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continuation on page 259


Lectu re Notes
in Economics and
Mathematical Systems
Managing Editors: M. Beckmann and H. P. Kunzi

166

Raymond Cuninghame-Green

Minimax Algebra

Springer-Verlag
Berlin Heidelberg New York 1979
Editorial Board
H. Albach' A V. Balakrishnan' M. Beckmann (Managing Editor)
P. Dhrymes . J. Green' W. Hildenbrand' W. Krelle
H. P. KOnzi (Managing Editor) . K. Ritter' R. Sato . H. Schelbert
P. SchOnfeld

Managing Editors Prof. Dr. H. P. KOnzi


Prof. Dr. M. Beckmann Universitat Zurich
Brown University 8090 Zurich/Schweiz
Providence, RI 02912/USA

Author
Prof. R. Cuninghame-Green
Dept of Mathematical Statistics
University of Birmingham
P.O. Box 363
Birmingham B15 2TTIEngland

AMS Subject Classifications (1970): 90-02,90899

ISBN-13: 978-3-540-09113-4 e-ISBN-13: 978-3-642-48708-8


001: 10.1007/978-3-642-48708-8

This work is subject to copyright All rights are reserved, whether the whole
or part of the material is concerned, specifically those of translation, re-
printing, re-use of illustrations, broadcasting, reproduction by photocopying
machine or similar means, and storage in data banks. Under § 54 of the
German Copyright Law where copies are made for other tban private use,
a fee is payable to the publisher, the amount of the fee to be determined by
agreement with the publisher.
© by Springer-Verlag Berlin Heidelberg 1979

2142/3140-543210
FOREWORD

A number of different problems of interest to the operational researcher


and the mathematical economist - for example, certain problems of optimization
on graphs and networks, of machine-scheduling, of convex analysis and of approx-
imation theory - can be formulated in a convenient way using the algebraic structure
(R,$,@) where we may think of R as the (extended) real-number system with the
binary combining operations x$y, x®y defined to be max(x,y),(x+y) respectively. The
use of this algebraic structure gives these problems the character of problems
of linear algebra, or linear operator theory.
This fact hB.s been independently discovered by a number of people working
in various fields and in different notations, and the starting-point for the
present Lecture Notes was the writer's persuasion that the time had arrived to
present a unified account of the algebra of linear transformations of spaces of
n-tuples over (R,$,®),to demonstrate its relevance to operational research and
to give solutions to the standard linear-algebraic problems which arise - e.g.
the solution of linear equations exactly or approximately, the eigenvector-
eigenvalue problem andso on.Some of this material contains results of hitherto
unpublished research carried out by the writer during the years 1970-1977.
The previous lack of such an account has made the publication of further
research in the field problematical: for example, the results in [46] make use
of the spectral inequalities in Chapter 26 below, which have not to the writer's
knowledge appeared previously in print. Once embarked upon the project, therefore,
the best aim appeared to be that of developing a systematic theory, analogous to
conventional linear algebra, rather than merely making a collection of particular
analyses.
This desire to be comprehensive and fundamental does not, of course, always
make for simplicity or obvious relevance, so we have provided several substantial
sections relating the theory to the motivating problems of the first chapter.
In particular, the reader may care to glance at Section 25-5 on page 207, where
several different parts of the theory are brought together in the solution of
a problem of machine-scheduling.
Although certain passages may be slightly abstract for some tastes, the
text does not pre-suppose the possession of more than the basic vocabulary of
modern algebra, as available for example from [351 (with whose authors the present
writer shares the conviction that modern algebra is an important tool of the
applied mathematician). The non-elementary concepts and structures which are
used are defined in context.
The subject matter is organised as follows. We begin with an extended
motivational essay in Chapter 1, where it is shown that a diversity of problems,
mainly from the field of operational research, receive a natural formulation in
N

terms of linear algebra over (R, ~, ~) or its ~ (R, ~',~'). Chapters 2


and 3 present the axiomatics and basic manipulative properties of the class of
structures to which (R, ~, 8, ~', 8') belongs, and establish the principle of
isotonicity, that algebraic expressions are isotone functions of their arguments.

Chapter 4 defines a class of structures called blogs, which model the system
(R, ~, 9, ~', ®') more closely, but also include a three-element system called
~ which allows much of the theory of Boolean matrices to be included in our
general theory.
Spaces and matrices are introduced in Chapter 5, and their duals in Chapter 6,
together with principles of isotonicity of matrix algebra.

In Chapter 7 the foundations are laid for a theory of conjugacy: for each
matrix ~ we define its conjugate ~*, and it turns out in Chapter 8 that ~ and
~* induce transformations which are each other's inverse, or more accurately,
each other's residual. Chapter 9 applies these ideas to scheduling theory,
and Chapter 10 exhibits the mappings induced by A and A* as residuated linear
transformations of spaces of n-tuples, or as we shall say: residuomorphisms.

Chapters 11 and 12 are largely technical in nature, being concerned with


identifying those transformations which avoid forming the product -» ® +00, since
obviously this product has no meaning in terms of an original operational research
problem. The matrices which induce such transformations have formal properties
similar to those of stochastic matrices and we call them G-astic matrices.
These G-astic matrices play a role again in Chapters 13 and 14 where we
address the problem of solving systems of linear equations. Our residuation
theory leads to a certain principal solution, and we also develop all solutions
for an important class of cases. This analysis depends upon use of the system~
developed in Chapter 4, and enables us in Chapters 16 and IT to develop a
theory of rank, dimension and linear independence. In Chapters 18 and 19 we
view the principal solution as in effect the solution to a minimum-norm problem,
and apply this in Chapter 20 to the theory of networks.

Chapters 21 to 26 present a spectral theory for our matrix algebra, beginning


with a study of projections, which have formal properties closely similar to
those operating in more classical spaces. Chapter 22 makes an excursion into
the shortest path problem for directed weighted graphs, and Chapter 23 shows
that the solution to this problem yields a partial solution to the problem of
finding the eigenvectors of a special class of matrices - the definite matrices.
In Chapter 24 we introduce a class of direct similarity transformations
through which the eigenvector - eigenValue problem for general matrices can be
reduced to that for the definite matrices. This enables us in Chapter 25 to
present a computational regime for the general eigenvector - eigenValue problem
for matrices over (R, ~, 8, $',8'). Then Chapter 26 presents certain spectral
v

inequalities which play something of the role of the classical spectral


theorem for matrices.

Chapter 27 discusses the orbit of a square matrix ~ - that is the sequence:


~,~2, ... , and gives sufficient conditions that it shall converge finitely. Some
material is also presented on permanents, which to a certain extent play the
role of determinants. Finally Chapter 28 examines a number of canonical forms
to which matrices may be reduced by similarity and equivalence transformations.

The twenty-eight chapters are each organised into titled sections, numbered within
chapters. Thus, e.g.: 13-2. Compatible Trisections, being the second section
of Chapter 13. Algebraic expressions within the text are indexed e.g.: (2-7),
denoting the seventh indexed expression in Chapter 2.

Formal mathematical statements are called propositions, lemmas, theorems or


corollaries. A proposition is a formal statement of something which is assumed
to be known or to follow immediately from the general argument, or which is
proved elsewhere, and no formal proof is offered here. A lemma is a formal
statement which is intended as a stepping-stone to one or more theorems, which
present the principal results of the theory, and from which one or more corollaries
may be deduced in respect of more limited special cases. Formal proofs are
given for all lemmas, theorems and corollaries.

Several dualities run through the material simultaneously, so that a given result
may have as many as eight dual forms. It is a common practice in mathematics to
present formal statements of only one of a set of dual forms of a given result.
However, because of the proliferation of dualities and the fact that in a later
argument it may be necessary to use a result in a dual form other than that in whict
it was stated and proved, we present a few of our theorems in all relevant
dual forms simultaneously, by use of tables. Of course we give a proof of only
one form.

Formal mathematical statements are numbered sequentially within chapters,


regardless of status. Thus Proposition 17-3 is followed by Theorem 17-4, which
is followed by Lemma 17-5. The notation ~ marks the end of a proof or the
end of a proposition.

A list of syniliols and notations is given at the end, after the references.
References are cited within the text by use of square brackets - thus e.g.: [27J .
The preparation of this typescript has been the despair of more than one
secretary, but I should like to thank Ms Vivienne Newbigging and Ms Elaine Haworth
for their repeated triumphs over my daunting untidyness.

The assistance given by Ir. F. Huisman, a graduate student of the author, in


sketching an early draft is also gratefully acknowledged.
R.A.C-G.
CONTENTS

Chapter 1 MOTIVATION
1-1 Introduction 1
1-2 Miscellaneous Examples 1
1-2.1 Schedule Algebra 1
1-2.2 Shortest Path Problems 3
1-2.3 The Conjugate 5
1-2.4 Activity Networks 6
1-2.5 The Assignment Problem 7
1-2.6 The Dual Transportation Problem 7
1-2.7 Boolean Matrices 8
1-2.8 The Stochastic Case 9
1-3 Conclusion: Our Present Aim 10

Chapter 2 THE INITIAL AXIOMS

2-1 Some Logical Geography 11


2-2 Commutative Bands 13
2-3 Isotone Functions 14
2-4 Belts 17
2-5 Belt Homomorphisms 17
2-6 Types of Belt 19
2-7 Dual Addition 19
2-8 Duality for Belts 22
2-9 Some Specific Cases 23
Chapter 3 OPENING AND CLOSING

3-1 The Operations L$,L&.,ITe,IT e • 25


3-2 The Principle of Closing 27
3-3 The Principle of Opening 30

Chapter 4 THE PRINCIPAL INTERPRETATION

4-1 Blogs 33
4-2 The Principal Interpretation 34
4-3 The 3-element Blog ® 36
4-4 Further Properties of Blogs 38
Chapter 5 THE SPACES EANDlJI
n V(mn
5-1 Band-Spaces 40
5-2 Two-Sided Spaces 41
5-3 Function Spaces 42
5-4 Matrix Algebra 45
VIII

5-5 The Identity Matrix 46


5-6 Matrix Transformations 48
5-7 Further Notions 50

Chapter 6 DUALITY FOR MATRICES

6-1 The Dual Operations 52


6-2 Some Matrix Inequalities 53

Chapter 7 CONJUGACY

7-1 Conjugacy for Belts 56


7-2 Conjugacy for Matrices 57
7-3 Two Examples 60

Chapter 8 AA* RELATIONS

8-1 Pre-residuation 62
8-2 Alternating AA* Products 63
8-3 Modified AA* Products 65
8-4 Some Bijections 68
8-5 A Worked Example 69

Chapter 9 SOME SCHEDULE ALGEBRA

9-1 Feasibility and Compatibility 72


9-2 The Float 73
9-3 A Worked Example 75

Chapter 10 RESIDUATION AND REPRESENTATION

10-1 Some Residuation Theory 77


10-2 Residuomorphisms 79
10-3 Representation Theorems 81
10-4 Representation for Matrices 82
10-5 Analogy with Hilbert Space 83

Chapter 11 TRISECTIONS

11-1 The Demands of Reality 86


11-2 Trisections 86
11-3 Convex Subgroups 88
11-4 The Linear Case 89
11-5 Two Examples 91
IX

Chapter 12 a0 - ASTIC MATRICES


12-1 aq, - Asticity 93
12-2 The Generalised Question 2 96

Chapter 13 / - EXISTENCE

13-1 / - Existence Defined 100


13-2 Compatible Trisections 101
13-3 Dually a 0 - astic Matrices 104
13-4 / - Defined Residuomorphisms 107
13-5 tJ As Operators
Inn 109
13-6 Some Questions Answered 110

Chapter 14 THE EQUATION ! ® x = b OVER A BLOG

14-1 Some Preliminaries 112


14-2 The Principal Solution 113
14-3 The Boolean Case 115

Chapter 15 LINEAR EQUATIONS OVER A LINEAR BLOG

15-1 All Solutions of (14-3) 119


15-2 Proving the Procedure 121
15-3 Existence and Uniqueness 123
15-4 A Linear Programming Criterion 127
15-5 Left-Right Variants 128

Chapter 16 LINEAR DEPENDENCE

16-1 Linear Dependence Over El 130


16-2 The c'f Test 132
16-3 Some Dimensional Anomalies 135
16-4 Strong Linear Independence 138

Chapter 17 RANK OF MATRICES

17-1 Regular Matrices 141


17-2 Matrix Rank Over A Linear Blog 142
17-3 Existence of Rank 144

Chapter 18 SEMINORMS ON E
n
18-1 Column-Spaces 147
18-2 Semi norms 148
18-3 Spaces of Bounded Semi norm 150
X

Chapter 19 SOME MATRIX SPACES


19-1 Matrix Semi norms 154
19-2 Matrix Spaces 156
19-3 The Role of Conjugacy 159

Chapter 20 THE ZERO-LATENESS PROBLEM


20-1 The Principal Solution 162
20-2 Case of Equality 164
20-3 Critical Paths 166

Chapter 21 PROJECTIONS

21-1 Congruence Classes 169


21-2 Operations in Rang A 171
21-3 Projection Matrices 174

Chapter 22 DEFINITE AND METRIC MATRICES

22-1 Some Graph Theory 178


22-2 Definite Matrices 180
22-3 Metric Matrices 182
22-4 The Shortest Distance Matrix 183

Chapter 23 FUNDAMENTAL EIGENVECTORS

23-1 The Eigenproblem 185


23-2 Blocked Matrices 187
23-3 ~-Astic Definite Matrices 190

Chapter 24 ASPECTS OF THE EIGENPROBLEM

24-1 The Eigenspace 193


24-2 Directly Similar Matrices 196
24-3 Structure of the Eigenspace 197

Chapter 25 SOLVING THE EIGENPROBLEM

25-1 The Parameter A(~) 200


25-2 Properties of AW 201
25-3 Necessary and Sufficient Conditions 202
25-4 The Computational Task 204
25-5 An Extended Example 207
XI

Chapter 26 SPECTRAL INEQUALITIES

26-1 Preliminary Inequalities 210


26-2 Spectral Inequality 211
26-3 The Other Eigenproblems 213
26-4 More Spectral Inequalities 215
26-5 The Principal Interpretation 216

Chapter 27 TRE ORBIT

27-1 Increasing Matrices 220


27-2 The Orbit 222
27-3 The Orbital Matrix 224
27-4 A Practical Case 226
27-5 More General Situations 230
27-6 Permanents 230

Chapter 28 STANDARD MATRICES

28-1 Direct Similarity 234


28-2 Invertible Matrices 236
28-3 Equivalence of Matrices 238
28-4 Equivalence and Rank 240
28-5 Rank of r 242

Chapter 29 REFERENCES AND NOTATIONS

29-1 Previous Publications 247


29-2 Related References 249
29-3 List of Notations 250
29-4 List of Definitions 253
1. MOTIVATION

1-1. Introduction

In the past 20 years a number of different authors, often apparently unaware


of one another's work, have discovered that a very attractive formulation language
is provided for a surprisingly wide class of problems by setting up an algebra of
real numbers (perhaps extended by symbols such as -oo,etc.) in which, however, the
usual operations of multiplication and addition of two numbers are replaced by the
operations: (i) arithmetical addition, and (ii) selection of the greater (or
dually, the less) of the two numbers, respectively.
Thus, if R is the set of (suitably extended) real numbers, we define for each
x,y E R:

x 0 y to be the arithmetical sum x + y


} (1-1)
x $ Y to be the quantity max (x,y) (or perhaps min(x,y)).

Shimbel [1] applied these ideas to communications networks.


Cuninghame-Green [4], [T] and Giffler [5] applied them to problems of machine-
scheduling. Several authors [llJ, [12J, en], [23J have pointed out their usefulness
in relation to shortest-path problems in graphs, and recent papers discuss analogous
applications in the fields of languages and automata theory. In the following
section, we have collected together a number of such example problems, primarily
from the field of operational research. We propose to illustrate the fact that
the notation (1-1) gives these problems the character of problems of linear
algebra. The discussion is intended to be intuitive rather than precise.

1-2. Miscellaneous Examples

1-2.1 Schedule Algebra

One common feature of industrial processes is that machines do not act


independently, and a typical machine cannot begin a fresh cycle of activity until
certain other machines have all completed their current cycles. For example, in
a steelworks the activity of tapping a cast cannot begin until the furnace has
finished refining and the teeming crane is able to bring a prepared ladle. Or
on an assembly line a man cannot begin a new assembly until, say, two inter-
locking sub-assemblies have arrived from different sources with independent
production rates.
A natural way of describing such a system is to label the machines,
e.g., 1, ... ,n, and to describe the interferences by recurrence relations such as:

x 3 (r+l) ~ max(xl(r)+tl(r), x 2 (r)+t 2 (r))

This expresses the fact that machine 3 must wait to begin its (r+l)st cycle until
2

th
machines 1 and 2 have both finished their r cycle, the symbol xi (r) denoting the
starting time of the rth cycle of machine i, and the symbol tier) denoting the
corresponding activity duration. This mode of analysis gives rise to formidable-
looking systems of recurrence relations:

Xi (r + 1) = max ("1 (r) + ail (r), .... xn (r) + a in (r», (ial, .... nJ (1-2)

where. for notational uniformity. terms a .. (r) and x.(r) are made to occur for all
l.J J
i = 1 ••••• n and all j = 1 •••• , n by introducing where necessary quantities
a. . (r) equal to "minus infinity" for each combination (i.j) which has no physical
l.J
significance; the operator ~ will then "ignore" these terms.

Let us now make a change of notation. Write:

x e y
x~y
instead of
instead of
max(x.y)
x + y } (1-3)

We may refer to this notation as "max algebra".


Expression (1-2) becomes:

~ x 1 (r» e ... e (a. (r) ~ x (r». (i=l . . . . . n)


l.n n
(1-4)

which is a kind of inner product. Introduce the obvious vector-matrix notation:

~(r) [a .. (r)]
l.J
~(r) [Xi (r)J

and (1-4) becomes:

~(r + 1) = ~(r) 8 ~(r) (1-5)

Formalisms of this kind were developed by GifHer [-5] and Cuninghame-Green [4J.
Expression (1-5) is a very intuitive "change-of-state" equation. By
iteration we have:

~(r + 1) = ~(r) 8 ~(r - 1) 8 ... ~ ~(l) 8 ~(l)

showing how the state ~(r) of the system evolves with time, from a given initial
s tate ~(l). under the action of the operator represented by the matrix A.

For simplicity of exposition assume for the moment that the quantities
a .. (r) are independent of r. Define Ar = ~ ~ ~ ••• 8~. r times
l.J
(associativity holds!). The "orbit" of the system is then:
2
~(1), ~ ~ ~(l), ~ ~ ~(l) . . . .

and it is clear that the sequence of matrices:

~,l. ~3,
will determine the long-term behaviour of the system: does it oscillate? Does it.
in some suitable sense. achieve a stable state?

Several authors have discussed such sequences for a particular class of


matrices. Dubbed "definite" by e.g. Carr~ in [17J. these are (in terms of the
3

present example) matrices [a .. J


1J
in which no "circuit-sum":

aU; a ij + a ji ; a ij + a jk + ~i; '"


is positive. This work has extended to these definite matrices some results
obtained previously by Lunc for Boolean matrices (see e.g. [6]).

An interesting operational question, which occurs in relation to the problem


of controlling systems of this type, is this: "how must the system be set in
mction to ensure that it mcves forward in regular steps; i.e. so that for some
constant A, the interval between the beginnings of consecutive cycles on every
machine is A? And what are the possible values of A1" Reference to the notation
(1-3) shows that we are concerned with the problem:
~(r + 1) = A II ~(r)

But ~(r + 1) =! II ~(r), so we must solve:


! 0) ~(r) = A 0) ~(r) (1-6)
Clearly we have arrived at an eigenvector-value problem, as discussed in [~,
where once again, an operational problem assumes the form of a linear algebra
problem. In [17J we prove that the only possible value for the eigenvalue of the
matrix [a. ~J is the greatest of the "circuit-averages":
1J
a .. + a .. a ij + a jk + ~i .
1J J1,.
aU; 2 3 ' •••

Hence the definite matrices discussed by Carre may be characterised as those


having negative or zero eigenvalue.
A full discussion of the eigenvector-value problem is given in Chapters 23 to 25 below;
the set of eigenvectors of a given matrix! form a space (in max-algebra)
generated by a finite number of fundamental eigenvectors which may be derived by
rational operations on the matrix !:
In classical algebra, we know that under suitable circumstances a sequence of
2 3
vectors ~, !~, !!~, !~,

will converge to an eigenvector of the matrix A. The corresponding property in


max algebra is obviously that under suitable circumstances the orbit of the system
shall tend in the long run to go forward by constant steps. This problem is also
analysed below, in Chapter 27.

