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The q-Laguerre matrix polynomials
SpringerPlus volume 5, Article number: 550 (2016)
Abstract
The Laguerre polynomials have been extended to Laguerre matrix polynomials by means of studying certain second-order matrix differential equation. In this paper, certain second-order matrix q-difference equation is investigated and solved. Its solution gives a generalized of the q-Laguerre polynomials in matrix variable. Four generating functions of this matrix polynomials are investigated. Two slightly different explicit forms are introduced. Three-term recurrence relation, Rodrigues-type formula and the q-orthogonality property are given.
Background
The study of functions of matrices is a very popular topic in the Matrix Analysis literature. Some basic references are Gantmacher (1998), Higham (2008) and Horn and Johnson (1991). The subject of the orthogonal polynomials cuts across a large piece of mathematics and its applications. Matrix orthogonality on the real line has been sporadically studied during the last half century since Krein devoted some papers to the subject in 1949. In the last two decades this study has been made more systematic with the consequence that many basic results of scalar orthogonality have been extended to the matrix case. The most recent of these results is the discovery of important examples of orthogonal matrix polynomials: many families of orthogonal matrix polynomials have been found that (as the classical families of Hermite, Laguerre and Jacobi in the scalar case) satisfy second order differential equations with coefficients independent of n (Duran and Grunbaum 2005).
The second-order matrix differential equations of the form
have been introduced and investigated in Jódar et al. (1994), where \({\mathbb{C}}^{r\times r}\) denotes the vector space containing all square matrices with r rows and r columns with entries in the complex number \({\mathbb{C}}\), \(\lambda \in {\mathbb{C}}\) and x is a real number. The explicit expression for the nth Laguerre matrix polynomial \(L^{(A,\lambda )}_n(x)\) which is a solution of the second order matrix differential equation (1), has the form
where \((A+I)_n=(A+I)(A+2I)\ldots (A+(n-1)I), n\in {\mathbb{N}}\) and \((A+I)_0=I.\) An explicit expression for the Laguerre matrix polynomials, a three-term matrix recurrence relation, a Rodrigues formula and orthogonality properties are given in Jódar et al. (1994). The Laguerre matrix polynomials satisfy functional relations and properties which have been studied in Jódar and Sastre (2001, 2004), Sastre and Jódar (2006a, b), Sastre and Defez (2006), Sastre et al. (2006).
Recently, q-calculus has served as a bridge between mathematics and physics. Therefore, there is a significant increase of activity in the area of the q-calculus due to its applications in mathematics, statistics and physics. The one of the most important concepts in q-calculus is the Jackson q-derivative operator defined as
which becomes the same as ordinary differentiation in the limit as \(q\rightarrow 1.\) We shall use the q-analogue of the product rule
Exton (1977) discussed a basic analogue of the generalized Laguerre equation by means of replacing the ordinary derivatives by the q-operator (3) and studied some properties of certain of its solutions. Moak (1981) introduced and studied the q-Laguerre polynomials
for \(0<q<1\), where \([a]_q=(1-q^a){/}(1-q)\), \((a;q)_n\) is the q-shifted factorial defined as
and \([n]_q!\) is the q-factorial function defined as
The q-Laguerre polynomials (5) appeared as a solution of the second order q-difference equation
The q-Laguerre polynomials has been drawn the attention of many authors who proved many properties for it. For more details see Koekoek and Swarttouw (1998), Koekoek (1992).
As a first step to extend the matrix framework of quantum calculus, the q-gamma and q-beta matrix functions have been introduced and studied in Salem (2012). Also, the basic Gauss hypergeometric matrix function has been studied in Salem (2014).
In this paper, we extend the family of q-Laguerre polynomials (5) of complex variables to q-Laguerre matrix polynomials by means of studying the solutions of the second order matrix q-difference equations
where \(\lambda ,\alpha \in {\mathbb{C}}\) and A, C and Y(x) are square matrices in \({\mathbb{C}}^{r\times r}\). The orthogonality property, explicit formula, Rodrigues-type formula, three-terms recurrence relations, generating functions and other properties will be derived.
