyle \mathbb {Z} }, which is denotedGLn(Z){\displaystyle \operatorname {GL} _{n}(\mathbb {Z} )}.

Examples of unimodular matrices

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Unimodular matrices form asubgroup of thegeneral linear group undermatrix multiplication, i.e. the following matrices are unimodular:

Other examples include:

Total unimodularity

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Atotally unimodular matrix[1](TU matrix) is a matrix for which every square submatrix has determinant 0, +1 or −1. A totally unimodular matrix need not be square itself. From the definition it follows that any submatrix of a totally unimodular matrix is itself totally unimodular (TU). Furthermore it follows that any TU matrix has only 0, +1 or −1 entries. Theconverse is not true, i.e., a matrix with only 0, +1 or −1 entries is not necessarily unimodular. A matrix is TU if and only if itstranspose is TU.

Totally unimodular matrices are extremely important inpolyhedral combinatorics andcombinatorial optimization since they give a quick way to verify that alinear program isintegral (has an integral optimum, when any optimum exists). Specifically, ifA is TU andb is integral, then linear programs of forms like{mincxAxb,x0}{\displaystyle \{\min c^{\top }x\mid Ax\geq b,x\geq 0\}} or{maxcxAxb}{\displaystyle \{\max c^{\top }x\mid Ax\leq b\}} have integral optima, for anyc. Hence ifA is totally unimodular andb is integral, every extreme point of the feasible region (e.g.{xAxb}{\displaystyle \{x\mid Ax\geq b\}}) is integral and thus the feasible region is anintegral polyhedron.

Common totally unimodular matrices

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1. The unoriented incidence matrix of abipartite graph, which is the coefficient matrix for bipartitematching, is totally unimodular (TU). (The unoriented incidence matrix of a non-bipartite graph is not TU.) More generally, in the appendix to a paper by Heller and Tompkins,[2] A.J. Hoffman and D. Gale prove the following. LetA{\displaystyle A} be anm byn matrix whose rows can be partitioned into twodisjoint setsB{\displaystyle B} andC{\displaystyle C}. Then the following four conditions together aresufficient forA to be totally unimodular:

It was realized later that these conditions define an incidence matrix of a balancedsigned graph; thus, this example says that the incidence matrix of a signed graph is totally unimodular if the signed graph is balanced. The converse is valid for signed graphs without half edges (this generalizes the property of the unoriented incidence matrix of a graph).[3]

2. Theconstraints ofmaximum flow andminimum cost flow problems yield a coefficient matrix with these properties (and with emptyC). Thus, such network flow problems with bounded integer capacities have an integral optimal value. Note that this does not apply tomulti-commodity flow problems, in which it is possible to have fractional optimal value even with bounded integer capacities.

3. The consecutive-ones property: ifA is (or can be permuted into) a 0-1 matrix in which for every row, the 1s appear consecutively, thenA is TU. (The same holds for columns since the transpose of a TU matrix is also TU.)[4]

4. Everynetwork matrix is TU. The rows of a network matrix correspond to a treeT = (V,R), each of whose arcs has an arbitrary orientation (it is not necessary that there exist a root vertexr such that the tree is "rooted intor" or "out ofr").The columns correspond to another setC of arcs on the same vertex setV. To compute the entry at rowR and columnC =st, look at thes-to-t pathP inT; then the entry is:

  • +1 if arcR appears forward inP,
  • −1 if arcR appears backwards inP,
  • 0 if arcR does not appear inP.

See more in Schrijver (2003).

5. Ghouila-Houri showed that a matrix is TU iff for every subsetR of rows, there is an assignments:R±1{\displaystyle s:R\to \pm 1} of signs to rows so that the signed sumrRs(r)r{\displaystyle \sum _{r\in R}s(r)r} (which is a row vector of the same width as the matrix) has all its entries in{0,±1}{\displaystyle \{0,\pm 1\}} (i.e. the row-submatrix hasdiscrepancy at most one). This and several other if-and-only-if characterizations are proven in Schrijver (1998).

6.Hoffman andKruskal[5]proved the following theorem. SupposeG{\displaystyle G} is adirected graph without 2-dicycles,P{\displaystyle P} is the set of alldipaths inG{\displaystyle G}, andA{\displaystyle A} is the 0-1 incidence matrix ofV(G){\displaystyle V(G)} versusP{\displaystyle P}. ThenA{\displaystyle A} is totally unimodular if and only if every simple arbitrarily-oriented cycle inG{\displaystyle G} consists of alternating forwards and backwards arcs.

7. Suppose a matrix has 0-(±{\displaystyle \pm }1) entries and in each column, the entries are non-decreasing from top to bottom (so all −1s are on top, then 0s, then 1s are on the bottom). Fujishige showed[6]that the matrix is TU iff every 2-by-2 submatrix has determinant in0,±1{\displaystyle 0,\pm 1}.