1-2.2 Shortest Path Problems

Suppose a transportation network has n cities. Certain pairs (i,j) of cities


are connected by a direct road link such that the distance from i to j using this
link is d ..• We do not necessarily assume that d .. = d... For a pair of (i,j) of
1J 1J J1
cities without a direct link we define formally d .. = ~ and we now let D be the
1J
matrix [d ..
1J
J.
It is possible, for a given pair (i,j) of cities, that the direct road link
(if any) may not represent the shortes t path from i to j. It may be shorter to go
via another city, thus using two links of the network:
4

What then is the shortest distance from i to using exactly two links?
min (1-7)
Clearly it is
k=l, ... , n
Now we make the following change of notation:

}
x $' y instead of min(x,y)
(1-8)
x 0 y ins tead of x + y
Notation (1-8) is thus a sort of dual to notation (1-3), and we may call it
"min algebra". We shall call the operation $' dual addition.
Expression (1-7) now becomes:
$' (d. 0 d .) (1-9)
1n nJ
which is exactly the inner product of row i and column j of the matrix ~ in this
notation. Formalisms of this kind occur in several of the references, includtng
for example [1], [llJ and [lY].
Clearly then the matrix ~2 gives the shortest intercity distances using
exactly two links of the network per path and by an immediate induction the
matrix!f, for integer p, gives the shortest intercity distances using exactly p
links of the network per path. Suppose that the system has no circuits with
negative total distance (Le. that ~ is a "definite" matrix in min algebra). A
moment's reflection shows that no path with more than n links can then be shorter
than a path with n or less links since a path with more than n links must contain
a circuit, which can then be deleted to give a path between the same endpoints as
before but with fewer links and no greater length. Hence for each pair (i,j), the
shortest path from i to j is the (i,j)th element of one of the matrices ~, ~2,
Dn.
Define the dual addition of matrices using the operation $' in the obvious
componentwise fashion: [Xi) $' [Yij] = [x ij 6)' Yij]' and consider the matrix
r'(D) defined by:
- - I' (~) = ~ 6)' l $' . . . $ Dn (1-10)
Since the shortest path from i to j is the shortest of the paths from i to j
using one link, or two links, ••• , or n links, and bearing in mind the meaning of
the symbol $', we see that I' (~) is the shortes t path matrix for the ne twork for
which ~ gives the direct distances.
Actually, expression (1-10) certainly does not suggest the best way of calculating
I' (~), for which one would use one of the established shortest-path algorithms
given for example in [391. However, expression (1-10) is important· in the
algebraic theory, and is discussed (for defini te matrices) in a number of the
references. In Chapter 23 below we show that all the fundamental eigenvectors of D
occur as columns of I' (~). In [17], Carr~ shows how the elements of I' (~) may be
computed using an analogue of a Gauss-Seidel iteration.
5

1-2.3 The Conjugate


The relation: ~(r + 1) = ! 3 ~(r) developed in Section 1-2.1 enables other
operational questions to be given a linear-algebra format. For example, to the
operational question, "How must the system be set in motion to ensure that, for
some fixed n, the nth cycles are undertaken at preassigned times?" corresponds the
"simultaneous linear equations" problem ([4]):
n-l
Solve! 3 x = b (where! =! ) (1-11)
This problem does not in general have a solution, and in practice it must
often be replaced by some problem with a criterion of best-approximation - for
example by the problem of minimising the maximum earliness subject to zero lateness
( [3J and [4 3J ) :
Find x such that! 3 ~ f; E. and . max (b i - (! 3 ~) i) is minimised.
~==1, ••• ,TI
A reformulation hereof, having rather more clearly the character of a linear
algebra problem is:
Find a Chebychev-best approximate solution to (1-11), which satisfies
B3x::!:. ) (1-12)
In [25J, we show that the solution of problems (1-11) and (1-12) requires
the development of a duality. Alongside the addition operation $ we must introduce
the dual addition $' with the interpretation x (D' y = min(x,y). (Hence the name
"minimax algebra" for the theory which then develops, in which the operations of
min algebra and max algebra are intermingled.) For a given matrix A = [a ..1, we
- ~J

now define the conjugate of A to be A* = [-a ..


- - - - J~
J, i.e. A* is derived from! by
transposing and negating. This definition of course extends to vectors (n-tuples),
if we regard them as (n x 1) matrices.
It is easy to see that (!*)* = ! and (! e ~)* = A* ill' !*, and in general this
conjugate matrix !* has many of the formal properties of a Hermitian conjugate in
conventional linear algebra. Furthermore, we may define a dual multiplication 3'
for scalars and for matrices (details are given in Chapter 6 below), such that
(! 3 !)* B* 3' !*, and derive the following results, which were presented in
[25J:
Proposition 1-1. Problem (1-11) has a solution if and only if ~ = A* 3' b is a

solution; and then ~ = !* 3' E. is actually the greatest solution.

E.;


Proposition 1-2. Problem (1-12) has the solution x A* 3' moreover this is

the greatest solution.


The proofs given in [25J depend essentially upon two facts:
(i) that matrix multiplication is an isotone operation,
(ii) that the following relations hold for arbitrary matrices, provided
only that the relevant products exist:
A 3 (!* 3' !) ~ ! f; ! 3' (!* 3 !)
A 3 X
6

No proofs of these facts are given in [25J and it is in fact one aim of the present
memorandum to furnish these proofs. Our immediate purpose. however. is to
illustrate how the investigation of the operational problems formulated in (1-11)
and (1-12) gives rise to a fully-fledged theory of conjugacy analogous to that of
conventional linear algebra.

1-2.4 Activity Networks

A complex project - let us say the construction of a hospital - presents a


large number n of activities. Some activities can proceed quite independently of
one another. whilst others are in the nature 'of things so related that one must
precede the other (foundations must be built before walls are built). We wish to
know the latest time at which each activity can be started if we are to meet a
given completion date.
Define a conventional activity (n + 1) called "finished". with the property that
all other activities must precede it. Introduce the quantities a ..• where a .. is
~J ~J
the minimum amount of time by which the start of activity i must precede the start
of activity j. i f the activities are so related; otherwise take a .. Clearly.
~J
for a meaningful physical situation we shall have:
aii =0 (i = 1. •••• (n + 1»
and for each circuit (i l • i 2 ). (i 2 • i 3 ) ••••• (i p ' ill. at least one of
a . . , a . . , •• _, a.. is......o;).
~1~2 ~2~3 ~p~l

Let T be defined as the planned completion time of the project. assumed


given. and for i = 1 •.••• (n + 1) define ti to be the latest allowable starting
time for any activity i. Then we seek t l • tn consistent with tn+l = To

A moment's reflection shows that:


t.
~
= min (-a .. + t.) for i = 1 ••••• (n + 1) (1-14)
= 1, ... , (n + 1) ~J J
(actually. this is an appeal to Bellman's principle of optimality).

~J -
J
But if we define the matrix A = [-a .. and the vector t = [t.] we see that
- ~
(1-14) is just ~ = A~' ~ in the notation of (1-8) i.e. we are led again to the

eigenvector-value prob lem. this time in min algebra. Furthermore. consider


Bellman's iterative procedure for solving network problems. as set out for example
in [29']: we guess a first approximate solution to (1-14). which we substitute for
the tj in the right-hand side of (1-14). obtaining new approximations ti which we
again substitute . . . .
Clearly. if our first approximate solution vector is ~(l). we generate thus the
sequence:
~(1). A~' ~(1). l Ql' ~(l) . . . .
and we are led again to the question: under what circumstances will this sequence
converge to an eigenvector of A? And when will the convergence be bOWld to occur
in a finite number of steps? Answers to these questions are given in Chapter 27
below. including some results presented in [Bl.
7

1-2.5 The Assignment Problem


Let there be given n jobs, each of which has to be assigned to a different
one of n men. For each (i,j), 1 i
j :;; n, let a ij represent some
~ ~ n, 1 ~

numerical measure of the utility of assigning job j to man i. We seek the


assignment which produces greatest total utility.
This classical assignment problem may be formulated as follows. Let
represent the synunetric group on n elements. Then we seek the permutation
a £ ~n such that: n

L aia(i) is maximised (1-15 )


i=l
We may reformulate this problem in max algebra using a natural extension of the
notation (1-3). Specifically, an iterated product involving the operation @ can be
written using a capital pi (II@) and an iterated sum involving the operation el can
be written using a capital sigma (L el ), the suffixes 3 and el sufficing to distin-
guish these symbols from their normal use for iterated arithmetical operations.
Then expression (1-15) becomes:
n
II @ a. (.)
i=l l.(J ~

and so the value of the optimal assignment, namely:


n

max~
a £ i=l
n
can be wri tten:

a
L$
£ ~
{ ~
i=l
@ a. (')}
~
(1-16)

in
l.(J

The formal resemblance of (1-16) to a determinant is immediately apparent. In


fact (1-16) is precisely the permanent of the matrix [a ..
~J
J, in max algebra. Such
permanents playa useful role in the theory. Yoeli @l] has shown, for example,
that the matrix L'(~) of (1-10) is actually the adjugate of matrix D - i.e. element
(i,j) of L' (~) is equal to the permanent of the matrix obtained by deleting row
and column i from matrix D. These ideas are discussed in Chapter 27 below.

1-2.6 The Dual Transportation Problem

Let there be given m producers and n consumers of some conunodity. Producer


i (1 :;; i ~ m) has production capacity Pi and consumer j (1 ~ j ~ n) has total
demand d j , and the cost of transporting one tmit of the conunodity from producer i
to consumer j is c ij •
The problem of determining what quantity of goods should be sent from each
producer to each consumer, so as to satisfy all consumer demands, stay within all
production capacities, and minimise total transportation costs, can be formulated
as a linear program - see for example (~J.O ] •
The dual of this linear program is well-known to be:
8

n m
Minimise 1: dl j - 1: p.x.
1. 1.
j~l i~l

SJbject to xi. - Yj ~ c ij • i ~ 1 ••••• m; j ~ 1 ••••• n (1-17)


Several algorithms for solving transportation problems work wi.ti. this dual
formulation. Now the theorem of E0!!'Plementary slacks (see e. g. [33]) assures us of
the following:
if none of the producers is redundant (in the sense that none of that producer's
product is transported in the optimal solution) then for each i = 1 ••••• m the
constraint (1-17) is satisfied as an equation for at least one j (1 ~ j ~ n) by
the optimal ~ and ~.

Then the constraints (1-17) may clearly be replaced by:


x. min (c .. + y.) (i = 1 ••••• m) (1-18)
1. j=l, •••• n 1.J j

But (1-18) is just a set of linear relations when rewritten in the notation (1-8)
n
x.1. = 1: i' (i = 1. . •.• m)
j=l
which we can write in vector-matrix notation:
~ = .£ 8' ~ (1-19)
The dual transportation problem may thus be reformulated as a problem in min
algebra. with linear constraints. It can be shown that the set of feasible
solutions for this dual prob lem form a space.

1-2.7 Boolean Matrices

Instead of considering the entire system of real numbers. we could take some
additive subsemigroup of the real numbers such as the rational numbers. or the
integers. since the operations ~ and i then retain their properties and meanings.
In particular it is natural in many situations to restrict ourselves to the non-
negative real numbers when we are formulating problems of distance. time or cost.
A more fundamental step is to consider the subsemigroup consisting of the
two elements 0 and -- for which the operations i and ~. interpreted as usual as
max and +. have the following operation tables:

x y x i Y x~y

-- -<0 -.. -00

-00 0 0 -<0

0 -00 0 -00

0 0 0 0

In the sequel. we shall refer to this system by the symbol ®.


We see at once that ® is a two-element Boolean algebra with the
9

operations $ and 6 as Boolean sum and product respectively. With a little care,
therefore, we can develop a formalism which covers useful portions of the theory
of Boolean matrices also.
For example, let there be given an abstract directed graph with n nodes.
Let the(n x n)matrix .£ = [d ij ] have d .. = 0 if there is a directed arc from node i
1.J
to node j, otherwise d ..
1.J
= -"". Clearly E. plays the role of the familiar adjacency
matrix of the graph - see e.g • [30J or [34J. Form the successive powers E.2 , E.3 ,
••• , in max algebra (notation (1-3» and define:
2 n
.!:.(.£) = E. $.£
IB '" IB .£ (1-20)
(Obviously, expressions (1-10) and (1-20) are formal duals of one another. We are
using min algebra in (1-10) and max algebra in (1-20).) It is not difficult to see
that element (i,j) of the matrix nP is now the greatest arithmetical sum of the
form:

i.e. that element (i,j) of the matrix nP is zero if and only if there exists a
directed path having exactly p arcs from node i to node j. Hence the matrix .!:.(~

in expression (1-20) has element (i,j) zero if and only if the graph contains a
directed path from node i to node j.
These ideas are extensively discussed in e.g. [30J and ijl4'] , using the conventional
notation of Boolean algebra; our present aim is merely to illustrate that certain
aspects of Boolean matrix theory may be subsumed under the formalism of max
algebra.

1-2.8 The Stochastic Case

In many problems of machine-scheduling which arise in practice, it is not


realistic to assume that the time taken by a given machine to perform one cycle
of work is constant. In general, statistical variation will be observed and
variances may be very significant. Matrices A(l), A(2), in equation (1-5)
are sequential realisations of some stochastic process. The problem of the
"convergence" of !.(r) as r -> "" becomes a more complicated problem of convergence
in probability in some suitable sense.
A related problem is the following. A stock of a certain commodity is
increased by a constant amount c at the 'end of each unit of time, as a result of a
steady production process. At each such time, a demand arises, following some
statistical law, and the stock is then depleted so as to meet the demand as far as
possible, consistently with the nett stock never falling below a given amount d.
Clearly, if the stock at time r is x(r), we have:
x(r + 1) = max (x(r) + c - u(r), d) (1-21)
where u(r) is the demand arising at time r. Writing a(r) for c - u(r), we may
reformulate (1-21) in max algebra as:
x(r + 1) = (a(r) 0 x(r» IB d
10

We obtain thus a linear recurrence relation in max algebra, in which the


coefficient a(r) is stochastic.
Such stochastic problems lead us to the consideration of matrix products in
max algebra:
.!(r) 8 !(r - 1) 8 ... 8 .!(l)
Such a product is a stochastically determined operator defining how the
(r + l)st state of the system depends upon the first state. Algebraically, we are
here concerned with the structure of a semigroup of matrices. This problem is
discussed in

1-3. Conclusion: Our Present Aim

Through the above examples we have attempted to illustrate how a variety of


different applications all give rise to formal problems of linear algebra when
formulated using min algebra or max algebra, where by "linear algebra" we mean the
theory of matrix transformations of spaces of n-tuples.
Now, we may also define "infinite dimensional" spaces over (R, $, 8), in
particular the space of real-valued functions. It turns out that a number of
interesting problems in optimisation, approximation and convex analysis can be
formulated in terms of linear transformations of such function spaces over
(R, ft, 8). These topics are briefly touched on in [25], but we shall not develop
them further here since the present study is almost exclusively devoted to
providing an adequate foundation for a matrix-vector calculus over (R, $, 8). We
hope, however, that enough has been said to show that the motivation for a theory
of linear operators for general spaces over (R, $, 8) is quite broadly-based.
As far as the "finite-dimensional case" is concerned, elements of a theory
of matrix minimax algebra have certainly existed since about 1957, but our aim in
the present memorandum is to present a comprehensive theory, with new material
related to the eigenvector-value problem, projections, the spectral theorem,
subspaces, approximation, norms, canonical forms, and an extensive duality theory.
The individual topics will be illustrated by reference to the operational research
problems discussed above.
2. THE INITIAL AXIOMS

2-1. Some Logical Geography

Fig.2-1 presents thirteen axioms for an algebraic structure S having four


binary combining operations &, 8, &' and 8'. The mathematical systems with which
we shall be concerned in this memorandum will generally be realisations of these
axioms.
In the remainder of this chapter we shall discuss these axioms in some detail,
but in this first section it m~ be helpful to look at Fig.2-1 as a whole. There
are, in fact, two rather different ways of seeing these axioms.
If we divide the table by the horizontal line marked ~, then we recognise the
axioms above the line as being those of a lattice, with lattice operations & and &'.
If we now add the axioms X4' X5 ' X6 ' we have a lattice -ordered semigroup with
4'
semigroup-operation 8. Finally, the axioms X X;, X6 introduce another semigroup
operation ~, with respect to which the structure is a dual lattice-ordered semigroup.
A suitably diligent search of a text on lattice-ordered semigroups (e .g. [2'7J or [32J)
will therefore unearth a good many of the propositions which we discuss in the rest
of the chapter. The aim of the chapter, however, is to bring these propositions
together in a w~ which gives the axioms of Fig.2-1 a rather different character
from that of a double lattice-ordered semigroup.
Let us, in fact, divide the table of Fig.2-1 by the vertical line marked a,
ignoring axiom L3 • The axioms to the left of this line now resemble those of a ring,
or semiring, with a multiplication operation 8 and an addition operation &. The
addition operation has some strange properties (X 3 ) but the axioms are enough to
set up (for example) a matrix calculus, as repeatedly illustrated in Chapter 1 with
& interpreted as~, and ~ interpreted as +. Axiom,systems such as Xl to X6 have
been studied by a number of authors, and were introduced by Yoeli [9]. With these
axioms alone, some headw~ can be made, particularly in branches of the theory which
are essentially generalisations of Boolean matrix theory - for example in studying
the sequences:

and:
!:.&l &
for "definite" matrices ([6J, [11]). Some analysis of the equation!:. 8 .!. = b and
of the eigenproblem !:. ~ .!. = A8 .!. is also possible ([4'], [!]).
12

L3: x $ (y $' x) = x $' (y $ x) = x

Xl: x $(y $ z) = (x $ y) $ z X' , x $'(y $' z) = (x $' y) $'z


l'
a?
X2 : x $ y = Y $ x X' , x $' y = Y $' x
2'

X3: x $ x = x X' , x $' x = x


ct'\. 3'

X4 : x 3(y 3 z) = (x 3 y) S z X' X 3' (y 3' z) = (x 3' y) @'z


4

X5: x 3 (y $ z) = (x 3 y) $ (x S z) X, , x @' (y $' z) = (x @' y) $' (x @' z)


5'

X6: (y $ z)3x = (y @ x) $ (z 3 x) X, , (y $'z) 3'x = (y 3' x) $' (z 3' x)


6'

Fig. 2-1. The Initial Axioms

For a comprehensive theory of linear operators, however, it is necessary as in


other branches of mathematics, to introduce the notion of a conjugate space, for
which purpose we require a duality which runs through the theory from the outset.
We contemplate therefore, systems which have four algebraic operations consisting
of the dual pairs ($, 3) and ($' ,9' ), for which the axioms Xl to X6 and Xi to X6
all hold simultaneously. Such a system is a kind of double semiring.
The axioms to the right of line f3 in Fig.2-1 are just a carbon copy of those
to the left, except that the operations $ and 3 are replaced by the operations $'
and 3', to which we may give the interpretations min and + respectively, for
example.
We see, however, that the axioms to the left of line f3 and those to its right
do not interact with one another, since they have no operation in common. In order
to give cohesion, the lattice absorption law L3 is added, to give the axiom system
of Fig.2-1. The force of axiom L3 is that the partial ordering induced by the
operation $, and that induced by the operation $', are consistent, as we shall
discuss below.
Although the language of lattice theory will therefore from time to time occur
in the present text, we are much more concerned to view our algebraic structures as
double semirings than as lattices with two multiplication operations. For this
reason the symbols $ and $' are used instead of the more usual lattice-theoretic
symbols V and '" and the whole notation is designed to bring out later the analogy
to linear operator theory. In later chapters lattice concepts as such will hardly
be mentioned.
In some of the structures we consider, the operations 3 and 3' may coincide.
We shall speak then of self-dual multiplication.
13

We begin, therefore, with the axioms of Fig.2-1 in order to cover the basic pro-
perties of scalars and operators with the same set of propositions. For most of the
theory we do not need to assume that the multiplication of scalars is commutative.
There are, of course, many different ways of deducing the elementary properties
of systems satisfying axioms such as those of Fig.2-1. In order to give cohesion
to the material, and lay the foundations for a theory of operators, we shall make
extensive use of the idea of homomorphism.

2-2. Commutative Bands

Let S be a set which is linearly ordered under a binary relation? i.e. for
which the following axioms YO' YI , Y2 hold:

¥x,ysS, either x ~ y or y ~ x

¥x,ysS, if x ~ y and y ~ x then x = y

Y2 : ¥x,y,zsS, ifx>..yandy>..zthenx~z

From YO we infer:

Y3 : ¥ x s S, x >.. x.

The notation x > y will mean x >.. y but x 'f y.

Let us now change the notation by introducing a binary combining operation @ on S


by means of the definition:

¥ x, Y s S, x @ y = x if x >, Y
Y otherwise.

Trivially, we have:

Xo: ¥ x, Y s S, x @ y = x or x @ y = y

and it is well known (and very easy to prove) that the system (S, @) is an abelian
semigroup in which every element is idempotent, i.e.:

~ ¥ x, y, z s S, x @ (y @ z) = (x @ y) @ z

¥ x, Y s S, x @ Y Y $ x

and ¥ x s S, x $ x = x

A system (S, $) satisfying Xl' X2 , X3 is called a commutative band, or semi-


lattice. We shall adhere to the former term.

Equally well-known, and equally easy to prove, is the following.

Proposition 2-1. If (S, $) is a commutative band, then the binary related>, defined
on S by means of the definition:
14

y x, YES, X ~ Y if and onlt if x y a z for some z E S (2-1)


also satisfies:

y x, YES, X ~ Y if and only if x = y $ x

and is a partial ordering of S in the sense that axioms Yl , Y2 and Y3 are satisfied.
If, moreover, axiom Xo holds, then axiom YO is satisfied so that S becomes a
linearly ordered set under the relation ~. •
We shall call a commutative band linear if axiom Xo holds.
Clearly any subset of a linear commutative band is a linear commutative band under
the same operation ~.

The terms linearly ordered set and linear commutative band are thus equivalent in
the sense made clear above. Given the relation ~ we shall speak of the
corresponding operation $, and vice versa. For anyone given structure, we shall
employ both notations indifferently and without further comment.
Let F consist of the finite real numbers, under the usual ordering~. The
corresponding operation is max, where:

max(x,y) x i f x <l Y
y otherwise.

The system (F,max) is a commutative band, and so is the system (F,min) , where

min(x,y) = x if y <l x.
y otherwise.