For the sake of clarity in the presentation, we recall some properties and notations, which will be used below. Let ||A|| denote the norm of the matrix A, then the operator norm corresponding to the two-norm for vectors is
where \(\sigma (A)\) is the spectrum of A: the set of all eigenvalues of A and \(A^{*}\) denotes the transpose conjugate of A. If f(z) and g(z) are holomorphic functions of the complex variable z, which are defined in an open set \(\Omega\) of the complex plane and if A is a matrix in \({\mathbb{C}}^{N\times N}\) such that \(\sigma (A)\subset \Omega\), then from the properties of the matrix functional calculus (Dunford and Schwartz 1956), it follows that \(f(A)g(A)= g(A)f(A).\)
The logarithmic norm of a matrix A is defined as (Sastre and Defez 2006)
Suppose the number \({\tilde{\mu }}(A)\) such that
By Higueras and Garcia-Celaeta (1999), it follows that \(\Vert e^{At}\Vert \le e^{t\mu (A)}\) for \(t\ge 0\), we have
If A(k, n) and B(k, n) are matrices on \({\mathbb{C}}^{N\times N}\) for \(n,k\in {\mathbb{N}}_0\), it follows that (Defez and Jódar 1998)
and
Matrix q-difference equation
The following lemmas will be used in this section.
Lemma 1
Let \(\alpha\) and \(a\) be complex number with \({\mathfrak{R}}(a)>0\) , then we have
where \(e_q(x)\) is the q-analogue of the exponential function defined as
Proof
Let \(f(x)=x^\alpha e_q(-ax)\). Taking the limit of logarithm of the function f(x) as \(x\rightarrow \infty\) (11), gives
Taking \(n\in {\mathbb{N}}_0\) such that \(n\ge \alpha\) yields
This means that \(\lim \nolimits _{x\rightarrow \infty }f(x)=e^{-\infty }=0\) which completes the proof.
Lemma 2
Suppose that \(A\in {\mathbb{C}}^{r\times r}\) satisfying the condition
and let \(\lambda\) be a complex number with \({\mathfrak{R}}(\lambda )>0.\) Then it follows that
and
where \(P_n(x)\) is a matrix polynomials of degree \(n\in {\mathbb{N}}_0\).
Proof
From (7), we get
Since \(e_q(-qx\lambda )P_n(x)\) is bounded as \(x\rightarrow 0\), it follows that (13) holds.
From (7), we get
Let \(P_n(x)=a_1x^n+a_2x^{n-1}+\cdots +a_n\) and let \(0\le k\le n\), then Lemma 1 gives
it follows that
which ends the proof.
Theorem 3
Let \(m,n\in {\mathbb{N}}_0\), \(A\in {\mathbb{C}}^{r\times r}\) satisfying the condition (12) and \(C\in {\mathbb{C}}^{r\times r}\) is invertible and depends on \(A\) . Let \(Y_m\) and \(Y_n\) are solutions of matrix q-difference equation (6) corresponding to \(\alpha _m\) and \(\alpha _n\) respectively, then we get
where the q-integral is the inverse of q-derivative (3) defined as
Proof
By virtue of (4), the matrix q-difference equation (6) can be read as
Since \(Y_m\) and \(Y_n\) are solutions of (16) corresponding to \(\alpha _m\) and \(\alpha _n\) respectively, then we can easily obtain
On q-integrating both sides from 0 to \(\infty\) and by Lemma 2 and hypothesis \(\alpha _m\ne \alpha _n\) yields
which ends the proof.
Now, let us suppose that the solution of (6) has the form
where \(0_{r\times r}\) is the null matrix in \({\mathbb{C}}^{r\times r}\).