8.Seymour (1980)[7] proved a full characterization of all TU matrices, which we describe here only informally. Seymour's theorem is that a matrix is TU if and only if it is a certain natural combination of somenetwork matrices and some copies of a particular 5-by-5 TU matrix.

Concrete examples

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1. The following matrix is totally unimodular:

A=[11000+1+1011000+1+1010000+1+11].{\displaystyle A=\left[{\begin{array}{rrrrrr}-1&-1&0&0&0&+1\\+1&0&-1&-1&0&0\\0&+1&+1&0&-1&0\\0&0&0&+1&+1&-1\end{array}}\right].}

This matrix arises as the coefficient matrix of the constraints in the linear programming formulation of themaximum flow problem on the following network:

2. Any matrix of the form

A=[+1+1+11].{\displaystyle A=\left[{\begin{array}{ccccc}&\vdots &&\vdots \\\dotsb &+1&\dotsb &+1&\dotsb \\&\vdots &&\vdots \\\dotsb &+1&\dotsb &-1&\dotsb \\&\vdots &&\vdots \end{array}}\right].}

isnot totally unimodular, since it has a square submatrix of determinant −2.

Abstract linear algebra

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Abstract linear algebra considers matrices with entries from anycommutativeringR{\displaystyle R}, not limited to the integers. In this context, a unimodular matrix is one that is invertible over the ring; equivalently, whose determinant is aunit. Thisgroup is denotedGLn(R){\displaystyle \operatorname {GL} _{n}(R)}.[8] A rectangulark{\displaystyle k}-by-m{\displaystyle m} matrix is said to be unimodular if it can be extended withmk{\displaystyle m-k} rows inRm{\displaystyle R^{m}} to a unimodular square matrix.[9][10][11]

Over afield,unimodular has the same meaning asnon-singular.Unimodular here refers to matrices with coefficients in some ring (often the integers) which are invertible over that ring, and one usesnon-singular to mean matrices that are invertible over the field.

See also

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Notes

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  1. ^The term was coined byClaude Berge, seeHoffman, A.J.;Kruskal, J. (2010), "Introduction toIntegral Boundary Points of Convex Polyhedra", in M. Jünger; et al. (eds.),50 Years of Integer Programming, 1958-2008, Springer-Verlag, pp. 49–50
  2. ^Heller, I.; Tompkins, C.B. (1956), "An Extension of a Theorem of Dantzig's", inKuhn, H.W.;Tucker, A.W. (eds.),Linear Inequalities and Related Systems, Annals of Mathematics Studies, vol. 38, Princeton (NJ): Princeton University Press, pp. 247–254
  3. ^T. Zaslavsky (1982), "Signed graphs,"Discrete Applied Mathematics 4, pp. 401–406.
  4. ^Fulkerson, D. R.; Gross, O. A. (1965)."Incidence matrices and interval graphs".Pacific Journal of Mathematics.15 (3):835–855.doi:10.2140/pjm.1965.15.835.ISSN 0030-8730.
  5. ^Hoffman, A.J.;Kruskal, J.B. (1956), "Integral Boundary Points of Convex Polyhedra", inKuhn, H.W.;Tucker, A.W. (eds.),Linear Inequalities and Related Systems, Annals of Mathematics Studies, vol. 38, Princeton (NJ): Princeton University Press, pp. 223–246
  6. ^Fujishige, Satoru (1984), "A System of Linear inequalities with a Submodular Function on (0, ±1) Vectors",Linear Algebra and Its Applications,63:253–266,doi:10.1016/0024-3795(84)90147-2
  7. ^Seymour, P. D. (1980), "Decomposition of regular matroids",Journal of Combinatorial Theory, Series B,28 (3):305–359,doi:10.1016/0095-8956(80)90075-1
  8. ^Lang, Serge (2002).Algebra (rev. 3rd ed.). Springer. p. 510, Section XIII.3.ISBN 0-387-95385-X.
  9. ^Rosenthal, J.; Maze, G.; Wagner, U. (2011),Natural Density of Rectangular Unimodular Integer Matrices, Linear Algebra and its applications, vol. 434, Elsevier, pp. 1319–1324
  10. ^Micheli, G.; Schnyder, R. (2016),The density of unimodular matrices over integrally closed subrings of function fields, Contemporary Developments in Finite Fields and Applications, World Scientific, pp. 244–253
  11. ^Guo, X.; Yang, G. (2013),The probability of rectangular unimodular matrices over Fq [x], Linear algebra and its applications, Elsevier, pp. 2675–2682

References

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External links

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Matrix classes
Explicitly constrained entries
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