Both the systems (F,max) and (F,min) give examples of linear commutative bands, as
also do the systems (R,max) and (R,min) where R = FU{-~}U{+oo} denotes the extended
real numbers. These latter two systems will be called the principal interpretation
and the dual principal interpretation respectively (of axioms Xl' X2 , X3 ).
The set of all subsets of a given set n provides an example of a commutative
band which is not linear. The operation a is set-theoretic union, and the
relation ~ is set-inclusion.
If a subset S of a commutative band T is itself a commutative band under the
same operation $, we shall say that (S,e) is a commutative sub-band of (T,a).

2-3. Isotone Functions

If S, U, are given sets then the notation SU will denote the set of all
functions from U to S. IfU = {I, 2, •••• n} is the set of the first n natural
numbers, then we shall write Sn as an alternative to SUo If U is an arbi trary se t
and S is a cODBllutative band, then the set SU also becomes a commutative band when,
for each pair f, g of such functions we define:
y x E U, (f $ g) (x) = f(x) e g(x) (2-2)
provided as usual that two functions which take identical values in S for every XEU
are regarded as equal. Corresponding to the operation a introduced by (2-2), the
15

set SU acquires by (2-1) an order relation >- which satisfies:

f ~ g if and only if f(x) >-. g(x) (" x e: U)

Even when S is linear, SU is in general not linear. Thus if U is the set


{1,2, ••• ,n} of the first n natural numbers, SU = Sn is the set of all n-tuples of
elements of S, with f $ g defined componentwise; for the principal interpretation
for example it is obvious that Sn is partially but not linearly ordered, if n > 1.
Now suppose that (U, e), (s, e) are both commutative bands. (The use of the
same symbol $ will cause no confusion) A function f e: SU is a (band-) homomorphism
if and only if:

" x, ye: U, f(x $ y) = f(x) e f(y) (2-3)

Similarly the words isomorphism, endomorphism, automorphism, will be given their


usual meanings.
It is immediate that the homomorphisms form a commutative sub-band of the commu-
tative band SU.
Introducing the partial order relation corresponding to e, we easily infer that
(2-3) implies:

f(x) ~ f(y) if x ~ y (2-4)

so that f is an isotone function. Conversely, if U and S are both linearly ordered


sets, every isotone filllction f e: SU is a homomorphism relative to the corresponding
operations e.
In particular, the endomorphisms of a linear commutative band S are just the
isotone functions belonging to SS. For the principal interpretation: the endo-
morphisms of (R, max) are just the monotone non-decreasing (extended) real-valued
functions of one real variable.
The endomorphisms of S include in particular is, the identity mapping, which
satisfies:

" x e: S, is(x) x
For each given element a of a commutative band S, we m8¥ define the translation
of S induced by a as the function fa e: SS such that:

" x e: S, (2-5)

It is a straightforward matter to verify that each such translation is an


endomorphlism of S, and that faeb = fa $ fb for all a, b e: S.
The set of translations forms a commutative sub-band of the commutative band of endo-
morphisms of S, and the mapping T' a .. fa is a homomorphism of S onto the set of
translations of S. As is usual in algebra, we call such a mapping T a representation.
It is indeed a faithful representation, i.e. T is an isomorphism, for suppose
fa fb• Then:

a =a $ a = fa(a) = fb(a) = b $ a =a $ b = fa(b) b $ b b

(making free use of X2 , ](3 and (2-5)). Summarising:


16

Proposition 2-2. A cOlllDlutative band has a faithful representation as a commutative


band of translations of itself. A linear canmutative band has a faithful repre-
sentation as a cOlllDlutative band of isotone functions from a linearly ordered set to
~.

We ma;v also regard the operation & as defining a fmction from 8 2 to 8, namely:

&: (x,y) .. x $ y

and it is easily verified that $ is a homomorphism. We call the function & an


addition (not to be confused with the function + in a real-number interpretation,
which will always be called arithmetical addition).
From the fact that, for a cOlllDlutative- band 8, addition and translations are
homomorphisms and hence isotone functions, we infer further:

For all w, x, y, z in a cOlllDlutative band 8 there hold:

If Y
If w
~

~
z
x
then
and y ~ z then w & y 7 x & z } (2-6)

Now let 8 be a given set, and let K be a collection of functions, each of which
is from ~ to 8, for some integer m ~ 1 (not assumed to be the same for each function).
By f, the composition algebra generated by K, we understand the smallest class of
functions having the following properties:_

(i) KCK
r
(ii) If f e K and fl, ••• ,fr e K are such that f E 8(8 ) and

(8mi) .
fi E 8 (1.=l, ••• ,r) then f(fl, •.. ,f r ) e K, where
r
.t mi
f(fl, ••• ,f r ) is by definition a function from 81.=1 to 8 such that for
m.
all x. e 8 1. (i=l, ••• ,r) we have
1.

f(fl,···,f r ): (xl'···,x r ) I+f(fl(xl),···,fr(x r ))·

"
In other words, K is precisely the collection of fmctions each of which can be
defined as a fixed program of applications of the given elements of K.
Each element of K
is a function from 8m to 8 for some integer m ~ 1.
A straightforward induction on the number of function applications necessary to
create a given element of ~, yields the following result:

Proposi tion 2-3. Let 8 be a commutative band and let K" be a collection of f\mctions,
each of which is from ~ to 8 for some integer m ~ 1. If all elements of K are homo-
morphisms. then so are all elements of
/\
1. If all elements of K are isotone, then so
are all elements of K.

In particular. the composition algebra generated by the addition and translation


functions together with the identity mapping consists of homomorphisms, and hence of
isotone functions.

17

2-4. Belts We consider now an algebraic structure (V,$,@) consisting of a set V


together with two binary combining operations $ and @.

We assume that the system (V, $, @) satisfies the following axioms:

Xl' X2 , X3: (V, $) is a co=utative band

X4 : ¥ x, y, Z E V, X @ (y @ z) = (x @ y) @ z

X5: ¥ x, y, Z E V, X @ ( y $ z) (x @ y) $ (x @ z)

X6 : ¥ x, y, Z E V, (y $ z) ® x (y @ x) $ (z @ x)

Yoeli [I:l] uses the term Q-semirings for certain algebraic structures of this
type. Such structures are undoubtedly semi rings as defined in [ 6] , although
the idempotency of all elements under the operation $ gives them a very special
character. Backhouse and Carr~ speak of regular algebras, with reference to the
relevance of these structures to the theory of regular expressions.
Since X4 defines (V, e) to be a semigroup, with distributive laws X5 and X6 ,
it would also be appropriate to call (V, $, @) a associative m-semilattice, or
a semilattice - ordered semigroup (see [27], [321).
The terms semiring, regular and algebra are, however, already so overloaded
wi th disparate connotations in mathematics, and terms such as semilattice-ordered
semigroup are so unhandy, that it seems appropriate to coin a new term for
structures satisfYing Xl to X6 •

We shall call them ~, evoking thereby a little of the flavours of the words ring
an.d band. The term sub-belt will be used in the obvious wa:y.
If, moreover, (V, $) is a linear band, we shall say that (V, $, e) is a linear
belt. Obviously, if (V, $, @) is a linear belt and (U, @) is a sub semi group of
(V, e), then (U, $, @) is a linear sub-belt of (V, $, e).
It is easy to verifY that every commutative band is already a belt, if we take
the operation ® to be identical with the operation $. We may then speak of a
degenerate belt.
As an example of a non-degenerate non-linear belt, consider the set of all
subsets of some multiplicative semigroup (S, @), with $ interpreted as set-theoretic
union, and Iil as a set-product:

¥ P, Q E S, P @ Q = {p @q I PEP, q E Q}

The principal interpretation of axioms Xl to X6 will be the system (R, max, +),
i.e. the extended real numbers, under the operations max and, arithmetical addition.
The dual principal interpretation of axioms Xl to X6 will be the system (R, min, +).
These interpretations give examples of a linear belt. Other examples are given
in [17] and [21 1.
2-5. Belt Homomorphisms
If S is a co=utative band, let W be the set of all endomorphisms of S. Then
18

W is a!!!!ll if for all f, g & W we define f e g & W as in (2-2) and the product
f . g & W as the composition of f and g, i.e.:

¥ x & 6, (f 8 g)(x) = f(g(x)) (2-7)

In particular, for each given element a of a belt (V,., e), we m8\Y define the
left multiplication induced by a as the function ga & vV such that:

a8x (2-8)

By X 5 , ga is an endomorphism of cOllDllutative band 6

where ga 18 ~ is defined as in (2-7).

Now, when we use the terms hcmomorphism, isomorphism, endomorphism, etc, in


relation to a!!.!oll we have in mind of course a function f which not only satisfies
(2-3) but for which f(x Q y) = f(x) 0 f(y) also. For emphasis we shall occasionally
s8\Y ~ - homomorphism, etc.
60 let V = (V, e, 8) be a given belt. If W, the set of all endamorphisms of the
commutative band 6 = (V, e), is made into a belt as in (2-2) and (2-7), then it is
easy to see that the mapping:

T : a... ga

where ga is the left multiplication defined in (2-8), is a homomorphism of the belt V


into the belt w, which we shall as usual call a representation. 6unmarising, using
Proposition 2-2:

Proposition 2-4: A belt has a representation as a belt of endomorphisms of a


commutative band. A linear belt has a representation as a system of isotone functions


of a linearly ordered set to itself. the system of functions being closed under com-
positiDn.

We ~ define right multiplications by obvious analogy to left multiplications.


Both left multiplications and right multiplications are band-endomorphisms and hence
isotone. Now define the multiplication ~ & V(v2) by 8: (x,y)'" x 18 y. In general
this is not a homomorphism, but it is an isotone function, since if w >.. x and y >, z
then using the isotone mapping T above, we have T(W) ~ T(X) i.e. Sw >.. gx so
Sw(y) >, gx(Y) >, ~(z)

But this is e(w,y) >.. 8(x,z). We now apply Proposition 2-3 to derive the fallowing
result.

Proposition 2-5: Let (V ••• 8) be a belt. and let K consist of e. tOgether with the
identity mapping and all left multiplications. right multiplications and translations.
Then K. the composition algebra e;enerated by K. consists entirely of band-homomorphisms.


and hence of isotone functions. If , is now adjoined to K. then ~ still consists of
isotone functions.
19

For easy reference in future arguments, we record in particular:

For all w, x, y, z in a belt V there hold:

)
If w >, x then y@w>,y®x
and w®y>..x®y (2-9)
If w >.. x and y>,z then w@y>,x~z

2-6. TYpes of Belt


A given belt (V, $, ~) m~ or ~ not satisfy one or more of the additional
axioms X7 , Xa, X9 , X10 below.

x~y=y@x

A belt which satisfies axiom X7 will be called a commutative belt. The principal
interpretation (R,max,+) defines a commutative belt. On the other hand, the system
of monotone non-decreasing real-valued functions of one real variable, closed under
composition, is clearly a non-commutative belt since in general f(g(x)) ~ g(f(x)).
Xa: 3¢ £ V such that the products ¢ ~ x and x @ ¢ both equal x,
for all x £ V.
A belt satisfying axiom Xa will be called a belt with identity. The symbol ¢ is used
for the identity element because it is suggestive of the arithmetical zero which is
the identity element in the principal interpretation (R,max,+).
X9: 'i x £ v,3x' £ V such that x ® x' equals ¢.
A belt satiSfying axioms Xa and X9 will be called a division belt (by analogy with
division ring). We infer as usual that the multiplicative inverse x' of x is two-
sided and unique, that (x'), = x, that ¢' = ¢, and that (x ® y)' = y' @ x', etc.
The system (F, max, +) supplies an example of a commutative division belt.
The monotone st1ictlY increasing real-valued functions of one real variable form a
non-commutative division belt under max and composition.
From now on we use the standard notation x- l to denote the unique two-sided
multiplicative inverse of x.
For a division belt V, we note:
'V x, y V, X >, Y if and only if y-l >, x- l
£ (2-10)
(From (x $ y) = x on left-multiplying by x- l and right-multiplying by y-l, we obtain
y-l $ x- l = y-l, and similarly for the converse).
XlO: j e £ V such that:for all x £ V, X $ e = x, and x ® e, e ® x both equal e.
An element (necessarily unique) which satisfies axiom X10 is called a ~ or a
null. It is easly verified that if S = FU{-oo} consists of the real numbers extended
by -00, then the system (S ,max, +) has the element -00 as. a null.

2-7. Dual Addition


Suppose two binary operations, $ and $', are defined on a set S, such that:
Ll : (S, $) is a commutative band
20

L2 (S, i') is a commutative band

L3 V x, YES, x i(y i' x) = x Et'(y i x) = x

Of course, L3 presents the lattice absorption laws, which taken in conjunction with
the fact that S is a semilattice under IB' and a semilattice under IB, give necessary
and sufficient conditions that (S, Et, i') be a lattice [32]. We call the operation
IB' a dual addition. By analogy with (2-l), we can define a binary relation ~
corresponding to i' •
As is well-known, the force of the lattice absorption laws is that the partial
order under the relation >', and the partial order under the relation ~ are consistent:

lj x, y e: S, x :: y if and only if y :;: x (2-ll)

Hence a mapping which is isotone with respect to either of ~ and!- is isotone with
respect to the other, and we shall merely s~ that it is isotone.
We shall use whichever of the symbols >, or ~ is typographically convenient in a
given context. We note en passant that from L3 and (2-ll) there holds for all x, YES:

x i y ~ x ~ x Et' y (2-l2)

Finally, we shall write x < y, to mean x ~ y but x # y.

Because of the symmetry between Ll and L2 , we m~ repeat all the reasoning of


Sections 2-2 and 2-3, with the symbol i replaced by IB'. As usual, we shall s~ that
an axiom or expression or line of reasoning is the dual of another if the one can be
formally derived from the other by systematically interchanging the symbols IB and $',
and the symbols>, and ~. Because L3 is self-dual, it is standard that the dual of
any statements deducible from Ll , L2 and L3 jointly, is also so deducible.
As in Fig.2-l, we shall use e.g. the notation to denote the dual of axiom Xl
JS.' etc.
Now, from the dual of Proposition 2-3, it is clear that a dual translation:

f'
a : x'" a i' x
and dual addition:

i' : (x,y) ..... x i' y


are isotone with respect to :;:, and so are merely isotone. Combining these facts with
the last statement of Proposition 2-3, we infer:

Proposition 2-6. Let (S, Et, i') satisfY axioms Ll , L2 , L3 , and let K consist of i,
i', together with the identity mapping and all translations and dual translations.
Then t, the composition algebra generated by K, consists entirely of isotone functions.tIt

In particular, for all w, x, y, Z E (S, i, i') there hold:

If
If
w

w>,x
~ x then
and
y Et' w
Y )j. Z
>, y Et' x
then w i' y >, x .' z
} (2-l3)
21

It does not, of course, necessarily follow that a dual translation is an


endomorphism of (S, $) or that a translation is an endomorphism of (S, $'), unless:

a $(x $' y)

a$'(x$y)
(a $ x) $' (a $ y)

(a $' x) $ (a &' y)
(Va, x, y e: S)
} (2-14)

These are, of course, the lattice distributive laws.. It is known that either of
(2-14) in the presence of Ll , L2 , L3 , implies the other, and (S, $, $') is then a
distributive lattice. We shall not assume in general that our systems (S, $, $') form
distributive lattices. However, the following distributive ineg,uali ti e s always hold
for all a, x, Y E: (S, $, &,):

a $ (x $' y) (a $ x) &' (a $ y) )

j
~
(2-15)
a $' (x $ y) ~ (a $' x) & (a $' y)

These inequalities are standard lattice-theoretic results, but it is useful from our
point of view to see them as consequences of the first two clauses of the following
lemma:

Lemma 2-7. Let (S, $, $') and (T, $, $') both satisfY Ll , L2 , L3 • If f: (S,$) 7 (T,$)
is a homomorphism then for all x, y e: S there holds:

f(x $' y) ~ f(x) $' f(y)


and if g: (S, $') + (T, $') is a homomorphism then for all x, y e: S there holds:

g(x $ y) ~ g(x) $ g(y)

If either f or g is a bijection, then the corresponding inequality becomes an equality.

Proof: Since f is isotone, (2-12) gives

f(x &' y) ~ f(x) and similarly f(x $' y) $ f(y)


Hence using (2-13) we have
f(x $' y) = f(x $' y) $' f (x $' y) ~ f(x) $' f(y)
as asserted. Now, if f is bijective, then f possesses an inverse

f- l : f(x) >+ x for which we ha:ve :

(since f is a homomorphism)
.. x $ Y

= f-l(f(X)) $ f-l(f(y))

Hence f- l is a homomorphism of (T, $) onto (S, $). Applying to f- l the inequality


proved above for homomorphisms, we have:

= x $' Y
Applying the isotone function f to this inequality, we obtain

f(x) $' f(y) ~ f(x $' y)

~ f(x) &' f(y) (as already proved).


22

Hence f(x It' y) f(x) It' f(y) in this case. The argument for g is dual.

If, for a given commutative band (S, (8) it is possible to find a binary ccm-
bining operation $' such that Ll , L2 , L3 are satisfied, we shall sa;y that S has a

duality, or that a dual addition is defined. It is not difficult to show that this
can be done in at most one way. If (S, It) is linear, then it is easy to verify that
a dual addition is defined in the obvious way by:

}
x It' Y Y if x It Y = x
(2-16)
x otherwise
The resulting system is a distributive lattice.

2-8. Duality for Belts

So far, our discussion of duality is just elementary lattice theory. We extend


the ideas to belts as follows. Suppose four binary operations, $, S, It', 9', are
defined on a set V such that:

~: (V, It, ~) is a non-degenerate belt

~: (V, It', 8') is a non-degenerate belt

x It(y It' x) = x It' (y $ x) = x.

We shall call the operations It' and 8' a dual addition and dual multiplication
respectively. As before, any axiom or expression or line of reasoning will be
called the dual of another if the one can be formally derived from the other by
systematically interchanging the symbols $ and It', the symbols Q and 8' and the
symbols ~ and ~. Obviously the dual of any statement deducible from Ml , ~ and L3
is also so deducible.
Since left multiplications are endomorphisms of (V, It), Lemma 2-7 gives for a
system satiSfying Ml , M2 and L3:
v x, y Z £. V: x 8(y It' z) (x 8 y) $' (x 8 z)
~

}
and dually x 8' (y It z) (x ~, y) It (x 8' z)
~

Similarly for right multiplications: (y It' z) 8 x ~ (y 8 x) $' (z 6) x) (2- 17)


and dually (y III z) 8' x ~ (y 8' x) 18 (z 8' x)

Hence a system which satisfies Ml , ~ and L3 satisfies many distributive laws: X5


and X6 and their duals, and (2-15) -and (2-17). Furthermore, ccmbining the last
statement of Proposition 2-5 with its dual, we have:

Proposition 2-8. Let (V, It, 8, It' 8') satisfY axioms ~, M2 and L3 , and let K
consist of It, It'. 8, 8' together with the identity mapping and all translations,
dual translations, left and right multiplications and dual left and right multipli-
cations. Then K, the composition algebra generated by K, consists entirely of
isotone functions. •
A number of trivial interpretations of ~, ~, L3 are possible. If (V, It, It')
23

is a lattice, the trivial interpretation in which S and S' are defined to be


identical with ~ and~' respectively, is excluded by the assumption of non-
degeneracy in ~, M2 , but the trivial interpretation in which ~ and~' are defined
to be identical with~' and ~ respectively, would satisfY Ml , M2'
L3 if (V, ~, ~,)
were a distributive lattice. Accordingly, we exclude this possibility by saying
that a non-degenerate belt (V, ~, 8) has a non-trivial duality if we can find two
binary combining operations ~, and 8' and elements a, b, c, d € V such that Ml , M2
and L3 hold, together with:

a ~ b " a ~, b (2-18)
c~'d"c~d
Relations (2-18) also exclude the possibility of (V, ~, $') being a trivial
lattice, i.e. a lattice in which ~ and ~, coincide, since for such a lattice the
relations L3 immediately yield:

x ~ y x for all x, y, whence


x = x ~ y y ~ x =y
showing that such a lattice has at most one element, whilst (2-18) clearly implies
the existence of at least two elements.
The possibility also arises that S and 8' coincide. This is by no means to be
seen as a trivial or degenerate case, and when it occurs, we shall speak of a self-
dual multiplication.
For example, suppose (V, ~, 8) is a non-degenerate division belt. In the
language of lattice theory, such a structure is a semilattice-ordered group, and
from the theory of such groups ([ 2~, /:.-32J), it is known that the de fini tion :

(2-19)
defines a semilattice operation, such that (V, ~, ~,) becomes a (distributive)
lattice. The relations (2-17) are all satisfied as equalities, when 8' is taken as
8. In our terms, V acquires a duality with a self-dual multiplication.
Conversely, if (V, ~, S) is a non-degenerate division belt having a duality with
self-dual multiplication, then V is a lattice-ordered group and from the theory of
such groups, it is known that the relation (2-19) holds between the two semilattice
operations. Summarising:

Proposition 2-9. If (V. ~. 8) is a non-degenerate division belt then (V, ~. 8) has


one, and only one, duality with a self-dual multiplication; and the distributive
laws (2-17) all hold with equality. tt
The system (F, max, +) gives an example of a commutative division belt
having a duality with self-dual multiplication. A non-commutative
example is provided by the belt of monotone strictly increasing real-valued
functions of a real variable, under max and composition.

2-9. Same Specific Cases


Let S be a commutative band and let a, b € S be arbitrary with a If b. It is a
24

straightforward matter to confirm that the following subsets of S are commutative


sub-bands :

T {x x e: S, x ~ b}
U {x x e: S, a ( x}
V {x x e: S, a ~ x ~ b} = Tn u
Further, if S is a linear commutative band, so are T, U, V. And if a< b then W, X,
Yare also linear cOllllllutative bands, where:

W {x x e: S, x < b}
X {x x e: S, a < x}
Y {x x e: S, a < x < b} = Wn X.