To determine the matrices \(a_k\). Taking formal q-derivatives (3) of \(Y(x)\), it follows that
Substituting into (6) would yield
Equating the coefficients of \(x^k\), \(k\in {\mathbb{N}}_0\) would yield
and
which can be read as
For existence of the second order q-difference equation, we seek the sufficient condition
We have to suppose that \(q^{-k}\not \in \sigma (q^A)\), \(k\in {\mathbb{N}}_0\) to ensure that the relevant \((I-q^{A+kI})\) exists. Therefore, (18) gives
which leads to
Letting the boundary condition \(Y(0)={(q^{A+I};q)_n\over (q;q)_n}\) which reveals that \(a_0={(q^{A+I};q)_n\over (q;q)_n}\) and so we can seek the following definition for the q-Laguerre matrix function which verified the Eq. (6)
Definition 4
Let \(n\in {\mathbb{N}}_0\), \(\lambda\) be a complex number with \({\mathfrak{R}}(\lambda )>0\) and \(A\in {\mathbb{C}}^{r\times r}\) satisfying the conditions (12) and \(q^{-k}\not \in \sigma (q^A)\) for all \(0\le k\le n\). The q-Laguerre matrix polynomials can be defined as
Remark 5
When letting \(q\rightarrow 1\), the matrix q-difference equation (6) tends to the matrix differential equation (1) and also the q-Laguerre matrix polynomials (19) approache to the Laguerre matrix polynomials (2). We proved that the q-Laguerre matrix polynomials (19) hold for \({\tilde{\mu }}(A)>-1\) but Jódar et al. (1994) proved that the Laguerre matrix polynomials (2) hold for \({\mathfrak{R}}(z)>-1\) for all \(z\in \sigma (A)\) which equivalently \(\beta (A)>-1\) where \(\beta =\min \{{\mathfrak{R}}(z):z\in \sigma (A)\}\). It is worth noting that the important relation between \(\beta (A)\) and \({\tilde{\mu }}(A)\), which states \(\beta (A)>{\tilde{\mu }}(A)\) (Salem 2012). Therefore, the definition of the Laguerre matrix polynomials (2) can be extended for \({\tilde{\mu }}(A)>-1\).
Generating functions
The basic hypergeometric series is defined as Gasper and Rahman (2004)
for all complex variable z if \(r\le s,0<|q|<1\) and for \(|z|<1\) if \(r=s+1\), where
Notice that the q-shifted function \((a;q)_n\) has the summation Koekoek and Swarttouw (1998)
where \({n\brack k}_q\) is the q-binomial coefficients defined as
Also it has the well-known identities
and
The q-shifted factorial matrix function was defined in Salem (2012) as
and satisfies
Furthermore, if \(\Vert A\Vert <1\) and \(q^{-k}\not \in \sigma (A)\), \(k\in {\mathbb{N}}_0\), the infinite product (26) converges invertibly and
In Salem (2012) a proof of the matrix q-binomial theorem can be found
for all commutative matrices \(A,B\in {\mathbb{C}}^{r\times r}\) and \(q^{-k}\not \in \sigma (A)\), \(k\in {\mathbb{N}}_0\).
For complete this section, we need the following:
Lemma 6
Let \(A\) be a square matrix in \({\mathbb{C}}^{r\times r}\) and \(n\in {\mathbb{N}}_0\) . Then, we have the following three identities
-
$$\begin{aligned} (A;q)_n=(A;q)_\infty \left( Aq^n;q\right) _\infty ^{-1}=\sum _{k=0}^n{n\brack k}_qq^{\left( \begin{array}{c}k\\ 2\end{array}\right) }(-A)^k,\quad \Vert A\Vert <1 \end{aligned}$$(29)
where \(q^{-m}\not \in \sigma (A),m=n,n+1,\ldots,\) and its reciprocal
-
$$(A;q)_n^{-1}=(A;q)_\infty ^{-1}\left( Aq^n;q\right) _\infty =\sum _{k=0}^\infty {(q^n;q)_k\over (q;q)_k}A^k,\quad \Vert A\Vert <1$$(30)
where \(q^{-k}\not \in \sigma (A),k\in {\mathbb{N}}_0\) . Also the identity
-
$$\left( Aq^k;q\right) _{n-k}=(A;q)_k^{-1}(A;q)_n,\quad k=0,1,\ldots ,n$$(31)
holds for \(q^{-r}\not \in \sigma (A),r=0,1,\ldots ,k.\)
Proof
Let \(\Vert A\Vert <1\) and \(q^{-m}\not \in \sigma (A),m=n,n+1,\ldots\), then we have
Using (28) and (23) yields (29). The relation (30) comes immediately from (29) and (28). Also (31) can be easily obtained.