In general, if S is a belt, we cannot immediately infer that T, U etc are also belts.
However, if S is a belt with an identity element ¢, let us sEf¥ that a e: S is ~

negative when a ~ ¢ and that b e: S is non-positive when b ~ ¢. Then it is easy to


verif'y (using (2-9)) that T is a sub-belt when b is non-positive and that U is a sub-
belt when a is non-negative. In particular, if a b = ¢ then we call T the ~

positive cone of S and U the non-negative cone of S.


Again, if b ~ ¢ ~ a and S is a linear belt then T, U, W and X are linear sub-belts
and in the particular case that a b =¢ we call W the negative cone of S and X the
positive cone of S. (Of course, in particular cases, some of the above-mentioned
systems ma;y turn out to be empty).
FurtheImore, if S is a commutative band with a duality then the same duality
operates in T, U and V, whilst if S is a belt with a duality, having self-dual
multiplication with identity element ¢ then the same duality operates in T and U
under the condition b ~ ¢ ~ a; if S is linear then these statements extend to W, X
and Y as appropriate.

In Chapter 1, we mentioned that it was natural in certain applications to consider


systems such as the non-negative, or non-positive, real numbers or integers. Such
systems coincide with their own non-negative or non-positive cone - that is to say in
addition to satisfying axiom XS ' they satisfy the following axiom XII or its dual:
3. OPENING AND CLOSING

3-1. The Operators ~, L9)" IIIi) ~,

In this memorandum we shall use the symbols I and II, precisely as in elementary
algebra, to denote iterated sums and products using the operations $, $', iii and @' •
For example, if u l ' u 2 ' .•• , un arengiven (not necessarily distinct) elements of a
commutative band, we shall write I
$U. to denote the sum:
i=l ~

n
and L $' u. to denote the sum:
i=l ~

u l $' ~ 9)' ••• 9)' un

when the dual addition is defined.


The notation is of course a shorthand rather than an essential part of the
algebra, and will be used without comment in various familiar ways.
For example, in a division belt, we can use induction on (2-19) to prove:

n 1 n
I 9) x.)-
L $' x.
J
-1
(3-1)
j=l J j=l

when multiplication is self-dual.


Any of the following notations may occur, with meanings which will be evident
from the context:
t
II Iil w II @' trs etc. etc.
r=l rs r<s
r#s
We now discuss some of the basic formal properties of these operators. Many
of these properties are familiar from the theory of lattice polynomials, but (trivial
though they are) we review them in order to establish certain general manipulation
principles, to which we can appeal in later proofs.
If Yl' ••• , Yn are all equal to a constant y, then by an obvious induction using
the idempotency under $ and 9)' we have:
n n
I $Y.
i=l ~
= L $'Y.~
i=l
= Y (3-2)

Suppose now that Xl' ••• ,xn and yl' .... 'Yn are (not necessarily distinct)
elements of a commutative band, such that:

¥i=l, ••• ,n, (.3-3)

Using (2-6) we obtain by an obvious induction that:

(3-4)
26

If a dual addition is defined. we induce from (2-13) that:


n n
I $'
i=l
x.~
~
L It'
i=l
y.
~
(3-5)

If the commutative band is a belt. we induce from (2-9) that:


n n
II ~ x.~ II ~ y. (3-6)
i=l ~ i=l ~

And if a dual multiplication is defined. we induce from the dual of (2-9) that:
n n
II ~, x. ~ II~, y. (3-7)
i=l ~ i=l ~

Suppose S and T are finite subsets of a commutative band. say S = {xl •• ••• x m}
and T = {y 1" ••• y n}' such that x ~ y for all XES. yET. If m ~ n. then we may
"fill" S with (n-m) further copies of xl; if m ~ n then we may "fill" T with (m-n)
further copies of Yl' Applying (3-4) and (3-5). we have:

If x ~ y for all XES. YET. then I $ x ~ I $ Y (3-8)


XES yET

and if the dual addition is defined. then also I It' x ~ I $' Y • (3-9)
xES yET

Further. taking Yl = •• , = Ym = Y and using (3-2):

I f x ~ Y for all XES. then I It x ~ Y (3-10)


xES

and if the dual addition is defined. then also I It' x ~ Y (3-11)


xES
Similarly. if for some fixed x we have x >.. Y for all YET. then ~

x ~ I It Y (3-12)
YET

and if the dual addition is defined. then also x ~ I It' Y . (3-13)


yET
We remark on the following obvious but important fact. If the finite set T is
itself a commutative band. then I It YET. and if T is also closed under the dual
yET
addition then I It' yET. In particular. these relations hold for any finite subset
T of a gi ven l~~ar canmutati ve band (or belt). In other words. the maximum
I$. and the minimum lit" are "attained" on a finite linear set. and the attained value
is equal to one of the summands. ¢Ve shall use the expressions attained maximum and
attained minimum in later proofs. )
We stress that results (3-4) to (3-13) have meaning for finite sets only.
Extension of the results of the present chapter to infinite sets requires the
introduction of some kind of completeness axiom. and will not be undertaken in the
present memorandum.
27

3-2. The Principlo of Closing

Relations (3-4) to (3-13) are of course all trivial, and (3-8) and (3-9) are
weak as well as trivial. For the principal interpretation, (3-8) says, for example,
that if all x's are greater than all y's then the maximum x is greater than the
maximum y. Obviously, we can derive the stronger result that the minimum x is greater
than the maximum y, and it is instructive to do this using the principle embodied in
the following proposition, which is a verbal restatement of the inequalities (3-3)
to (3-7) inclusive.

Proposition 3-1 If V is a commutative band (resp. commutative band with duality,


belt or belt with duality), then an inequality, governed by a universal quantifier,
may be replaced by an inequality having the operator L@ (resp. L@" ITS £E IT S ,)


governing each side of the original inequality, with the index in both cases running
over the same finite subset of V as for the universal quantifier.
We shall call this manipulation principle closing with respect to the index in
question. It will of course be obvious from the context which sigma or pi we use to
do the closing.
In this connection, we may note that (3-2) implies the following:
In closing an inequality with respect to a given index, using either of the
operators L@ £EL@" it is only necessary to apply the operator to a given side of
the inequality if the given index actually occurs therein (other than as dummy variable).
We consider first some very simple examples designed to illustrate these
manipulation principles. Same much less trivial applications will then be given.
Accordingly, let S, T be finite subsets of a commutative band in which a dual
addition is defined, and suppose:
v x e: S, y e: T, x ~ y
For each fixed x e: S, we may close with respect to y, to obtain:

vx e: S, x ~ L@ Y
ye:T

Since LED y is some fixed element, we may now close with respect to x to
ye:T
obtain the intuitive result:
L @' x ~ L@ y (3-14)
xe: S ye: T

As a further example, let S be any finite set. We obtain from (2-1), using the
definition of L@:
¥ x e: S, L ED x >- x (3-15 )
xe:S
Closing with respect to x:
L@ x >- L ED' x (3-16)
xe:S xe:.S
28

In (3-l5), we used a notational trick which we had, for clarity, hitherto


avoided, but which we shall use extensively from now on - namely the same letter 'x'
was used as dummy variable both for the algebraic operator l$ and for the universal
quantifier ¥. This is, of course, quite permissible and enables results such as
(3-l6) to be directly derived in a tidy form using only one dummy variable.
The dual of (3-l5) obviously holds:

¥x e S, x ~ I ft' x (3-l7)
xeS

and combining (3-l5) and (3-l7):

¥x e s,
xeS
I $ x ~ x ~ I
xeS
$' x (3-l8)

which expresses the intuitive fact that S is bounded by its maximum and minimum.
The following theorems illustrate the use of the principle of closing. They also
illustrate the use of a double suffix notation.

Theorem 3-2. Let w .. (i=l, ••• ,m; j=l, ... ,n) be ron arbitrary elements of a belt.
- - l.J -
m n 11\ m
~ P >,. Q, where P = II e( I
$ w .. ) and Q>= L '" ( II .. w .. ). Moreover, if a duality
i=l j=l l.J - - j>=l'" i=l" l.J
is defined, we have:

P "" Q >,. S ? T and P' ~ Q' >,. s' >,. T'

n m m n
S I !D' ( II ~ w .. ) and T II S ( I
$' w.. )
j=l i=l l.J i=l j=l l.J

and where P', Q', S', T' are derived from P, Q, S, T respectively by replacing S by 8'.

Proof. From (3-l5):

n
V, i=l, ... ,m; j=l, ... ,n,
j=l
I !D w.. >, wiJ'
l.J

Closing w.r.t i

m n m
¥ j=l, ••• ,n, I II s
l..=IIl & ( j=l !D wiJ,) >, i=l W iJ'

Closing w.r.t.j
m n n m
n (I $ w.. ) ~ I
(II S w .. )
i=lS j=l l.J j=l$ i=l l.J

This is exactly P >,. Q, and S >- T is proved similarly.


29

m
Now in (3-16) take S to be the set of products 1) e Wij (j=l, ••. ,n), giving:
i=l
n m n m
L (TIll w .. ) 3- L @' ( TI ~ w .. )
j=lED i=l ~J j=l i=l ~J

This is exactly Q ? S. Similarly, we obtain P'

If m=2, we can in particular cases interpolate a term between Q and S (Q' and S' ),
as we now show.
~ Q' ~ S' ~ T'

Theorem 3-3. Suppose m=2 in Theorem 3-2. Then Q?R and R'q S' , where:

n n n n
either R ( .I ~
J=l
wI') Il (
J .L ~' w2j ) QLR (
L ED'
j=l
wlj ) e ( L~
j=l
w2 ·)
J
J=l

n n
and either R' ( L ED wI .) Il' ( LED' w2j )
j=l J j=l

Furthermore, if the elements w.. are drawn from abel t wi th duality which either is
~J

linear, or has self-dual multiplication, then R} S and Q' ? R'.

Proof: There are two interpretations for R, and two for R'. Let us first consider
the case:

n n
j~lED (wlj e j~lED' w2j )
(using induction on x6 ) (3-19)

Now by (3-17):

¥ j=l, •.• ,n,

Left multiplying by wlj (an isotone operation):

n
''fj=l, ••• ,n, wIJ' Il w2J' ~ WIJ.@LED'W 2J.
j=l

Closing w. r. t. j, we obtain Q q R. We must now prove R >, S, under the given extra
assumptions.

If mUltiplication is self dual, then a dual form of the foregoing argument will
30

suffice. So let us assume now that the belt is linear. Then there are indices
J(~J~n) and K(~~n) such that:

n
L
j=l$
w. and w2K
lJ

(j=l, ••• ,n), so in particular:

Hence, using (2-9):

(by (3-17)).

But this is: R ~ S. Hence Q >, R >, S. The other case for R is handled similarly,
and similarly Q' ~ R' >., S' for both interpretations for R' •
Recall now from Proposition 2-9 that a division belt can always be given a
duality with self-dual multiplication.

Theorem 3-4.In a division belt. we have for all a j , b. (j=l, ... ,n):
J
n 1 n n 1 n
L
j=l
$' (a. (O b-:),(L$a.) ~ (L$b.)- ~
J J j=l J j=l J j=l$
(a j 3 b-h
J L

n n 1
and L ~ L ${a-: 3 b.)
j=l $' j=l J J


Proof. The first pair of relations follow from Theorem 3-3 on writing wlj a. and
-1 J
w2j = b j and using (3-1). The second pair are proved similarly.

3-3. The Principle of Opening. Relation (3-15) suggests another principle of


manipulation: an expression governed by an operator f$ is decreased if the operator
is removed. Similarly, from (3-17): an expression governed by an operator k$' is
increased if the operator is removed.

We ma;y take this further. Suppose in (3-15) we apply separately to the two
expressions x and L$ x identical sequences of translations, left and right multi-
XES
plications, dual translations and dual left and right multiplications.
The validity of the inequali ty ~ is preserved because, as observed in
Proposition 2-8, multiplications and translations and their duals are isotone. We
arrive in each case at an inequality a >,. e between two expressions such that e can
31

be formally obtained from a by deleting the operator Ef&' We infer the manipulation
principles embodied in the following pr0position.

Proposition 3-5. Let an algebraic expression B be obtained from a (well-formed)


algebraic expression a by deleting an operator ~$ which does not form a part of the
argument of any inversion operation ()-l. Write an inequality: a ~ S , preceded
by a universal quantifier whose index runs over the same (finite) set as for the
operator~. Then this inequality is valid for the commutative band (resp. belt.
with or without duality) for which the expression a was written.

Dually. let an algebraic expression S be obtained from a (well-formed)


algebraic expression a by deleting an operator LEft" which does not form a part of
the argument of a:ny inversion operation ()-1. Write an inequality: a ~ e
preceded by a universal quantifier whose inde.x runs over the same (finite) set as
for the operator Lit" Then this inequality is valid for the commutative band
(resp. belt) with duality. for which the expression a was written. •
For example. suppose in (3-15) that we add a given element a. using $. left-
multiply by a:n element b. using 8. and add a:n element c. using $'. We get:

v x e: S. (b ~ [( 1: $ x) $ aJ) $' c ~ (b~[x $ aJ) $'c


xe:S
In the practical application of these principles. we must take note of the
proviso that the operator does not fall within the ·scope of some inversion
operation. because inversion is not an isotone operation. as (2-10) shows.
Thus :
-1 -1 -1 t' -1 -1 -1
V x e: S. (a $' b) $ (c ~ t. $x) ~ (a IB' b) $ (c 8 x)
xeS

represents a legitimate application of the principle of opening but:

-1 -1 -1 t' -1 -1 -1 -1 -1
V x e: S. (a $' b) $ (c 8 £. $x) ~ (a $' b) $ (c II x)
xe:S

certainly does not.


(However. the dual translation x ~ a IB' x is of course isotone even if the
definition of $' explicitly involves inversion. as in (2-19».
Application of either half of Proposition 3-5 will be called opening with
respect to the index in question. A fully rigorous discussion of these principles
obviously dema:nds a metamathematical apparatus. but this seems unnecessarily tedious
in the present context. In the situations where we use the principles. it will
alw~s be clear that the procedures are well-defined and effective. The following
theorem contains a typical application of Proposition 3-5.
Theorem 3-6. Let a ij (i=l .....m; j=l ..... n) and b i (i=l ..... m) be m(n+l) given
elements from a division belt. Then P , ¢ where:
32

If the division belt is linear, then P = ¢.

Proof. Consider

Opening w.r.t. k:

~ I -1 -1 -1 -1
¥ i=l, ••• , m; j=l, ••• , n; k=l, ••• , m, [a iJ· ~ 2.., (D' \~' 3 b k )] 3 b i 4 a iJ· 3 ~J' @bk@b i
k=l J

Taking in part icular k=i:

¥ i=l, ••• , m j=l, ... , n: [a .. 3 L


m
&' (~J' t b k )
-1 1~ -1
bi ~ ¢
1.J k=l

Closing w.r.t. i and j, we obtain P ~ ¢.


On the other hand, opening P with respect to i and we have:

r
m
-1
¥ i=l, ••• ,m; j=l, ••• ,n, P " [a .. ~ (D' (a.;:~ 9 bkl] 8 b .•
1.
1.J k=l J

Now, for a linear division belt, the sum in the last expression is e~ual to one of
the summands. Hence in this case:
-1 -1
¥ i=l, ••• ,m; j=l, ••• ,n, P ~ a ij 8 ~(j)j 8 bk(j) 9 b i

where k(j) is the index for which a.;:~ 9 bk achieves its minimum for given j •

Choosing i=k(j) for each j, we have P ~ ¢, so P = ¢ in this case.



4. THE PRINCIPAL INTERPRETATION
4-1. Blogs
In Chapter 2, we defined the algebraic structures called belts and considered a
number of different particular forms of such structures, in particular the division
belts. We now define a related type of belt, which we shall call a blog. Division
belts and blogs will be the two most frequently occurring types of belt in the
sequel, embracing as they do the real numbers and extended real numbers respectively.
Accordingly, let (G,$,®) be a division belt. We now progr~ssively
extend (G,$,@) as follows. Firstly, by use of (2-19) we introduce a dual addition $',
so that as discussed in Section 2-8, G becomes a lattice-ordered group, or equivalently
a division belt having a duality with self-dual multiplicatiDn.
We now define a system W, constructed by adjoining universal bounds to G, i. e.
W = G U {~} U {+oo} where - < " < +00 for all x e: G, and +00, -00 are the adjoined
elements.
As remarked in Section 2-8, G is a distributive lattice, and it is easily verified
that W is then a distributive lattice also. We now introduce an operation @ as follows:

I f x, y e: G then x ~ y is already defined in (G,Ql~

The products - 00
I f x e: G U
If x e: G U {+
e
{ - oo} then x
+ 00 and + 00

oo}then x @ +00
@ -
@ -

+00
00 both equal
iii x = - 00 by defini tion

@ x =+ ~ by definition
} (4-1)

If we call the elements of G finite elements, then definitions (4-1) extend the
scope of the operation ~ by means of the rule "finite element times infinite element
infinite element" together with the conventional rule" -00 times +00 = -00" This last
ensures that -00 acts as a null element in the entire system (W ,1Il,@) but constitutes
an asymmetry between and +00 which we redress by intrOducing a dual multiplication
@' which acts exactly like e excepc that we stipulate: _00 @' + 00 = + 00 1iI'-00 = +00.
(See (37]where this idea is presented, but in a different notation).
For convenience we set out all the definitions in tabular form below.
Fig 4-1

x y x III y x $' Y I x @ y x @' y


_00 _00 _00 • _00 _00 _00
_00 ye:G y _00 _00 _00
-00 +00 +00 _00 _00 +00
xe:G rOO x _00 _00 _00
xe:G ye:G x III y (x- l III y-l)-l x ~ y x ®y
xe:G +00 +00 X +00 +00
+00. -00 +00 -00 -00 +00
+00 ye:G +00 y +00 +00
+00 +00 +00 +00 +00 +00
--'-._----
We call a system (W,IIl, ® ,Ill', @,) constructed this way a blog (acronym for Bounded
Lattice-Ordered Group) and we refer to G as the ~ of the blog W. Thus the finite
elements in Ware just the elements of the group of W.
As usual, we shall denote the identity element in the group G by r/J. From Fig. 4-1
34

we see that ~ is an identity element for the whole of W with respect to both 8 and
01'. The inverse of an element x EGis as usual written x-I. In many practical
applications, multiplication in G will be comnutat ive , but we do not need to assume
this yet in the abstract argument. Most of our results are essentially extendable to
any lattice-ordered semigroup which satisfies any of the criteria for embeddability
in a group (see e.g. [27J).
By a direct verification of the relevant axioms, and an appeal to the discussion
of Section 2-8, we can confirm the following:

Proposition 4-1. The system (W, Et, 8 , I!l~ S') is a belt having a duality, and
containing as sub-belts the systems (GU {--co}, Et,.i 'i') and (G U {+co}, Et, S ,ft'), which
are belts having a duality with self-dual multiplication, and the system (G, Et, 3 ,fIJ')
which is a division belt having a duAlity(with self-dual multiplicatiom. In all these
systems, ¢ acts as identity element with respect to both ~ and @', whilst +00 and
(when present} acts as null-elements with respect to Sand 01' respectively. 4t
Notice that we do not exclude the possibility that G m~ be the trivial group {~},
in which case the belts mentioned in Proposition 4-1 m~ well be degenerate, or have
trivial dualities.
By a direct consideration of cases, we can confirm that a blog satisfies the
following "associative inequalities". These will be important in our later dis-
cussions, when we shall often refer to them as axiom X12 .

Proposition 4-2. Let W(Et, @ ,fIJ', S') be a blog. Then for all x,y,ZE W we have:

x @ (y @' z) (: (x S y) ~, Z (4-2)

J
x .
12' X Ql' (y @ z) >,. (x ~, y) ~ z 4t
(Inequalities X12 occur,in another notation, in [37J)

For future convenience, we record the following trivial results also.

Proposition 4-3. Let (WaEta @ zE&' I: S' ) be a bloEi and let XI l.. E W. Then: If x ~y=+oo

then either x = + + then either


or x fIJ y =
=-
""" 00 or y 00 (or both). If x S y:,
x 00 or y:, - 00 (or both). If x Et y:, then both x = - 00 andy:, 4t
4-2 • The Principal Interpretation
The blog which arises when G is taken as the linearly ordered arithmetically
additive group F of finite real numbers will be called the principal interpretation
(of axioms Xl to X6 , Xi to X6 and L3 of Fig 2-1). Thus the principal interpretation
is (R, max, .9, min, ~,) where R = FU {- oo}U{+ oo} (the set of extended real numbers).
Evidently the following holds.