Lemma 7
Let \(A\) and \(C\) are matrices in \({\mathbb{C}}^{r\times r}\) such that \(q^{-n}\not \in \sigma (C)\) for all \(n\in {\mathbb{N}}_0\) and \(a\in {\mathbb{C}},\) the matrix functions
and
converge absolutely.
Proof
The condition \(q^{-n}\not \in \sigma (C)\) guarantees that \(I-Cq^n\) is invertible for all integer \(n\ge 0\). Now take n large enough so that \(\Vert C\Vert <|q|^{-n}\), by the perturbation lemma (Constantine and Muirhead 1972)
one gets
If we take
and by the relation (35), we get
Using the ratio test and the perturbation lemma (34), one finds
Thus, the matrix power series (32) is absolutely convergent. Similarly, (33) can be proved. This ends the proof.
Since the function \({}_1\phi _1(a;0;q,z)\) is analytic for all complex numbers a and z, the matrix functional calculus tells that the matrix function \({}_1\phi _1(a;0;q,A)\) is also convergent for all complex number a and for all matrices \(A\in {\mathbb{C}}^{r\times r}\).
Lemma 8
Let \(A\) be matrix in \({\mathbb{C}}^{r\times r}\) such that \(q^{-n}\not \in \sigma (C)\) for all \(n\in {\mathbb{N}}_0\) and a be a complex number. We have the transformation
Proof
The relation (21) can be exploited to prove the transformation
Using the relations (9) and (26) lead to
Inserting the relation (30) into the above relation gives
This ends the proof.
Theorem 9
Let \(n\in {\mathbb{N}}_0,\) \(\lambda\) be a complex number with \({\mathfrak{R}}(\lambda )>0\) and \(A\in {\mathbb{C}}^{r\times r}\) satisfying the conditions (12) and \(q^{-k}\not \in \sigma (q^A)\) for all \(k\in {\mathbb{N}}_0\). The q-Laguerre matrix polynomials have the generating functions
for all \(|t|<1\) and
for all \(t\in {\mathbb{C}}\).
Proof
The left hand side of (37) can be rewritten by means of using the transformation (36) as follows
Using (30) followed by (28) give
In view of (8), we get
Inserting (23) and (31) with taking into account the definition of q-Laguerre matrix polynomials (19) to obtain the right hand side of (37). Similarly, we can find (38) with noting that the convergence of \((tq^{-A-I};q)_\infty ^{-1}\) needs \(\Vert tq^{-A-I}\Vert <1\) which is equivalent to \(|t|<\Vert q^{A+I}\Vert \le q^{{\tilde{\mu }}(A)+1}<1\). In order to prove (39), we have
Using the well-known identity (23) to obtain (39). (40) is similar to (37) and (38).
Corollary 10
Let \(n\in {\mathbb{N}}_0,\) \(\lambda\) be a complex number with \({\mathfrak{R}}(\lambda )>0\) and \(A\in {\mathbb{C}}^{r\times r}\) satisfying the conditions (12) and \(q^{-k}\not \in \sigma (q^A)\) for all \(0\le k\le n.\) The q-Laguerre matrix polynomials can be defined as
Proof
The generating function (37) can be expanded as
This ends the proof.
Remark 11
In view of the explicit expressions of the q-Laguerre matrix polynomials (19) and (41), with replacing \(q^{A+I}\) and \(-\lambda x(1-q)\) by A and x, respectively, we can derive the matrix transformation
which tends to the transformation (36) as \(n\rightarrow \infty\).
Recurrence relations and Rodrigues-type formula
This section is devoted to introduce some recurrence relations and Rodrigues type formula for the q-Laguerre matrix polynomials.
Theorem 12
Let \(\lambda\) be a complex number with \({\mathfrak{R}}(\lambda )>0\) and \(A\in {\mathbb{C}}^{r\times r}\) satisfying the conditions (12) and \(q^{-k}\not \in \sigma (q^A)\) for all \(0\le k\le n.\) Then, the q-Laguerre matrix polynomials satisfy the three-term matrix recurrence relation
Proof
Let the matrix-valued function
Using Jackson q-derivatives operator (3) and the q-analogue of the product rule (4) give
Inserting the above relation into the generating function (37) with taking the q-derivative of the right hand side yields
Equating to the zero matrix the coefficient of each power \(t^n\) it follows that
and
Therefore the q-Laguerre matrix polynomials satisfy the three-term matrix recurrence relation (43).
Theorem 13
Let \(\lambda\) be a complex number with \({\mathfrak{R}}(\lambda )>0\) and \(A\in {\mathbb{C}}^{r\times r}\) satisfying the conditions (12) and \(q^{-k}\not \in \sigma (q^A)\) for all \(0\le k\le n.\) Then, the q-Laguerre matrix polynomials satisfy the matrix relation
Proof
It is not difficult, by using (19) to see that the q-Laguerre matrix polynomials satisfy the forward shift operator
which is equivalent to
By iteration this process k-times, we can get the relation
When \(k=n\), we obtain
which can be also obtained from nth term of (19) with fact that \(D_q^nx^n=[n]_q!\). It is easy to show that
From (37), we can deduce that
which gives
In view of iteration the above formula, we get the desired result.
In order to obtain the Rodrigues-type formula for the q-Laguerre matrix polynomials, we derive the following theorem.
Theorem 14
(Rodrigues-type formula) Let \(\lambda\) be a complex number with \({\mathfrak{R}}(\lambda )>0\) and \(A\in {\mathbb{C}}^{r\times r}\) satisfying the conditions (12) and \(q^{-k}\not \in \sigma (q^A)\) for all \(0\le k\le n.\) Then, the Rodrigues-type formula for the q-Laguerre matrix polynomials can be provided as
Proof
Using (3) yields
and
which can be rewrite by using (31) as
From the Leibniz’s rule for the nth q-derivative of a product rule Koekoek and Swarttouw (1998)
and the properties of the matrix functional calculus, it follows that
Inserting the last side of relation (22) to obtain the Rodrigues-type formula for the q-Laguerre matrix polynomials.
Orthogonality property
Suppose that the inner product \(\langle f,g\rangle\) for a suitable two matrix-valued functions f and g is defined as
Let \(P_n(x)\) be a matrix polynomials for \(n\ge 0\). We say that the sequence \(\{P_n(x)\}_{n\ge 0}\) is an orthogonal matrix polynomials sequence with respect to the inner product \(\langle ,\rangle\) provided for all nonnegative integers \(n\) and \(m\)
-
1.
\(P_n(x)\) is a matrix polynomial of degree n with non-singular leader coefficient.
-
2.
\(\langle P_n(x),P_m(x)\rangle =0\) for all \(n\ne m\).
-
3.
\(\langle P_n(x),P_n(x)\rangle\) is invertible for \(n\ge 0\).