Proposition 4-4. The principal interpretation is a linear belt and satisfies Xz ' Xe,
35

No. Element-set Type Duality

1 Reals with ±oo "\


2 Rationals With~_±oo \ Blog Yes v v
Integers wi th ~ J
1
3

4 Reals Division Yes, with


5 Rationals Belt self-dual
6 Integers mul tiplication

7 Neg.reals with -» }

1
8 Neg.rationals with -~ Belt Yes
9 Neg.integers with ~

10 Non-pos.reals with -»
11 Non-pos.rationals with -~ Belt Yes
12

13
14
Non-pos.integers with

Pos. reals with + ~


Pos.rationals with ~
I
-~

Belt Yes

1
15 Pos.integers with ~

16 Non-neg.reals with....
17 Non-neg.rationals with ~ Belt Yes v v
18 Non-neg.integers with ~

Fig 4-2. Same sub-belts of the Principal Interpretation


36

If we take a particular subgroup of the arithmetically additive real numbers,



we can create a blog which is a sub-blog of R (i.e. a sub-belt which is itself a blog).
Or we ~ take a subsemigroup of (F,+), s~ the non-negative integers, extend this
to a subgroup of (F.+) and then to a sub-blog of R. It is clear that the principal
interpretation has a number of naturally occurring sub-belts ([171 ~lJ ), some of which
are listed in Fig 4-2. All these systems take & as max, &' as min, and 8, 8' as
defined from arithmetical addi t;i,on following Fig 4-1. System 1 in the table is the
principal interpretation itself. Systems 7 to 12 obviously have a special relation-
ship with Systems 13 to 18 respectively, to which we shall return when we discuss
con,jue;acy in Chapter 7. Evidently we could extend the table by listing all the
systems which arise by adjoining, and/or deleting, ±oo from Systems 7 to 18.
7.ne practical problems discussed in Section 1-2 can all be formulated using
an appropriate system from Fig 4-2. It will often be natural to start with a system
other than System 1, if the physical nature of the problem implies a restriction to
whole numbers, or positive numbers, but since all these systems can be embedded in
(a sub-blog of) R, it is clear that the properties of blogs in general, and R in
particular, are of central importance in the theory.

4-3. The 3-element Blog a>


In section 1-2.6, we considered some Boolean problems, which do not receive a
natural expression in any of the systems in Fig 4-2. However, the 2-element Boolean
algebra ~ can be embedded in any blog W since it is evidently isomorphic to the
system consisting of the two elements - 00, ~ £ W together with the functions &, 8
restricted to these elements.
We m8¥ thus embed the Boolean algebra (g) in the principal interpretation, for
example, but a rather more convenient choice is -the 3-element blog ~ , which is by
definition a system having three elements - 00, ~, + 00, with the operations specified
in Fig 4-3.

x y x &y X &' y x 8 Y X 8' Y


-
-00

-00

-00
--
+00
III
-00

III
+00
-00

-00

-00
-00

-00

-00
-00

-00

+00
rJ -00 III -00 -00 -00 Fig
rJ III III III III III 4-3
rJ +00 +00 ~ +00 +00
+00 -00 +00 -00 -00 +00
+00 III +00 ~ +00 +00
+00 +00 +00 +00 +00 +00

Evidently, the group of the blog~is the trivial group {rJ}.


Theorem 4-5. ~e 3-element blog ,@ can be embedded isamorphically in any blog.
37

~. If W is a blog then W contains at least three distinct elements -00, r/!, +00.

By compa.ring the tables of Figs 4-1 and 4-3, we see that the system which arises when
the operations in Ware restricted to these three elements, is isomorphic to (J). 4t
We show now that G[) is the only blog having a finite number of elements. First
we record a simple lemma, for convenience in later arguments.

!cemma 4-6. If u, v are elements of a division belt, or finite elements of a blog,


then u < v if and only if u 1 > v-I

Proof. If u < v, then by definition u # v, but u- l } vI by (2-10).


since u # v. Hence u- l > v-I Similarly for the converse.

Theorem 4-7. Let G be a division belt other ~han the one-element division belt {Q}.
Then for eacb u £. G we can find v £ G such tbat v > u.

fIoor. By hypothesis WE can find a £G with a # (0. Now a $ r/! ~ r/!, giving two possi-
bilities:
(i) a $ r/! > r/!
(ii) a $ 0 r/!, so Q ~ a. But 0 # a, whecce 0 > a.
In case (i), define = a $ r/!; in case (ii) define S = a-I. Then in either case (using
Lemma 4-6 for case (ii)) we have found S > r/J. If now u l. G is arbitrary we have by (2-9):

S ~ u } 0 ~ u = u
But we cannot have S ~ u u, else:
S (S ~ u) ~ u- l 0, contradicting S > O.
Hence S Ql u > u. 4t
Corollary 4-8. The only division belt having a finite number of elements is the one-
ele~ent division belt {O} and the only blog having a finite number of elements is the
3-element blo~.

Proof. If G is a division belt having a finite number of elements, define:

u = L$ x.
XlCG

So U} x for all x e G. Hence we cannot find v E G with v > u, so by Theorem 4-7, G


cannot be other than {r/J}. Finally if G is the group of a blog W having a finite
number of elements, then Gis {O}, so W is Q). 4t
Recall that axiom XIO (Section 2-6) asserts the existence of a null element in a
given belt (V, $, 3):
XIO : 3 e £ V such that for all x£ V there holds:
x $ x and x ~ e = e3 x =
Corollary 4-9. The only division belt satisfYing axiom XIO is the one-element
division belt {OL
38

Proof. If (G, ~, S) is a division belt with a null element u- l then we cannot


-- -1
find v EG such that v-I < u- l Hence we cannot find v E G such that v > u,
whence G cannot be other than {~}. And clearly {~} has the null element ~. ..

4-4. Further Properties of Blogs

Suppose we write a triple product x S y S z. By introducing brackets, we can


make two different expressions, namely (x S y) S z and x S (y S z). If we now
are at liberty to add a prime to both, to either or to neither occurrence of the
symbol S, (thus making the symbol S'), we arrive at altogether eight different formal
triple products. In a division belt, by virtue of the associative law and of the self-
duality of multiplication, all eight expressions are equal for any x, y, z. In a blog,
however, this is not the case, although a definite structure of inequalities holds
among the expressions, as the following result shows.

Theorem 4-10. Let (W,~,S,~' ,S') be a blog and let x, y, z E W. Then:

(x s' y) S' z " (x S y) s' z " x S(y s' z) ~ x S(y S z)


II II
x S'(y s' x) ~ x S'(y ~ z) " (x s' y) S z " (x S y) S z

Proof. Certainly, (y S' z) ~ (y S z) since these products are actually equal in all
cases except where one of y, z is +00 and the other is -~, when we have
(y S' z) = +~ > -~ = (y S z). Hence by (2-9):

x S(y s' z) ~ x S(y S z)

Similarly (x s' y) S'z ? (x S y) S'z


And these results, coupled with inequalities X12 ' prove the first row of inequalities
in the theorem. The second row is proved similarly. The equality of the first terms,
and of the last terms, follows from the associative law. •

Our next two results will be useful in future manipulative arguments.

Lemma 4-11. Let (W,Ijl,S,~' ,S') be a blog.


such that either and or
> vI S v2"
Proof. Suppose and u 2 > v 2 • Evidently u l S u 2 ? vI S v 2 " Suppose in fact
that From the fact that u l 7 vI we have, on left-multiplying by
-1
ul ' Hence:

-1 -1
u2 = ul S (u l Su 2 ) u -1
l S (vl Sv 2 ) = (ul Sv l ) ~ v2 ~ ~ ~ v2 v2


But this contradicts u 2 > v 2 · Hence u l S u 2 cannot equal vI ~ v 2 so the only
possiblity is that u l S u 2 > vI ~ v 2 · The other case is proved similarly.
39

Corollary 4-12. Let (W,@,@,@',@') be a blog.


finite and u i ~ vi (i=l, •.• , n) with u. > v. for some (1 .~ j :s n), then:
J J

n n
IT S u. > IT S vi
i=l 1 i=l
n
Hence if vi:S 0 (i=l, . .. , n) and IT v. =0 then V.
1
(i=l, ... , n)
i=l@ 1


Proof. The first assertion follows from Lemma 4-11 by an obvious iteration, and the
second follows by then taking u
1
= = u
n
0.

Finally, the following result will be useful when we discuss conjugation later.

Lemma 4-13. Let (W,Ql ,S,Ql' ,@') be a blog. For each xe:W, define x*e:w as follows:

~'~ -1
If x is finite then x x

If x then x;': = ~

't.';
If x +00 then x =

~': ~';
Then: (i) "of x e: W, x @x = x S x
0 if x is finite and otherwise.

)'; ,'~
(ii) "of x e: W, x @' x = X S· x
0 if x is finite and +00 otherwise.

(iii) "of x, y e: W, the following relations are all equivalent:

x ~ y, x
,;
S Y ~ (IJ; y @ x
,;
~ 0; X @' Y
{, ? (IJ; y
* @' x ? 0
Proof. Relations (i) and (ii) follow directly from the definition of a blog. Hence
{, ~'; 1: ,,;
we may write: x S x = x S x -{' 0 ~ X @' X = X S· x (4-3)

Now if x? y, we may left-multiply by x to give:

x @Y"iX Sx
~ 0 (by (4-3))
{,
Conversely, if X @Y ~ 0 we may left-multiply by x to give:

x S· (x'; @ y) .:i x (4-4)


However, X @'(x'; S y) ~ (x S· / ) @ y (by Proposition 4-2)
~ (IJ S y (by (4-3) and (2-9))
=y (4-5)


Evidently, (4-4) and (4-5) imply x>.-y. Hence x;:;' y if and only if
The equivalence of the other relations is proved similarly.
5. THE SPACES En ANDJ'f.rnn

5-1. Band-Spaces

Let V = (V, $, 9) be a belt. Let T = (T, $) be a given system and let there
be defined a right-multiplication of elements of T by elements of V, that is to
say a binary combining operation 9 such that X,A with x 9 A e: T for each pair
x e: T and A e: V. We shall say that (T,ED) (or just T) is a right band-space,
or briefly a space (~ (V, $, 9) or briefly ~ V) if the following axioms
hold:

Sl: (T, $) is a commutative band

S2: 'f x e: T and 'f A, lJ e: V, (x 9 A) 9 lJ =x 9 (A 9 lJ)

S3:

S4:
'f

'f
x, y e: T and

x e: T and 'f A,
'f A e: V,

lJ e: V,
(x $ y)

x 9 (A $
"A
lJ)
(x 9 A) $ (y

(x 9 A) $
" A)
lJ)
(x "

Such spaces, then, play the role of vector-spaces in our theory. We have
followed the usual algebraic practice of using the same symbols $ and " to
denote op~rations within V, within T and between T and V. We assume further:

S5: If V has an identity element ¢ then:


'f x e: T, x 9 ¢ =x
A subspace is of course a subset of a space which is itself a space over the
same belt V under the same conbining operations. The following results are
immediate deductions from axioms Sl to S4 and the general arguments of Section 2-5.

Proposition 5-l. Let (V, $, 9) be a belt. Then (V, $) is a space over (V, $, 9).
If (T, $) is an:/: space over (V, $, 9) then (V, $, 9) has a representation as a


belt of endomorphisms of (T, $). Finall:/: if (W, $, 9) is a sub-belt of (V, $, 9)
then (T, $) is also a space over (W, $, 9).

As a non-trivial example of a space, let V receive the principal interpretation:


(V, $, 9) is (R, max, +). Let (T, $) be (RR, max), ie the set of all extended
real-valued functions of one extended real variable. For f e: T and A e: El define
f 9 A as the "vertical translation" of f by A, ie. (f 9 A) (x) = f(x) + A. Then
(T, $) is a space over (V, $, 9).

If (S, $) and (T, $) are both spaces over V, we shall call a homomorphism
g: (S, $) ~ (T, $) right-linear (over V) if it satisfies:

v x e: S and V A e: V, g(x 9 A) = g(x) 9 A (5-1)


41

The set of all right-linear homomorphisms of (S,~) to (T,~) over V will


be called Ho~(S, T). Using familiar arguments, we easily establish the following.

Proposition 5-2. Let (S, ~), (T,~) be given spaces over a belt (V, ~, @). Then
(Ho~(S, T),~) is a commutative band when ~ is defined as in (2-2). •

5-2. Two-Sided Spaces

If (V, ~, @) is a belt and (T, ~) a given system, let there be defined a left-
multiplication of elements of T by elements of V, that is to say a binary
combining operation @ such that A&x € T for each pair A € V and x € T.
It is clear that we may formulate "left" variants of Sl to S5 and define
thereby the axioms of a left band-sEace (over V). All the arguments of Section 5-1
obviOUSly then go through mutatis mutandis. In particular, we may define left-linear
homomorphisms of left band spaces by analogy with (5-1).

As an example of a left band space, let (T,~) be the set of all extended
real-valued functions of one extended real variable, under max, and let (V,~, &)
be the belt of all monotone non-decreasing extended real-valued functions of one
extended real variable, under max and composition. For A € V and f € T define
A&f € T as a function such that (A & f) (x) = A(f(x)) for all extended reals x.
Then (T,~) is a left band-space over V.

The following easily established result gives a further example.

Proposition 5-3. Let (T,~) be a right band-space over a belt (V,~, @). Then

(Ho~(T,T), ~, @) is a belt when ~ is defined as in (2-2) and @ denotes composition;


and is a left band-space over this belt when for each g T) and


(T,~) € Ho~(T,

X € T we define g & x to be g(x).

Notice that we shall allow only the epithet "right" to be tacit: "space",
without further modifiers, will always mean "right band space", never "left band space"

The foregoing result leads us naturally to the following structure.

A 2-sided sEace is a triple (L, T, R) such that the following axioms hold:

Tl : L is a belt and T is a left band-space over L.

T2 : R is a belt and T is a right band-space over R.

T3: V A € L, V X € T and V \1 € R:

A & (x & \1) (A& x) & \1 (5-2)


42

Evidently (5-1) is the particular form of (5-2) for the 2-sided space

(H0IDy (S, S), s, V).

As an easy consequence of the axioms Tl to T3 and the general arguments of


Section 2-5, we record the following result.

Proposition 5-4. Let L, R be belts and T a commutative band. Then the


following statements are equivalent:.

(i) (L, T, R) is a 2-sided space.


(ii) T is a right band-space over R and L has a representation
as a sub-belt of (HoIJlR (T,T), Ql,Iil).

For a given 2-sided space (L, T, R), axiom S3 implies that right-
multiplication by an element of R constitutes an endomorphism of T, and so is
isotone. Similarly, left-multiplication by an element of L is an isotone function
on T to T. Then the following principle of isotonicity for 2-sided spaces follows.

Proposition 5-5. Let (L, T, R) be a 2-sided space. Let K consist of the

identity mapping iT together with the addition Ql (defined on T2 to T), all

translations of T, all left multiplications of T by elements of L and all

right multiplications of T by elements of R. Then K, the composition algebra

generated by K, consists entirely of isotone functions. Moreover, if T is

actually a belt then we may adjoin its multiplication to K and K will still


Iil

consist entirely of isotone functions.

We remark that any right band-space or left band-space may be construed as a


2-sided space by supplying the missing belt in the form of a one-element belt
containing only the identity mapping. Hence the above proposition implies an
isotonicity principle for these structures also.

5- 3 • Function Spaces.

Let El =
(E l , Ql, Iil) be a given belt. An important class of spaces over El
is the class of function spaces, that is to say spaces in which the commutative band
(T, Ql) is actually the commutative band «E l ) U ,Ql) of all functions from some given
set U to
El , with addition defined as in (2-2). Such spaces are naturally
2-sided since for f £ (E l ) U and A £ El we may defined f S A, A Iil f £ (El)U
respectively as functions such that:
43

\ (f 61 A) (x) f(x) 61
v X I': U,
l (A 61 f) (x) = A 61 f(x)

Axioms Tl , T 2 , T3 are readily verified for the 2-sided space (El,(El)U,E l )


and so the representation and isotonicity properties implied by Propositions 5-4
and 5-5 hold good.

When discussing function spaces over a belt El , we shall often call the
elements A I': El scalars. The multiplications f ~ f S A and f ~ A S f
will then be called (right) scalar mUltiplications and left scalar multiplications
respectively.

The system (RR, max) considered as an example in Section 5-1 is of course a


function space and function spaces of this sort arise in the applications discussed
in Section 1-3; indeed our aim in developing a basic formalism in such general
terms is to embrace these applications in future publications. In the present
publication, however, we shall be concentrating upon function spaces where the
set U is finite. Such a space (T,~) thus takes T as (E)n for some
1
integer n ~ 1, but for convenience we shall write E instead of (El)n. Evidently
n
1
El itself is formally identical with (E l ) . Our spaces En are thus spaces
of n-tuples.

Elements of E will generally be denoted by underlined lower-case letters, thus:


n
x I': E The value taken by the function x I': En at a particular integer
n
j(l ~ j ~ n) is of course the j th component of ~, denoted by {~} j. This latter
notation is useful for extracting the jth component of an n-tuple defined by a
formula as in eg.: {~ ~ (A S b)) ..
- J

Related to the spaces of n-tuples over El are the spaces of matrices, defined
as follows. Let m, n ~ 1 be given integers. By an (m x n) matrix (over E l )
we understand (as usual) a rectangular array of elements of El arranged in m rows
and n colurrms:

r:
u
• ::: • :'"1
ml' mn

If m n, we shall speak of a square matrix (of order n).

Notations such as A or [a ..
- lJ
1 will be used to denote matrices in the usual
way, and the notation {~) ij will mean: the element in row i and colurrm of
matrix A. Thus A I-{A}. ]
- - lJ
and J} ..
{[a ..
lJ lJ
a ...
lJ
44

By ~mn we denote the set of all (m x n) matrices over El' If ~E~


and BE'''' then A = B if and only if m = p, n = q and {A},. = {B},. for all
vl,pq -- - 1J - 1J
i=l, •.. , m and j=l, ... , n.

Evidently if
-AE,A/
v'lrnn and U is the set of mn index-pairs (1,1),.,., (m,n)
then A can be considered to be formally identical ,.ith the function hA:U'" El
defined by:

h A: (i,j) ... {A}, ..


_ - 1J

In this way "1. mn can be considered formally identical with

The algebraic operations ~, ® can be extended from El to matrices over El


by analogues of the usual definitions for matrix sums and products, as prGlPosed
independently by quite a number of authors publishing in different contexts and
notations (eg. [6 J, [llJ, [17J, [22J,):

is by definition:

(5-3)

" ra
I.e ij
] E''''
vl.rnp' l!rb ij ] E.M
v'(pn' La ijJ @ r~b1'J:-lisbYdefinition

(5-4)

Evidently, by identifying En as Jt(nl' we obtain from (5-4) a definition of


left-multiplication of n-tuples by matrices. As for conventional matrix algebra,
multiplication of matrices is in general not commutative even if multiplication is
commutative for El .

If ~ EV¥mn and ~ EJ,{yq we shall say that ~ and ~ are conformable for addition
whenever both m = p and n = q; and conformable for A @ B whenever n = p. The
use of the same synilols for operations in both El and I/il mn parallels standard
algebraic practice.

Throughout the rest of the present publication, the notations En and tJ( mn
will be used with the meanings defined above, and the definitions will not be
repeated. When El is a blog, we shall adapt the use of the word "finite" to
apply to En and:llf. mn also - specifically, an n-tuple or matrix will be called
finite if all its elements are finite.
45

5-4. Matrix Algebra

We have not yet formally identified the structures formed by the sets vIl{rnn
and before doing so it is useful to establish a particular form of words in order
to economise on ,~erbiagewhen in future chapters we examine other matrix structures.
So let the letters ~ ,.1> be used in a given context in such a way that for given
integers m, n ~ 1 the notations ~rnn' irnn represent classes of (m x n) matrices
over a given belt V. (Thus in the present chapter the use of the letter c.){ in
this way has been introduced with V = El ). By the (' ,13, V) - hom - rep statement
we shall mean the following statement:

For all integers m, n, p 3- 1: (~rnn,Gl) is a commutative band and


(jnp,Gl) is a function space over (V, Gl, S); for each ~ E ~rnn the
left-multiplication gA: ~ I-t ~ S ~ is a right-linear homomorphism
of c.$ ,Gl) into (j- ,Gl) over V and is therefore isotone; the
~ ~ ~
mapping '[: ~~ gA is a representation of (~m ,Gl) as a commutative
sub-band (;(,rnn,Gl)- of (HOIDy(j,np'j,mp)' Gl); in particular if m =n
then (~ ,j ,V) is a 2-sided space and '[ is a representation of
the belt n~ ~:~Gl,S) as a sub-belt (.;{1nn,Gl,S) of (HOIDy(.$np..!np),Gl,S).

Theorem 5-6. Let El be a belt. Then the (~,.)(,El) hom-rep statement is true.

Proof. The demonstrations that (~n'~' S) is a belt, that (~rnn'~) is a


commutative band and that (J(np' Gl) is a left band-space over the belt (./J{nn' Gl, S),
consist of direct verifications of the relevant axioms, using the definitions
(5-3) and (5-4). Apart from axiom X3 (whose verification is trivial) the
verifications are classical. For exa~le, associativity of matrix multiplication
follows from distributivity, associativity and additive commutativity of El .

To construe (vtnp' Gl) as a function space over El we notice that if J( np


is considered formally identical with the set (El)U of functions from the index-set
U = ((1,1), ... , (n,p)) to
El , then the operation Gl defined as in (2-2) coincides
with that in (5-3), so the commutative bands (J(np' Gl) and ((El)U, Gl) may be
considered formally identical also. We then define scalar multiplications by:

J
The fact that gA is a right-linear homomorphism follows from the classical
verification of the following identities:
46

A8 (~ 8 A) = (A 8 B)

Finally the fact that T is a representation follows by the general arguments


of Section 2-5.

Let us define a left ~m-multiplication to be a left-multiplication using a

matrix from tJJtqm' and similarly, we defirre a right-{r -multiplication. An JiIlU'l-


translation is a function f: J[~~ such that there exists ~ e:J(1IU'l whereby

f(!) = ~ $! for all !e:~.

The following result follows immediately from Theorems 5-5 and 5-6 and
Proposition 2-3.

Proposition 5-7. Let $, 8) be a belt and let K consist of the following

functions (as applied to together with all left and right scalar

multiplications, all left nn-multiplications and

all lIU'l-translations. Then K, the composition algebra generated by K, consists

entirely of isotone functions. Moreover, if m = n, we may adjoin the function

8 to K and the foregoing statement remains true.

Propostion 5-7 embodies what we may call the principle of isotonicity for matrix

operations.

The commutative band (J/fnl' @) is of course formally identical with the commutative
band (En' $). According to Theorem 5-6 ,En is not only a function space over EI ,
but also a space over ~nn' We see here, of course, the classical role of matrices
as linear transformations (endomorphisms) of spaces of n-tuples, and we shall be
looking more closely later at the properties of these transformations.

Finally it is clear that the system (~l' @, 8) is formally identical with


(E I , $, 8), for any belt EI • This follows directly from (5-3), (5-4) for
m=n=p=l.

5-5. The Identity Matrix

The results of the previous section show that there are extensive formal
similarities between the properties of matrices in minimax algebra and those in
conventional matrix theory.
47

However, the existence of a multiplicative identity element for El (axiom XS)


M
does not yet imply the existence of such an element for the belt .v"(,nn' As the
following theorem shows, we must also require El to possess a null element, i.e.
to satisfy:

XIO 3 eEE l such that for all x EEl:

x ED e = x and x 8 e = e 8 x = e.

Theorem 5-S. Let (E l , ED, 8) be a belt. Then a necessary and sufficient condition

that the belt nn' ED, 8) (n > 1) satisfy axiom Xs is that (E l , ED, 8) satisfy

both axiom Xs and axiom XIO ; and then n,ED, 8) satisfies axiom X IO also.

Proof. Sufficiency is straightforward: if satisfies Xs and XIO then the


(n x n) "identity matrix" In whose diagonal elements all equal (il and whose
off-diagonal elements all equal e, is easily verified (from 5-4) to act as a
left and right multiplicative identity in "'1.nn; and the "null matrix" !n , all
of whose elements equal e, has the properties of a null element (axiom XIO )'

Conversely, suppose x = [x .. £ . hJ
- . 1] vlnn J
is a left and right identity element in
l},f • Let U E. AI have all its elements equal to a given arbitrary UE El • Then:
vlnn - vlnn

u = {X 8 U} ••
- - 1]
= (i,j=l, ••• ,n)

Since u is arbitrary, this demonstrates the existence of a left identity


n
= L ED
r=l
x.1r in and the existence of a right identity follows similarly. Hence

El has a (necessarily unique) two-sided identity element (il (say) and Xs is verified.

Now let y E~nn have diagonal elements all equal to (il and off-diagonal
elements all equal to a given arbitrary u EEl' For i # j we have:

n
u = {X- 8 V} ••
- 1] ( L ED x. ) 8 u
1r
r=l
r#j

whence by (2-1), xij ~ u

But u was arbitrary. Hence every off-diagonal x .. is equal to (necessarily


1]
the same, unique ) e such that e ED u = u for all U EEl' Hence for all i=l, ••. ,n:
48

n n
L IP
r=l
x.l.r = x l.l.
•• IP L IP
r=l
x.l.r = xii (p 0 = x l.l.
••

rj!i
n
But we had already sho~ that
r=l
L IP x.
l.r
= (6. Hence xii = (6 for all i=l, ••• , n,

so X has diagonal elements equal to (6 and off-diagonal elements equal to 0

Now let ~ E~n have, for given i and j, the element in row i, column j
equal to a given arbitrary u E El and all other elements equal to a given arbitrary
Then:
n
u = {X- 9 W}..
- l.J = \~! 09 v} $ «6 9 u) = (0 9 v) $ u

r#

Hence (6 9 v) $ u = u for arbitrary u, and so (6 9 v) equals 0 by the uniqueness


of 6. Similarly v 9 6 = 6 for arbitrary v EEl' Hence XIO is verified for El •

Corollary 5-9. If El is a blog, then the belt

is a division belt then ~nn(n ~ I} does not satisfy Xs unless either n = 1 or

El = {(6}.

Proof. If El is a blog then by Proposition 4-1, El satisfies Xs and XIO and


hence by Theorem 5-S, so does LAlnn' If El is a division belt then ~ll is
isomorphic to El and hence satisfies XS' AI nn trivially
If El = {(6} then Iv'l
satisfies Xs and XIO for all n ~ l.

If El j! {(6} and n > 1 then ~nn cannot satisfy XS' For by Theorem 5-S
this would imply that El satisfied axiom XlO ' contradicting Corollary 4-9. •
The notation .!n for the (n x n-) "unit matrix" or "identity matrix" used in
the above proof will be standard in subsequent contexts. (If, n=l, define .!n = [(6J ).

5-6 • Matrix Transformations.

We can now discuss a question which arises naturally in connection with the
concepts introduced earlier in the chapter. In conventional linear algebra, we
can characterise linear transformations of vector spaces entirely in terms of
matrices: is the same true in the present theory? In other words, is vh(mn
isomorphic to' (E, E) for all integers m, n ~ I? The following results
Ho~
1 n m
give necesarry and sufficient conditions for this to be the case.

Theorem 5-10. Let El be a belt which satisfies axioms Xs and XIO • Then for all

integers m, n ~ 1, v¥.mn is isomorphic to HomEl(En , Em}' and the representation


49

mn as a commutative sub-band :t:...../Jf.mn


is faithful for all integers m, n,p ? 1, and surjective for p = 1.

Proof. First let p = 1, and let ~(j) E~l(j=l, ... ,n) be the jth column of
I the (n x n) identity matrix. Arguing exactly as in elementary linear algebra
-n
we can show that the action of any g E HomE (J.fnl' J1. ml) on ~ nl coincides
with the action of the left-multiplication g~ where A is the matrix given by:

{~)ij = {g(~(j))}il (i=l, ... ,m; j=l, ... ,n) ( 5-5)

Hence T : ~4 gA is surjective of J1 mn onto HomEl (~l' J{ml)'

Moreover, if ~, ~ EJVmn are different then their action on some ~(j) will
be different, i.e. gA ~ gB' showing that T is injective. Hence vAt mn is

isomorphic to HO~:(J1nl~J1ml) and so to HO~l(En,Em)'

If P > 1 and~, ~ E J.(mn are different, let ~ E ~np have as its first


column some ~(j) for which A e ~(j) ~ ~ e ~(j). Then A e C ~ B e ~, ie .

gA ~ gB and so T is injective, i.e. faithful.

Corollary 5-11. Let El be a belt, and let n > 1 be a given integer. Then a
necessary and sufficient condition that for

all integers m ~ 1 is that El satisfy axioms Xs and X10 '

Proof. The identity mapping iE belongs to, and acts as multiplicative identity
n
element in, the belt HOID- (E, E). So for the isomorphism to hold when m = n
Ll n n 1M
in particular, it is necessary that the belt v'lnn also have a multiplicative
identity element which implies by Theorem 5-S that El should satisfy axioms

Xs and X10 '

The sufficiency follows from Theorem 5-10.

In the light of Corollaries 5-9 and 5-11, we see that the isomorphism of J(mn

and HOID- (E , E ) holds when is a blog but fails in general when
Ll n IT.
division belt. In the latter case is not surjectiye since no matrix can supply
the identity mapping. However, we shall see later when we consider residuomorphisms
in Chapter 10 that T is faithful for a class of belts which includes the division
belts.
50

5-7 • Further Notions

Let (V,~, 8, ~I, 81 ) be a belt with duality. We shall say that a space
(T,~) over V has a duality if:

DI : A dual addition ~I is defined whereby (T,~, ~I) is a commutative


band with duality.

D2 : (T, ~I) is a space over the belt (V, ~I, 81)

Further definitions may be made in the obvious way of left-band-space with duality,
two-sided space with duality and so on, and dual forms obtained of the results of
the present chapter.

If V is a belt with duality then the duality can be extended to any function
space over V by dualising the definitions of ~ and scalar multiplication in the
obvious way.

Another topic in the classical spirit which we shall consider later concerns
characterising of those matrix transformations which hold certain spaces fixed. We
lay the groundwork for this now. Accordingly, let (S, ffi) and (T, ffi) be given
spaces over a given belt (V, ffi, 8). Let 5<=S and ieT be given. Then we
define:

Stab V(5, i) = {gig £ Homy(S, T) and g(s) £ i for all s £ 5} (5-6)

It is straig,hforward to verify the following results, which extend Propositions


5-2, 5-3 and 5-6, and Theorem 5-10. (The isomorphisms noted at the end of Proposition
5-13 follow from Theorem 5-10).

Proposition 5-12. Let (S, ffi), (T, ffi) be given spaces over a given belt (V, ffi, 8),
let (T, ffi) be a commutative sub-band of (T, ffi), and let S be a subset of S.
Then (StabV(S, T), ffi) is a commutative sub-band of (Homy(S, T), ffi) when ~ is
defined as in (2 2). If moreover S = T and ~ - T
then (StabV(T, ffi, 8) is T),
a sub-belt of (Homy(T, T), ffi, 8) when 8 denotes composition; and (T,~) is a
T) T


left band space over this belt when for each g £ Stabv(T, and each x £ we
define g 8 x to be g(x).

Proposition 5-13. Let (E l , ffi, 8) be a belt with a sub-belt (F l , $, 8). For any
integers m, n, p '71 let A such that
{~}ij E FI (i=l, ... , n; consist of all (mxn) matrices
mn
A such that the left-multiplication defined by gA: ~ H~ 8 ~,

satisfies: --~~~~-----------
51

Then the (~cp, Fl)-hom-rep statement is true. Furthermore, if El satisfies


axioms Xs and XIO then for all integers m, n > 1:

( ,j~ ~) is isomorphic to
Vrmn'

(~n' ~,s) is isomorphic to (Stab E (F , Fn ), ~, S),


1 n

W~n'~m are respectively the spaces of n-tuples and m-tuples over Fl , ...
6. DUALITY FOR MATRICES

6-1. The Dual Operations

If (El'~' @, ~', @') is a belt with duality then the duality may be
extended to the algebra of matrices over El by using the dual operations ~', @'
instead of ~, @ in (5-3) and (5-4). Thus:

v [a ij], D:l ij 1 eJf.rnn' [a ij] ~. [b ij 1 is by definition

(6-1)
[a ij ~. b ij ] e~

V [a ..J e.N
- 1.J Vtrnp
.. J eM,
, [b 1.]' I/'(pn
[a 1.j-'
.. 1 @' ..J
[b 1.J is by definition

(6-2)

The expressions conformable for ~. and conformable for A @' B will be used in the

obvious way.

Evidently, the dual of Theorem 5-6 holds, which together with Theorem 5-6
itself yields the following:

Proposition 6-1. Let (El'~' @, ~', @') be a belt with duality. Then

~, @, ~', @') is a belt with duality, for any integer n ~ 1. Moreover

~,~') is a function space with duality over El , and also a space with

duality over the belt nn' ~, @, ~', @') for any integers

The duals of the various statements in Proposition 5-7 evidently hold, and
m, n ".1.

with the obvious appropriate definitions of left dual~mm-multiPlication, right
dual'v~nn AJ -translation, we can develop the principle
AJ -multiplication and dual·vrLmn _
of isotonicity for matrix operatio~n~s~w~i~t~h--d7u-a~1~1.~·ty~~ernbodied in the following result.

Proposition 6-2. Let (El'~' @, ~', @') be a belt with duality and let K consist
of the following functions (as applied to ron):~' ~'ti~rnn' together with all
left and right scalar multiplications and dual scalar multiplications, all left./l{ mm
-multiplications and left dual rom-multiplications, all right nn-multiplications
and right dual nn-m~ltiplications and all rnn-translations and dual ron
translations. Then K, the composition algebra entirely


of isotone functions. Moreover, if m - n, we may adjoin the functions 8 and 8'
to K and the foregoing statement remains true.
53

6-2. Some Matrix Inequalities

The following theorem lists some basic "mixed inequalities" which will be
useful in matrix manipulative work. We use the notation' {X} .. , with i, j
- 1J
undefined, to denote any typical element of a given matrix ~, and the notation

'--1 ' means "when the matrices are conformable for the relevant operations".

Theorem 6-3. Let El be a belt with duality. Then the following inequalities
hold for the matrices over El :

(i) ~ Ql (r Ql' ~) ~ (~ Ql r) Ql' (~ Ql ~) -1


(ii) ~ Ql'(r Ql ~) ~ (~ Ql' r) Ql (~ Ql' ~) -1
( iii) ~ 8 (r Ql' ~) ~ (~ 8 r) Ql' (X 8 ~) -1
( iv) (r Ql' ~) 8 ~ ~ (r 8 ~) Ql' (~ 8 ~) -1
(v) X 8' (r Ql ~) ~ (~ 8' r) Ql (~ 8' ~) -1
(iv) (2: Ql ~) 8' X ~ (r 8' ~) Ql (~ 8' ~) -1
Moreover, associative inequalities X12 hold in general for matrices over El , i f

they hold for J¥.ll:

~ 8 (r 8' ~) ~ (~ 8 2:) 8' ~-1

In particular, inequalities X12 hold if El is a division belt or a blog.

Proof. Relations (i) to (vi) are direct consequences of Lemma 2-7 and the fact that
multiplications, translations and their duals act as homomorphisms.

To prove inequalities X12 ' assume that the inequalities X12 hold in ~ll
(i.e. in El ) and consider:

{X 8 (Y 8' Z)} •.
- 1J
= rIQl({X}'
- 1r
8 {Y 8' Z} .)
- - r]
= rIQl ({X}. 8 IQl'({Y}
- 1r s - rs
8' {Z} .))
- sJ
We now apply the principles of opening and closing developed in Chapter 3. Opening
w.r.t. the index s:

'Is, {~8 (Y 8' Z)} .. ~ IQl ({X}. 8 ({y} 8' {Z} .)) (6-3)
- - 1J r - 1r - rs - sJ

Now, X12 applied to V¥ll gives for all r, s that:

{X}. 8 ({Y} 8' {Z} .) ~ ({X}. 8 {y} ) 8' {Z} .


- 1r - rs - sJ - 1r - rs - sJ

Closing w.r.t. the index r:


54

(6-4)

But from (2-17):

(Lr$ ({X}.
-
S {y} )) 8' {Z} . ~ L~ «{!}ir S {!}rs) S' {~}sj)
- rs - S]
(6-5)
~r r
But the express ion on the left-han d side of (6-5) is just:

Hence, from (6-3), (6-4) and (6-5):

Closing w.r.t. the index s:

{X S (y S' Z)} .. ~
- - -~]
L
s~'
({X S y}.
- - ~s
S' {Z} .) = {(X- S y) S' !}'j
- S] - ~
This implies the first half of X and the second half
12 is proved similar ly. Now
axiom X holds for E if E is blog (by Proposi tion 4-2)
12 or if El is a divisio n
1
belt (which has a self-du 1 . '
al associa tive multipl ication operat~ on). Hence ~n both
these cases axiom X12 holds for El and so for ~ll which
is isomorp hic to El · tt
In manipu lative work, it is useful to have a mnemonic
to save looking up each
relation in Theorem 6-3 separat ely. Here is one:

Let a,a be two algebra ic express ions such that a = a would hold as an identit y
valid for any belt, if all accents were dropped , i. e.
if in both a and I! all
occurre nces of ~', 8' were replace d by ~, 9 respect ively.
If the occurre nces of
~, (resp.9 ') lie deeper in a than in a, then a ~ a identic ally.

By saying than an occurre nce of e.g. ~, lies deeper in


a than in a, we mean
that there are more unmated left-han d bracket s to the
left of it in a than in a.
As an illustra tion, the express ion ! 9 (! 9'~) and
(! 9 !) 9' ~ would (by the
associa tive law) become identic ally equal in any belt
if the accents were dropped .
But in the express ion X 9 (y S' ~), the occurre nce of
9' is at "depth one", whilst
in the express ion (! 9 X) 9' Z it is at "depth z,ero".
Hence the first half of
X12 holds.

Again:

holds identic ally in any belt. In the express ion X 9' (! ~ ~), the occurre nce
55

of Il' is at "depth zero" whereas in the expression

(x Il' Y) ~ (X Il' Z)

both occurrences of Il' are at "depth one". Hence inequality (v) holds in
Theorem 6-3.

We put the above rule forward purely as a mnemonic. Obviously, in more formal
dress, it could be promoted to a metamathematical theorem, but there seems little
motivation for this in the present context. As it stands, the mnemonic is intended
for application to Theorem 6-3 only and cannot, without further refinement, be
applied generally.
7. CONJUGACY

7-l • Conjugacy for Belts


In conventional linear operator theory, there are two common starting points
for a theory of conjugacy. One approach, which one might call the functional
conjugacy approach, defines the conjugate of a given space S as a certain set ~of

(linear, scalar-valued) functions defined on S. The other, which one might call
the axiomatic conjugacy approach, defines a certain involution x ~ x * on the elements
of S, subject to certain axioms. It is characteristic of the classical theory of
linear operators that these two definitions give rise to the same structures in
certain important cases.
A similar, if rather more complicated, situation arises in minimax algebra.
In the present chapter we make our first excursion into the theory of conjugacy for
minimax algebra, beginning with a discussion of axiomatic conjugacy for belts and
matrices over a belt.
Accordingly, let (V, @) and (W, al') be given commutative bands.
We shall say that (W, al') is conjugate to (V, al) if there is a function
g: V" W which satisfies the following axioms:
Nl : g is bijective
N2 : ¥ x, y s V, g(xaly) g(x)al'g(y)

In particular, if (V, al, al') is a commutative band with duality, we shall say that
(V, @, @') is self-conjugate if (V, @,) is conjugate to (V,@).
In the language of lattice theory, conjugate commutative bands V and Ware just
semi-lattices and g is a semi-lattice anti-isomorphism. Evidently, V and Ware, as
partially ordered sets, isomorphic to each others dual, and the inverse bijection
g-l is also an anti-isomorphism. Hence conjugacy is a symmetric relation, and if U
and Ware both conjugate to V, then U and Ware isomorphic.
We are, of course, less interested in this completely trivial situation than in
that in which some algebraic structure is present. So suppose now that the systems
V and W have the further binary combining operations 3 and 3' respectively, such
that~, al, 3) and (W, @' 3') are belts. We shall say that (W, al', 3') is conjugate
to (V, @, 3) if axioms Nl , N2 and N3 hold, where axiom N3 is:

g(x 3 y) = g(y) ~, g(x).

In particular, if (V, al, Qa, @', Qa') is a belt with duality, we shall say that
(V, al, ®, $', 3') is self-conjugate if (V, $', ®') is conjugate to (V, @, ®).
Evidently the bijection g satisfies N3 if and only if its inverse g-l satisfies
N; (with g-l in the role of g). And since it is entirely a matter of convention
which of the additions @ and $' we call "dual" addition, it is evident that conjugacy
remains a symmetric relation when its meaning is extended to belts.
Furthermore, if (U, @', ®') and (W, $', ®') are both conjugate to (V, @, ®)
there exist bijections g:V ~ W and h:V ~ U such that
g(x 3 y) = g(y) 3' g(x) and hex 3 y) = hey) ®' hex)
57

from which it follows that the bijection goh-l:U + W defined by goh-l(z)=g(h-l(z))


satisfies:
V u, v € U,

Hence goh- l is an algebraic, as well as an order, isomorphism. Summarising:

Proposition 7-1. Conjugacy is a symmetric relation, and two commutative bands or


belts which are conjugate to the same are algebraically and order-isomorphic. tt
In view of the isomorphism just discussed, we can say, if W is conjugate to V, that
W is the conjugate of V. We shall denote the conjugate of a given system V (if it
has one) by the notat~on V*. Hence (V*)* V. Examples of belts having a conjugate
are given by Systems 7 to 12 from the table of Fig 4-2, which are conjugate to
Systems 13 to 18 respectively.
Let V, V* be conjugate, and let x ~ V, ys V. Just as in conventional linear
operator theory, we shall henceforth employ the notation x* (rather than g(x))to
denote the element of V* corresponding to x under the bijection, and the notation
y* (rather than g-l(y) to denote the element of V corresponding to y under the
bijection. Thus (x*)* = x. Future references to axioms Nl to N3 will assume the
axioms have been rewritten in this more symmetric notation. We shall call the
element x* the conjugate of x.
An immediate consequence of the definitions is the following:

Proposition 7-2. If V, V* are conjugate systems, then x >- y in V if and only if


x* ~ y* in V*. Similarly, x > y in V if and only if x* < y* in V*. tt
Finally, a straightforward verification yields the following result.

Proposition 7-3. Every division belt is self-conjugate, under the bijection:


-1
x* = x
and every blog is self-conjugate under the bijection:

(7-2 )
x* X-I if x is finite. tt
7-2. Conjugacy for Matrices
Given systems El , El* which are conjugate, we may extend the conjugacy to
matrices over El and E~ as follows. I f ! is an (mxn) matrix over El , then !* is
by definition an (nxm) matrix over El* such that:

{A* }. . = ({ A} .. ) * (1 ~ i ~ m; 1 :5 ~ n)
- lJ - Jl
In other words,!* is obtained by "transpos ing and conjugating".
.
Then if V is any collection of matrlces . V* to be
over El , we deflne
* *
V = {! I~ ~ V} (7-4)

EvidentlY'~n is the set of all (nxm) matrices over E~.


The following theorem shows that the "conjugacy" of sets of matrices defined by
(7-3) and (7-4) is a consistent extension of the notion of conjugacy defined in
58

Section 7-1. justi~ing the use of the notations!* and V* •

Theorem 7-4. Then so are(Jtmn.$) an~ .$' ).


for any integers m. n 1.
If moreover multiplications 8. 8' are defined for El •
~

El respectively such that (E l • $. 8). and (E~. $'. ~') are conjugate. then multi-
plications *nn respectively. for each integer n ~-l.
such that • $. Ii and conjugate. In all cases i the conjugate"""of
a given matrix! is the matrix!* defined in

Proof. Let V be the set of all matrices over El • and let g:V ->- V* be defined by
g: ! I+!* according to (7-3). It is immediately clear that the restriction of g to
"tm (for given m. n ~ 1) is a bijection. Moreover. for all i=l ••.•• 1II; j=l ••••• n;
!. 1! eJtm:
{g(A $ B)}o 0

- - lJ

({A $ B}o 0) * (by (7-3))


- - Jl

(by (5-3))

~* }loJo $'{B* }o (by (7-3))


- lJ
0

B* } 0 0
(by dual of (5-3))
- lJ

{g(!) $' g(1!)}ij

Hence g(!$~) g(!) $' g(1!).so N2 is satisfied for (I(mn' $). ~:n. $').