Let us assume that \(n\in {\mathbb{N}}_0\), \(\lambda\) be a complex number with \({\mathfrak{R}}(\lambda )>0\) and \(A\in {\mathbb{C}}^{r\times r}\) satisfying the conditions (12) and \(q^{-k}\not \in \sigma (q^A)\) for all \(0\le k\le n\), then the first and second conditions for the orthogonality of the q-Laguerre matrix polynomials come from Definition 4 and Theorem 3. The second condition, upon the inner product, states
Lemma 15
Let \(n\in {\mathbb{N}}_0,\) \(\lambda\) be a complex number with \({\mathfrak{R}}(\lambda )>0\) and \(A\in {\mathbb{C}}^{r\times r}\) satisfying the conditions (12) and \(q^{-k}\not \in \sigma (q^A)\) for all \(k\in {\mathbb{N}}_0.\) Then, we get
where
Proof
Since the q-Laguerre matrix polynomials \(L_n^{(A,\lambda )}(x;q)\) are polynomials of degree n with a non-singular leader coefficient, then there exist constants matrices \(C_k, k=0,1,2,\ldots , n\) such that
where I is the identity matrix in \({\mathbb{C}}^{r\times r}\). In view of (48) and (51), we can deduce that
Thus from (19), we obtain
To evaluate the inner product \(\langle x^n,L_n^{(A,\lambda )}(x;q)\rangle\), let us suppose that
Inserting the Rodrigues-type formula for the q-Laguerre matrix polynomials (46) yields
On q-integrating by parts, which states
we find
which can be rewritten by Rodrigues-type formula (46) as
By using Lemma 2, we obtain
Using the q-analogue of the integration theorem by change of variable from qx to x yields
which leads to
Hence, from (52), we have the desired results.
Theorem 16
Let us assume that \(A\in {\mathbb{C}}^{r\times r}\) satisfying the condition \({\tilde{\mu }}(A)>0,\) then we have
where \(\Gamma _q(A)\) is the q-gamma matrix function defined by Salem (2012) as
and
Proof
Let the function
and let
It easy to show that
From the definition of q-derivative (3), we get
On q-integrating by parts with using the results obtained in Lemma 2 and the above result, we obtain recursive formula
which can be read as
Also the function \({{\tilde{B}}}_q(A,1)\) can be computed as
Replacing \(x\) by \((1-q)q^{-n}\) yields
Let the function
Using (29) followed by (23) when \(n=k\), we can deduce that
which concludes that
In view of (56)–(58), we obtain
An important relation for the q-gamma matrix function was obtained by Salem (2012) as
which reveals that
This completes the proof.
The results proved in this section can be summarized in the following theorem:
Theorem 17
Let \(n\in {\mathbb{N}}_0,\) \(\lambda\) be a complex number with \({\mathfrak{R}}(\lambda )>0\) and \(A\in {\mathbb{C}}^{r\times r}\) satisfying the conditions (12) and \(q^{-k}\not \in \sigma (q^A)\) for all \(k\in {\mathbb{N}}_0,\) then the q-Laguerre matrix polynomials sequence \(\{L_n^{(A,\lambda )}(x;q)\}_{n\ge 0}\) is an orthogonal matrix polynomials sequence with respect to the inner product
Conclusion
In our work, we introduce the q-Laguerre matrix polynomials (19) hold for \({\tilde{\mu }}(A)>-1\) which verifies the second-order matrix difference equation (6). Four generating functions of this matrix polynomials are investigated. Two slightly different explicit forms are introduced. Three-term recurrence relation, Rodrigues-type formula and the q-orthogonality property are given.
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The author is looking forward to taking the opportunity to express his sincere gratitude to the anonymous referees for their valuable comments and suggestions that will be suggested.
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Salem, A. The q-Laguerre matrix polynomials. SpringerPlus 5, 550 (2016). https://doi.org/10.1186/s40064-016-2178-5
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DOI: https://doi.org/10.1186/s40064-016-2178-5
Keywords
- q-Laguerre matrix polynomials
- q-Gamma matrix function
- Matrix functional calculus
- Three terms recurrence relation
- Rodrigues-type formula
Mathematics Subject Classification
- 33D05
- 33D45
- 15A16