Now if multiplications ~. &' are defined for El • El* respectively. then they are
also defined *
for~.J(nn respectively. for each integer n ~ 1. via (5-4) and its dual.
So if N3 holds for E l • E~. we have for all i=l •.••• n; !,1! £~:

{g(A&B) } 0 0

- - lJ

(by (7-3))

*
(k=lw
l ",({!10k
n
J
~ {1!}k o

1
))
(by (5-4))

(by induction on N2 )
59

i 6

Fig 7-1: A network.


60

L""
n
(({1!.}k J
* e' l{A}'k.l)
*
k=l'" • - J

n * *
k=l
L IB' ({12 }'k 8' {~ }kJ')
~
(by (7-3)

(by dual of (5-4))

Hence g(!81!.)

So N3 is satisfied

Proposition 7-5.
for~, IB, 8), ~, IB', 8').

If CE1' IB, 8, IB', 8') is a self-conjugate belt, then




run

for all integers m, n ~ 1, and nn,lB, 8, IB', 8') is a self-conjugate belt .

7-3 . Two Exampl es


We conclude this chapter with a couple of examples, for the principal inter-
pretation, showing a possible physical interpretation of the conjugate of a matrix.
The diagram of Fig 7-1 is intended to suggest a (highly simplified!) activity
network for building a hospital. Nodes 2 3 and 4 of the network denote
construction activities, and nodes 1 and 5 are the "start" and "finish"
activity ~espectively. An arrow connecting two nodes indicates that the activity at
the head of the arrow cannot be started before the activity at the tail of the arrow
has finished. The number associated with each arrow indicates that at least that
amount of time must elapse between the starting of the tail-activity and the
starting of the head-activity (the number thus includes an allowance for the
activity-time of the tail-activity itself, as well as the delay exerted on the
head-activity by the tail-activity).
We may now analyse this network by forward recursion or backward recursion.
Under forward recusion, we assume that the date of admission of the first patient
has been specified as a target, and, in order not to tie up money unnecessarily in a
wholly or partly finished hospital standing idle, we wish to start each preceding
activity as late as possible, consistent with meeting that target.
Following the analysis of Section 1-2.3, we set up the matrix ~:

-4

[~
-1

o -2
A= o -1 (7-5)
o
61

and are led to the problem: 1 =~ 8' 1


Under backward recursion, we assume that the starting date of the project is
given, and that we wish to start each subsequent activity as early as possible. We
wish to know just how early that m~ be - in particular, when can we admit the first
patient?
Arguing along the general lines of Section 1-2.1, we evidently have to satisfY:

t. = max (a .. +t.) (i=l·; ... , 5)


1 lfj~5 1J J
where ti (i=l, ••• , 5) are the relevant start-times, and a ij now represents the
irreducible amount of time by which the start of activity j must precede the start
of activity i (and a .. = _00 if activity j does not constrain activity i in this way).
1J

In other words we have the problem:

..! = ~ ~ 1, (7-7)

where:

[~ ~l
0
A= 0
2 1 0
2 3

Evidently the! of (7-6) is the conjugate of the A of (7-8). To rationalise the


*-
notation, let us now call the matrix in (;-6) ! . Then we can say that the matrices
! and!* define the. structure of the system as we analyse it respectively forward
or backward in time.
We may generalise this. If we have a repetitive cyclic process as considered
in 1-2.1, we may specifY the earliest start-times for cycles 1,2, ••• , n, given the
start-times ~ for cycle zero, by the sequence:

! 8~, l 8~, .... , !n 8 ~


Dually, if we are given the start-times ~ for cycle n, we may specifY the
latest start-times for the preceding cycles, consistent with the given information
~, by the sequence:

, .. , (7-10)
2* * * r* (r-l)* *
(where the notation!::. denotes A 8' A and in general A = A 8' ! ).
- - *
The sequence (7-10) runs backward in time. The conjugacy ~ 80! thus has an
interesting physical interpretation in this situation, and is related to the concept
of the inverse problem in the theory of machine-scheduling ~3J.
We shall consider the relationship between (7-9) and (7-10) further later.
8. AA* RELATIONS

8-1. Pre-residuation
Let El be a self-conjugate belt. We shall s~ that El is pre-residuated if it
satisfies the following axiom X13:

X13: If JCE l is a finite set of elements, then:

x 8 [ I .' (a8'a* )]
a£J
>, x
} (8-1)

The reason for choosing the term pre-residuated will emerge in Chapter 9.

Theorem 8-1. Let El be a pre-residuated belt. Then El satisfies:

If JC El is a finite set of elements, then:

¥X £ El • [L .(a8a*)]8'x ~ x
&£J (8-2)

~: Applying Proposition 7-2 to the second half of' axiom X13' we have:

* x*
(x 8 [L .' (&8' a*)] ) ~
&£J
Le. [L *
It (a8a )] 8'x* f x *
a£J

But x was aTbitrary, so (since * is a bijection) we


, m~ write x * for x, to give the
first half of X13 • The second half is proved similarly. •

interchange a and a * throughout


,
We remark that, since * is a bijection, we ~
X13'
x13 •

Theorem 8-2. All division belts. and all bloss, are pre-residuated. In particular,
the principaJ. interpretation, andthe3-elementblog (3) ,arepre-residUated.

~. Proposition 7-3 has aJ.ready established that all division belts, and all blogs,
are self-conjugate. So let J be a finite subset of a division belt or blog El , and
let a £ J, x £ El be arbitrary.
If El is a division belt, then a *8'a =~ by (7-1).
I f El is a blog, then a 8'a * =~ or.... by (7-2) and Lemma 4-13.
Hence in all cases J JEt ' (a*8'a) >, rJ and the first half of axiom X13 follows by (2-9).

The second half is proved similarly. •


In the following result, we recaJ.l that the symbol ' ..... ' appended to a matrix
ideetity or relation, means "when the matrices are conformable for the relevant
63

operations" •

Lemma 8-3. Let El be a pre-residuated belt and J a given finite set of matrices
over El • Let X be an arbitrary matrix over El • Then:

Proof. We prove first.s 8 ! ~ ! -1 Now {o


.:3<
@ X} .. is by definition:
- ~J

o {X} .)-l
- sJ

where r A, s are row indices for!,! respectively.

Opening w.r.t. the index s we have:

Taking in particular s=i:

This proves .s 0 !

Corollary 8-4.
for each integer n
~ ! ~ and the remaining cases are proved similarly.

If El is a pre-residuated belt, then~n is a pre-residuated belt


1.


~

Proof. Follows immediately from Proposition7-5and Theorem 8-3.

8-2 • Alternating AA * Products


We now prove a number of identities and inequalities involving an arbitrary
matrix! and its conjugate!* , over a pre-residuated belt in which axiom X12
(Section 4-1) is also satisfied.
Theorem 8-5. LetEl: be a pre-residuated belt satis:f'ying_~xiom X12 and! an arbitrary
matrix over El • Then the products:
! 0 (!* 8' ~); ~ 8'(!* 8 ~); (~0' !*) @ A;
64

alwa;ys exist, and are all eCJ.ual to A. Similarly the products

* o * * * o -A* ,. * 0' ! *
! (A 0' A*)'
- - ' .! 0' (! 0 ! ); (! 0' !) (! o !)
always exist, and are all eCJ.ual to ! * .

Proof. I t is evident that the matrices A, .!


* are conformable for all these products.

Moreover: A 0 (A* 8' !) ~.! (by Lemma 8-3)

But A0 (l 0' A) ~ (.! 0 ! * ) 0' ! (by axiom Xl2 in Theorem 6-3)

~ A (by Lemma 8-3)

Hence A 0 (A* 0' !) = !, and the remaining results follow similarly and dUally..
Theorem 8-6. Let EI be a pre-residuated belt satisfYing axiom X12 , and A an
arbitrary matrix over Er Then:

* * A 0 A*
(.! 0 A ) 0' (.! 0 ! )
*
*
(.! o !) @' (! o A) = A* @A
* *
(.! 0' !*) 0 (.! ~' !)=! ~, !
(.!* S' !) 0 (A* 0' !)= ! * 0' !

The relevant products always exist.

Proof. It is evident that .!,!* are alwa;ys conformable for the given multiplications.
* * * (by Lemma 8-3)
Now, (! 0 ! ) 0' (.! 0.! ) ~ (! 0 ! )
On the other hand:
* * o A*
(! 0.!) :il ((! ~ A ) 0' !) (by axiom Xl2 in Theorem 6-3)

= A 0 A* (by Theorem 8-5)


Hence (.! 0 A* ) @' (! @ A* ) = A @ A* and the remaining results follow similarly and
dually.

Let us now write a "word" consisting of alternating occurrences of the letters


A and ! * , starting with either, the case of one single letter being allowed. For
example:

AA * A* A A* A * * *
!.! AA !A
*

If the word consist of k > I letters, let us insert (k-l) alternating occurrences
of copies of the symbols ~ and ~', starting with either, the case of one single
insertion being (necessarily) allowed. For example:
* * * * *
A ~, A* A ~ A ~, A ! A ~ A* fil' A fil A fil' Afil!
Let us finally insert brackets in any arbitrary wa;y so as to make a well-formed
algebraic expression. For example:
A ~, A* ,'A* * * * *
- fil (! ~, A ) ; A* ((! 19 (.! fil' A) ) 0 (A ill' !)) 19 A
65

Any algebraic expression which can be constructed in this way will be called
an alternating ~A *-product. Let us classifY these expressions as follows.

If an expression contains an odd number of letters (~ or ~* ) we shall say that it


is of type ~ if it begins (and ends) with an A, and that it is of type A* if it
begins~ends) with an A* If an expression contains an even number of letters
(~ or ~* ) we shall say that it is of ~

A 0 A* or A 0' A* or A* 0 A or A* 0' A

exactly according to the first two letters with separating operator, regardless of
how the brackets lie In the total expression.

For example:

A Ql' A* is of type A €9' ~*

A* 0 (~ €9' A
*.
) is of type ~*

A* is of type A*
((~ ~ (!:.* €9' ~)) 0 (~
*
0' !:.) ) <lJ A
*
is of type !:. @ A
*

Theorem 8-1. Let El be a pre-residuated belt satisfYing axiom X12 ' and A an
arbitrary matrix over El • Then every alternating !:. ~*-product f is well-defined,
and if f is of type .90, then f = g.

~. We proceed by induction on the number k of letters in the word from which F


was produced. If k=l or 2 the theorem is trivial. If k=3 then Theorem 8-5 applies.
We now assume k ~ 4. Now F is a product of two *
products f l , f2 each having
~ ~

less than k letters. A little deliberation shows that the sixteen cases exhibited
in Fig 8-1 may arise.
For example, fl must be one of the six types defined above. Suppose fl lS of
type A. Then fl ends with an ~, so f2 must begin with an *
A. Thus f2 is of type ~* ,
-*
type ~ @ !:. or type ~* 0' A. Suppose (to take the third case from the table for
illustration) that E2 is of type ~* €9 A. Then the first operator in f2 is €9 so the
operator between fl and f2 must be 0'. The number of letters in f = number in fl +
number in ~ = an odd number, so F is of type !:., since f l , and thus F itself, begins
with an A.
Now by an obvious induction hypothesis we can assume (for this same case) that
fl and f2 are well-defined matrix products and that fl = ~ and f2 = A* @~. Hence
by Theorem 8-5, f = fl €9' f2 is a well-defined matrix product and F = A. All the


other cases are treated analogously, using Theorem 8-5 or 8-6 as appropriate to
complete the induction.

8-3. Modified A A* Products

We eX8llline now some matrix products which arise when an A or an A* in an alternating


A A* product is replaced by another matrix X. These results will be important later
in our discussion of residuation.
66

1:1 of type ~ of type 1: is of type

* A @A*
! ! 1:1 @ 1:2
* A @' ! *
! -A
(il'
1:1 ~
*
! ! 8! 1:1 @' ~ !
*
! ! 18' ! P
-1 ®~ !
* *
! ! 1:1 @~ ! ®!
* @' * @'
! ! 1:1 ~ ! !
* A 18 A* 18' *
! 1:1 ~ !
* A @' ! * *
! 1:1 18 ~ !
*
!®! ! 1:1 18' ~ !
A @A* !@!* 1:1 @' !@!*
~
A 18' A* -A 1:1 @~ !
A 18' ! * ! 18' !
*
1:1 @~ A 18' ! *
*
! * ®! !* 1:1 @' ~ !
* * @A *
! iii A ! 1:1 @'
~ ! @!
* * *
! @' ! ! 1:1 @~ !
* * *
! @' ! -A 18' !
! @' ! Kl 6)~
Fig 8-1 TYPes of AA* - Product
Theorem 8-8. Let El be a pre-residuated belt satisfying axiom X12 . The following

inequalities apply for arbitrary matrices !, ! over El :

* @ (! 6)'
! !)
*
A 18 (! 18' !)
* ~ ! ~
(! 18' !) 18!
*
(! 18' ! ) 18! (! @ !*) 6)' ! -1
Proof. «11
Let -A --\.mn AInr • We have:
and -X e:orl

! * 18' (! 18 !) ~ (!* 18' !) 18 ! (by axiom X12 )


(by LeDlna 8-3)

The other relations are proved similarly and dually.


Theorem 8-8 can in fact be regarded as the first of a hierarchy of relationships
in which the letter! is substituted for the first or last letter in an alternating
67

~~ * product. The theorem sets the pattern for products ~nvolv~ng an odd number of
letters, and Theorem 8-9 (below) sets the pattern for products involving an even
number. An ev~dent ~duct~ve argument provides an analogue of Theorem b-7, but
we shall not carry this out because it involves yet another tedious exam~ation of
cases, and does not contribute much to the general theory. The following theorem
on quadruple products, however, does have practical application later.
For a given alternating A A* product P with k > 1 letters, let us define P(X)
-- - * --
to be the formal product obtained when the last (rightmost) letter (~or A ) is
replaced by an!, and f.[!] to be the formal product obtained when the first (leftmost)
letter (A or A* ) is replaced by an !.

Theorem 8-9. Let El be a pre-residuated belt satiSfying axiom X12 , and A,~be

arbitrary matrices ove~ I f P is an alternating A ~~pr'::.~uc!~~taining 4 let~s


and f. is of type ,9., then:

l!£9!. Suppose first that P is of type ~ ij *


A. Then ,9.(!) is A ij !, and pis:

P
-1
((A ij A ) * ij' A) @ A*

or f.3 A 8 (A * @' *
(A @ A))

SO K(!) is:
Kl (!) = ((A ® A * ) 3' ~) @ X

or f.3 (!) = A @ (A* @' (A @ !) ).

We now suppose A~ and ~ ~'Tlr' so all relevant products exist. We have:

f.l (!) A @ X (by Theorem 8-5)

And ~(!) ~ Kl (!) (by axiom X12 )

But K2(~) :: A 3 X (by Lemma 8-3)

Therefore ~(!) A @ ! also.

Furthermore K 3 (!) ~ K 2 (!) (by axiom X12 )

But from Theorem 8-8 we have

A* @' (A @ !) >, !

and since multiplications are isotone we infer:

K3 (!) = A 3 (A* @' (A @ !)) ~ A@~


Hence we have K3 (~) =A & ! = ,9.(!) = ~ (!) = Kl (!), for all cases when
* The case of K[!] for this same ,9., and of P (!) and
,9. = ~ 3 ~. K[!] for the three
other possible fonnulae for .9., are handed similarly. •
68

We remark in conclusion that the results of Sections 8-2 and 8-3 apply in
particular when El is a division belt or a blog, since by Theorem 8-2, division belts
and blogs are pre-residuated; and axiom X12 holds for division belts (which have a
self-dual associative multiplication) and for blogs (by Proposition 4-2). In
particular, the results of Sections 8-2 and 8-3 apply if El is given the principal
interpretation, or is the 3-element blog @.
Moreover, since El is formally identical tO~ll' the results of Sections 8-2
and 8-3 apply to El itself if we write scalars in place of matrices throughout.

8-4. Some Bijections


We might summarise our results on alternating ~~* products (Section 8-2) by
saying that adjacent letters ~ and ~ * in such an expression ~ be cancelled without
changing the value of the expression. In other words, ~ and ~ * act a little as one
another's inverse. We shall return to this idea when we discuss the solution of
linear equations in Chapter 14 ,but first we must n:ake it more precise.
We shall find it useful in the subsequent discussion to use the notations Ran f
andDom ftc denote respectively the range and domain of a given function f. The
restriction of f to a given set UC:Domf, written f\U, is a function h such that
Dom h = U and h(x) f(x) for all x £ U.
It will also be convenien~ in discussing systems of l-ary functions, to use
the notation 0 to denote composition. Thus, if f, g are given l-ary functions such
that Ran gO Dom f is not empty then fog is a function such that:
Dom(f 0 g) {xix £ Dom g and g(x) £ Dom f}
and (f 0 g)(x) f(g(x)) for all x £ Dom(f 0 g).
The following result, which is virtually self-evident, will be used to make precise
our foregoing remarks about ~ and ~*.

Proposition 8-10. Let S, T be given sets and f: S ~ T and g: T 4 S given functions


such that:
fog 0 f f
(8-3)


gofog g
Then 1\ Ran g and g\Ran f are mutually inverse bi.jections.
Our matrix algebra abounds with such pairs of functions. For example, let
A .. M
- -lmn and define f:.JI .... AI
~_ \np .rtmp
and g:AI ~.JI by: f(X)
....\mp -'lnp -
= A S X and g(Y) = A* S' _Yo
- - --
Then Theorem 8-9 imp11es that relations (8-3) are satisfied. Similariy if we define
* * * *
f and g by f(1£) =1£ 8' ~ and g(x,) =! 8' 1. , relations (8""3) are again satisfied.
The interaction of left-right symmetry with duality enables us to deduce many
pairs of such functions from Theorem 8-9, and it is convenient to have a notation in
which to express this succinctly.
Consider the diagram of Fig 8-2. We shall s~ that such a diagram is ~ if
the following are true:
Zl S and T are given sets
Z2 f : S .... T and g : T .... S are given mappings
69

Z3 U = Ran g and V = Ran f.

Z4 f\U and g\V are mutually inverse bijections.

·f
/'" ./

U V
~
S T
Fig 8-2 Valid Diagrams

Furthermore, if A
-lmn ,and \fnr-
- £.111 rIM\.np is a set of matrices, we define

A illY{
- np
= {A- III X
-
I -x£Vnp }
with similar definitions for A
-
fijI,,"np ,Wpm III A and
-
vrpm S' A.

Then the following result is an immediate deduction from Theorem 8-9 and Proposition
8-10. (The notation if ,etc., is used in Figs 8-3 and 8-4 in order that these
mn
figures ma;y be used again later in another context.)

Proposition 8-11. Let El be a pre-residuated belt satiSfying axiom X12 . Then the
diagrams of Figs -3 and 8- are valid for arbitrary! £ , when the not ation

'W"np (etc) is taken to be synonymous with the notationJtnp (etc). •

8-5 • A Worked Example


It will perhaps be helpful to illustrate the results of the present chapter with
a numerical example for the principal interpretation. Accordingly, let:

o
[~ ~l
-1 +0>]
A -
X = [ -1 -2
-3 o -00

Define X= ! S!. Then X£ Ran f, where f:JJt 32 ....,\(.32 is defined by: f(!) = !::. III !.

-;]
+0>
y =
[~ =] !*
[~ +0>
1

A*S'Y

n1 +0>
-0>
!::.flI(!*S'X)
[~ =]
70

*
tw mp !I+! e' ! 1(pn

:\ I'
M'Unp
- linpm9'A-
i'--- L .., .'-.. ./
! 9' I * +II

*
!t+! 9! ~ ~ ~ 9' !. ~I+

* *
!!I+!!. 9!

II' '\ /' '\


A* etr{
- mp if. 9A* Fie; 8-3
\,(n -
./
Wnp
* * 11~
A-SZ-<jZ

*
IV mp !'I->-! 9! Wpn
...
\ /'
~p if 9A
1'-. ./ L.
~m/

! S *
I-+i I
I *
!!. !I->- ! 9' ! ~~~9! I' 11+ 19' A*

,
* *
!. ..... !. 8' !

V '\ V Fie; 8-4


A*8'V' W 9'A*
-
- ~ "S.n
VnP ""-

A* 9' ~* ... ~ 1I'pm


71

Hence we confirm that, as stated in Theorem 8-8:

A * ®' I = A * ®' (! ® ~) ~ X

and as stated in Proposition 8:


(fog)(I) = I
where g:-'132 +~2 is defined by g(I) A * @' I
9. SOME S8HEDULE ALGEBRA

9-1. Feasibility and Compatibility

In Section 7-3. we observed how the relationship between forward planning and
backward planning in a class of scheduling problems was reflected by the relation of
*
conjugacy !~!. With the notation of that section. suppose that the (nxn) matrix
! defines a process for which the vector of earliest permissible start-times for
cycle nought is ,!. e: En' Then the vector of actual start-times for cycle nought will
be some ~(o) >. ,!.. So the vector of earliest permissible start-times for cycle one
will be ! €I ~(o). and the vector of actual start-times for cycle one will be ~(l) >,
! 18,!.. By an obvious induction. the vector of actual start-times of cycle r will be
~(r) where:

(9-1)

Suppose the process is due to run up to and including cycle N. and must terminate
at or before a given vector of finishing-times~. Evidently, this requires that
AN+l ~ ,!. ~ ~ and we shall call the pair ,!..~ of vectors compatible for (A. N) if this
holds. A sequence {~(r)} (r=O, •••• N) will be called feasible for \~!Z!N) if we·have:

(i) ~(r+l) ~! 8 ~(r) (r=O, .... N)


(ii) ~(N+l) ~ ~
(iii) ~(O) ~,!.

We shall require the following simple but important lemma.

Lemma 9-1. Let El be a pre-residuated belt which satisfies axiom X12 • If! mn'
,!. £ En and ~ £ Em' we have ~ ~ ! €I .!. if and only if !. ~ A 8' ~.

Hence, if m=n and Nl)O. the following are all equivalent:

~ ~ AN+ l €I ,!.; l 8' z ~ AN 8 ~; ; l* 18' ~ ~! 8 ,!.; A(N+l)* 8' ~

If ~ >,! €I,!. we have:

(by isotonicity)

(by Theorem 8-8)

And dually. the converse holds.



Hence J.f ~ ~ _AN+ l €I ,!. wJ.th
. N>-- Owehave:

A
~~- ..
n (!N

Hence !* €I' ~ >--!N 18 x, and by iteration: !r* €I' ~:>; !N+l-r 18 !. , (r=l, ... , N),

~ ~ !.


and !(N+l)* i'

And. dually, the converse sequence of implications holds.

We ~ now prove the following theorems in the theory of scheduling.


73

Theorem 9-2. Let El receive the principal interpretation. Let A €~n and
~, ~ € En for some integer n ;:. 1. Let N ;:. ° be a given integer. Then the
following conditions are equivalent:

(i) ~, ~ are compatible for (A, N).

(ii) There exists a sequence {!.(r)} which is feasible for (~,~,N).

(iii) For all r=O,l, • .. , (N+l). there holds


Ar <3 x ~ A
(N-r+l)*
19' ~

(where Ar <3 x ~ and AS * e' ~ = ~ by definition when r=O, s=O.

Proof. Conditions (i) and (iii) are equivalent by Lemma 9-1. Also (9-2) clearly
implies z>, t(N+l) >, A e teN) ~ ... ) AN+l e teo) ~ AN+l e x, so condition (ii)

implies condition (i)~ F~nallY, if~; AN+l ; x the: the s:quence {!(r)} defined


by: !(r) = Ar e ~ (r=O, ... , (N+l)) is a feasible sequence for (~,~,N), so condition
(i) implies condition (ii).

Theorem 9-3. With the notation of Theorem 9-2, any sequence t.(r) which is feasible
for (~,~,N) satisfies:
Ar <3 x ~ !.(r) ~ A(N-r+l)* 13' ~ (r=O, •.. , (N+l)).

Proof. From (i) of (9-2) we have for O~ s < r ~ (N+l):


!(r) >, A(r-s) 0 !(s)

(9-3)

By Lemma 9-1. this last relation gives;

!(r) ~ A(N-r+l)* e' !(N+l) (9-4)

We may now use (ii) and (iii) of (9-2), in (9-4) and (9-3) respectively, to give
(by isotonicity):

9-2 • The Float


Suppose at a certain moment that the first-following cycle which we must begin

is cycle s (1 ~ s ~ N). and that because of given circumstances the vector of
earliest permissible start times for this cycle is~. The question arises: is the
target vector of completion times ~ still achievable? Formally. let {t(r)}
(r=O ..... (s-l)) be a sequence satisfying:
(i) !(o) >, ~

(ii) I f s >, 2 then !(r+l) >, A 13 !(r) (r=O •.•• , (s-2))


}
74

By an (.!,~,N) - :feasible y-continuation o:f the given sequence we mean a sequence

{t(!:)} (r=O, ••• , (!'l+l))which is :feasible :for (.!",!,N), which coincides with the
given sequence for r=O, ••• , (s-l), and which satisf"ies t(.!!) = Z

Theorem 9-4. With the foregoing notation, a sequence {l(r)} (r=O, ... , (s-l))
satisf'ying (9-5) has an (.!",!,N) - feasible rcontinuation if and only if:

! 8l(s-1) ~ Z ~ !(N-S+l)* €I' ,! (9-6)

Proof. The "only if" follows from Theorem 9-3 and (9-2). Conversely, if (9-6)
(N-s+l)
holds, then by Lellllla 9-1, ! 9 Z ~ ,!.
It follows, using (9-5) that the sequence:
(N-S+l)
1( 0 ) , ... , 1( ),
s-l z, ! €I Z, ••• , !::., 9 Z

is feasible :for (.!",!,N). •

Suppose, then, that Z satis:fies (9-6). The earliest start-times for cycle s
are given to be Z, but how much later might we begin without prejudice to the target
vector of completion times,!? From Theorem 9-4, we see that the vector 1( s) of
start-times for cycle s must satisf'y:
(N-s+l)*
z~1(s)~! 9'!, (9-7)

and that there will then be an (.!",!,N) feasible 1(s)-continuation (i:f s < N + 1).
Hence a . . . A(N-s+l)* ""
compar~son of Z w~th _
camponentw~se ~ ,! tells us, for each ..
act~v~ty,

what the further dellliYs are which we can tolerate in initiating cycle s, beyond the
Z which is given. The vector of componentwise di:f:ferences between zand
!(N-S+l)* 9' ,! is known in scheduling theory as the total float (vjctor).
(N-s+l *
However, we mlliY not wish to dellliY 1(6) until equal to!::., €I' ,!, thereby
using up all the total float. If s < N, therefore, we may ask: what delays can we
tolerate in initiating cycle s without prejudice to subsequent cycles - i.e. without
reducing the total float which will be available at cycle (s+l)? Now, if we begin
cycle s as early as possible, namely at times Z, the total float vector for cycle
(s+l) will be obtained by a comparison of!::., 9 Z with !(N-S)* 8',!. Hence, if we
actually begin at times 1(s) instead of Z, this total float vector will not be
diminished provided! 9 1(s) does not exceed A 9 Z. But by Lemma 9-1,

! 91(6) ~! 9 z if and only if 1(6) ~!* 8' (! 9 Z).

Hence if we are not to reduce the total :float available at cycle (s+l), we must
choose 1(s) to satisf'y

(9-8)

rather than (9-7). And (9-8) is indeed a tighter inequality than (9-7) since:

A* 8' (! 8 Z) ~!* 8' (! 9 (!(N-S+l)* 8' .!)) (by isotonicity and (9-7))

= A* 8' (! 8 (!::.,* 8' (!.(N-S)* 8' ~ )))


75

A* 9' (!(N-S)* 9' .!) (by Theorem 8-9)

,,~(N-S+l)*~, .!

So, from (9-8), a comparison of Z with A* ~, (A 9 y) tells UB for each activity how
much further del~ we can tolerate without changing the total float vector for
cycle s+l. The vector of componentwise differences between Z and!* 9' (~9 Z) is
called the free float (vector).

9-3· A Worked Exam]21e


By w~ of illustration, let us assume that the matrix A is given by:

A"
[~ 1
3 ~l
By direct c alculat ion:

[~
5

':1
11
A2
[l 4
5
1] A4 ,;

11
8
10 10

Suppose now that:

x "
m z "
[::] N 3

And suppose further that cycle nought has been completed, cycle one initiated, and
that del~s and other practical problems dictate that cycle 2 cannot now be initiated
earlier than the start-times given by:

z"

Can we still achieve the target completion times.!? We have:

5
4
5

A
2*
9' z " [-'
-5
-5
-3
-4
-3
-']
-5
-4
9'
[::] r:J
2 2*
Hence! ~ ~~ZS~ 9' z so by Theorem 9-4, the completion times .! are still
-'
achievable. The total float rector is:
76

[;]-[;]=m
Hence cycl.e 2 of a.cti vi ties l.. 2 and 3 lIlII¥ be del.~ed by O. l. and 2 units respectivel.y.
beyond the given times z.. without prejudice to the compl.etion times .!.

Furthermore •

!~z.
[; l.
3
n· [:] [~l
[~l [:]
+""

-'J
[ -3
Ii* 8' (!~) = +00 -l. -3 ~

-2 -l. -2

Hence Z. =!* 8' (! 8 z.) and the free fl.oat vector is

Hence any del.~ in initiating cycl.e 2 for any activity. beyond the given times z..
wil.l. reduce the total. float at the next cycl.e for at l.east one activity.
10. RESIDUATION AND REPRESENTATION

10-1. Some Residuation Theory


A very natural way to express the properties of matrices implied by Theorem
8-9 is to use the language of residuation theory, as set out in [42J ,for example.
We recall that a fUnction f: S + T where S, T are given partially ordered sets, is
called residuated if there exists a fUnction f * T + S such that the following hold:
*
Rl f is isotone and f is isotone

R2 (i) f(/(t)) t for all t T


~ E:
(10-1)
(ii) f*(f(S) ) ~ s for all s E: S.
*
The function f is called the residual of f. It is well-known (and easy to prove)
that the residual of f is unique if f is residuated. An isotone fUnction f * T+ S
for which an isotone function f:S + T exists such that ~(i) and (ii) hold, is called
dually residuated.
We shall discuss below how our matrix algebra may be represented as an algebra
of residuated functions. Before doing so; however, it will be useful to record some
more general facts about such functions. We remark at this point that the notation
f * to denote the residual of f is not in conflict with our previous use of * to
denote conjugation. We shall see below that the one is a special case of the other.
Now, conditions R2 above may be rewritten

(i) f 0 f * ~ iT
(10-2)
{ii) f* 0 f ::. is

where the order-relations are respectively that in TT and that in SS, and iT E TT,
i-S E: SS are the usual identity mappings. and 0 denotes composition.

Since f is isotone, we have from ~(ii):

f 0 (f* 0 f) ~ f ois = f

(f 0 f*)f ~ iT 0 f
0 =f
* * *
But evidently (f 0 f ) 0 f = f 0 (f 0 f). Hence f 0 f 0 f = f.
From this result and its dual we deduce using Proposition 8-10 the following standard
result of residuation theory.

Proposition 10-1. If f is a r~siduated function with residual f * , th~n f =f 0 f* 0 f


and f* =/ 0 f 0 f*. Accordingly, f\Ran / and f*\Ran.f are mutually inverse
bijections. tt
We remark that the pairs of functions displayed in Figs ~ and 8~ are by no means
all examples of Proposition 10-1, but of the more general Proposition 8-10. SpecificaJ~y.

mappings such as !,I+!,* 0 I A are anti tone rather than isotone.


Now let S be a given set, KeSS a set of l-ary functions from S to S, and 2 the
composition algebra generated by K. Since the composition of l-ary functions is
78

evidently associative, (~,o) is a semigroup: Vf,g,h£K, f 0 (g 0 h) {fog)oh

We shall call (K,o) the composition semigroup generated by K.

Lemma 10-2. Let S be a given partiallY ordered set. Let KeSS be a given set of
residuated functions, and K* the set of residuals. Then (K,o), the composition
semigroup generated by K, consists entirely of residuated functions, the set of
residuals being (K,
~*
0), the composition algebra generated by K* •

Proof. Let f l ,f2 £ K with residuals f *


l , f2* respectively. It is easily verified
(bearing in mind the isotonicity of f and f*) that:

.
Hence (flo f 2 ) is resl.duated, . resl.dual
Wl.th . f2* 0 f *l , and by an immediate induction,
:ach composition product of a finite number of functions from K is residuated. But
K consists exactly of those products; and the set of residuals is just the set of
* A*
finite composition products of elements of K - i.e. K • tt
We make now some definitions through which the concepts of residuation theory
can interact with those of our minimax algebra.
An ordered semigroup is by definition a semigroup for which all left multipli-
cations and all right multiplications are isotone functions relative to a given
partial order on the elements of the semigroup. A residuated semigroup is an
ordered semigroup for which all left multiplications and all right multiplications
are residuated mappings.
We shall s~ that a belt is residuated if all left multiplications and all
right multiplications are residuated mappings relative to the partial order corres-
ponding to the addition operation. Evidently, if (S,~,@) is a residuated belt then
(S, @) is a residuated semigroup.
By a residuated belt with duality, we understand a. belt with duality in which all
left multiplications and right multiplications are residuated, and all left dual
multiplications and all right dual multiplications are dually residuated, relative
to the partial order corresponding to the addition operations.

Theorem 10-3. If El is a pre-residuated belt satisfYi~g axiom x 12 ' then El is a


residuated belt with duality.

~. El is by definition self-conjugate. For arbitrary a £ El , let a * denote the


.
conjugate of a, and define . ..
the multl.pll.catl.ons * £ {E 1 )El b y:
ga' ga

* are isotone, and by Theorem 8-8,


By Proposition 2-8, the functions ga and ga
(applied to elements of El = )(11) :
"I x £ El , a @ (a* 8' x) ~ x ~ a* 8' (a @ x)
i.e. (ga 0 *
ga)(x) ~ x *
~ (ga 0 ga)(x) (1O-3)
79


Hence ga is residuated and ga is dually residuated. Similar arguments apply to
right mult..iplications.

Corollary 10-4. I f El is a pre-residuated belt satisfying axiom X12 ' thenJ(nn is a


residuated belt with duality for each integer n >, 1.

Proof. By Theorem 6-3 and Corollary 8-4,·M


v'l nn is a pre-residuated belt satisfying


axiom X12 • Then Theorem 10-3 (with~ in the role of El ) implies that~nn is a
residuated belt with duality.

10-2. Residuomorphisms.
A relation such as: A @(x @ y) = (A @ x) aI (A @ y)
among certain elements A, x, y of our algebraic structures, brings together two ideas.
One is the idea of linearity, suggesting analogies with the concepts of linear algebra -
spaces, matrices, invariant subspaces, etc. The other is the idea of isotonicity,
implied by linearity as discussed in Section 2-3, and leading to the algebra of order-
relations.
We shall be interested in a class of functions in which these two ideas interact
in a very specific way. Accordingly, let (S, @, @I), (T, ai, $1) be commutative bands
with duality. By a residuomorphism from S to T we shall mean a function f E ~ such
that there exists a function f* E ST whereby the following hold:

}
*
R2 : f o f* ~ iT and f of>, is

R3: (i) ¥ x, y E s, f(x @ y) f(x) aI f(y) (10-4)

(ii)
*
¥ a, bE T, f (a @Ib) r* (a) *
al' f (b)
*
Evidently, R3 (i) and (ii) imply the isotonicity of f and f respect i vely, which with
* *
R2 shows that f is residuated with residual f • Hence f is unique.
It is convenient to have a succinct notation for displaying classes of residuo-
morphisms. Accordingly, the notation:
M: S~ T: N

will always mean: (S, @, @'), (T @, @I) are given commutative bands with duality,
M is a given set of residuomorphisms from S to T, and N is the set of residuals of
elements of M.
If S=T, we shall sometimes call the functions f ~ M endo-residuomorphisms (of S).
The following result shows that a set of residuomorphisms can always be embedded
in a commutative band of residuomorphisms.

Theorem 10-5. If M: S~ T: N, then we can find V, V* such that:


(i) (V,aI) and (V * ,all) are commutative bands
*
(ii) MeV and N c::::.V
(iii) V:S# T: V*
(iv) V and V* are conjugate , the conjugate of fE V being its residual f *E V* •
(v) I f (M,$l and (N.t' ) are commutative bands, then (M,aI) is (V,t) and (N,al l ) is
80

(V* ,m' ).
!:!:22!. Suppose g, h£ M. We may define g~h as in (2- 2), and g* ~'h * dually.
We have for all t £ T;

g(g*(t)m'h*(t)) ~ (gOg*)(t) m' (goh*)(t) (by Lemma 2-7)


~ (gOg*)(t)
~ t (by ~)

Similarly, h(g*(t) ~'h*(t)) ~ t, whence:

((~h) 0 (g * m'h * ))(t) = g(g* (t)~'h * (t)) ~h(g* (t)~' h * (t)) (by definition)
~ t
i.e. (g~h) 0 (g*~'h * )~ iT

Dually, (g* m' h*) o(gmh)>..i


S* * *
Thus, with g~h in the role of f, and g m'h in the role of f , we can satisf'y (10-2)
and hence g&h is residuated with residual (g*&'h*). Moreover, as in Section 2-3,
~h is a homomorphism, so we can satisf'y R3 (i) of (1.0-4) and, dually, R3 (ii) of
(10-4).
Hence, for each g,h £ M, we have th~t g & h is again a residuomorphism, and by
induction we have that each finite sum I ~f., where fi £ M, (i=l, ... , n) is again a
* i=l 1
residuomorphism with residual I
n
&,f .• Let V be the set of such sums, and V* the
i=l 1

set of residuals of elements of V. Evidently (v,m) and (v*,m') are commutative


bands which are identical to (M,~) and (N,~') if these are already commutative bands.
Thus parts (i), (ii), (iii) and (v) of the theorem are established.


Finally, the bijection f ~ f * satisfies Nl and N2 of section 7-1, showing that
V and V* are conjugate.
The following theorem considers the case S=T, i.e.

M: S~ S: N
and shows that a set of endo-residuomorphisms can always be embedded in a belt of
such mappings.

Theorem 10-6. If M:Sg9S:N, then we can find V, V* such that:

_ ')_
(1 ( V,m,0 ) and ( V* ,m', S' ) are belts
(ii) M c:.V and N c:V*
(iii) V:S S:V*
~

(iv) * * *
V and V are conjugate , the conjugate of f £ V being its residual f £ V •
(v) If (M,~,0) and (N,~' ,S') are belts, then (v,m,s) is (M,m,S) and (V* ,~' ,~)
is (N,~',I8').

Proof. Introducing the composition semigroups "


(M,o), "
(N,o) we have by Proposition
2-3 and Lemma 10-2 that ~: S~:~. Embed ~,~ in their respective commutative
bands V, V* of finite sums as in the proof of Theorem 10-5 and confirm that (v,m,s),
(V*, m' ,8') are belts, when 8, 8' denote o. The bijection f"f* satisfies N3 of
Section 7-1, by the proof of Lemma 10-2.
81

Other details of the proof are as in Theorem 10-5.


Theorems 10-5 and 10-6 show, as remarked above, that the use of the notation f *

to denote the residual of f is fully consistent with the notation of conjugacy.

10-3 . Representation Theorems


In abstract algebra, a representation of a given structure V is a morphism
of V into a set of endomorphisms of same structure S. The "passi veil structure V is
thereby, as it were, given an active role as a set of operators. The representation T
lS called faithful if it is a bijection. We have seen these ideas at work already
in Chapter 2, for example. We now investigate what can be said about such repre-
sentations in the light of residuation theory.
Accordingly, let (V,ill,0) be a given belt, and define AV to be the set of all
left-multiplications gaE VV, with a E V, as In (2-8). Make AV into a belt as in
(2-2) and (2-7). Following the terminology of ring theory, we shall call the
mapping T:V + AV defined by T: a 4 ga the (left) regular representation of V
(See Proposition 2-4). Similarly, we may define the right regular representation
of V. If now (V,ill,0, ill' ,0') is a self-conjugate belt, then we may consider the belt
-(-A-V*-,Ill' ,0') of left dual multiplications g * E VV defined, for each a E V by
* x
ga: 4 a * 0' x. a
Then the (left) dual regular representation of V is the mapping:

T *:
defined by T *: a 4 g * *.
a
Similarly, we may define the right dual regular representation of V. The left
and right, regular and dual regular, representations of V will be jointly known as
the regular representations of V. In the singular, the regular representation of V
will always mean the left regular representation of V.

Lemma 10-7. If V is a pre-residuated belt satisfying axiom Xl~J-with tE~~

going notation:

¥ a E V (ga 0 *
galla) = a (10-5 )

~. Relation (10-5) asserts:

vhich is guaranteed by Theorem 8-5 (with El

Theorem 10-8.
=1'1.11 = V).

If V is a pre-residuated belt satisfYing axlom X12 , then the regular


representations of V are faithful.

~. With the foregoing notation, if a,bEV are such that T(a)
then:
a = (ga 0 *
galla) (by (10-5))

(gb 0 g:) (a)

b 0 (a* Ql' a)
82

(by (8-1))


Hence a ~ b and similarly b ~ a, so a =b and T is bijective. Similar arguments
hold ~or the other regular representations.

Theorem 10-9. I f V is a pre-residuated belt sat is tying axiom X12 , then:

<AV,.',II').
(Av,.,e): (V,&,.')#V(.,&'): *
~~------------~~----------~-----.*
From (10-3) we see that ga fly and ga
*
AV satisty R2 o~ (10-4), and they
Proo~. £
,
£

certainly satisty R3 o~ (10-4) (by axioms X5 , X5 ). Hence ga' ~or each a £ V, is a


* and the result ~ollows.
residuClllorphism, with residual ga' •

Evidently, we m~ summarise these results in the ~ollowing w~.

Proposition 10-10. A pre-residuated belt satistying axiom XJ.2 has a ~aith~

representation as a belt o~ endo residuomorphisnis of' a cODDllUtative band. •

10-4 • Representation f'or Matrices.


A classical topic is that o~ the representation o~ matrices as linear trans-
f'ormations of' f'inite-dimensional vector spaces. In Chapter 5, we have already
broached the analogous topic in minimax algebra.

Now, if' A £.M


- v"(mn and -X £.111
v'lnp are matrices over a given belt El , then the product
!. 8 ! is known as soon as its columns are known. Hence the effect o~ left multipli-

v'(hp as soon as it is known ~or all elements


cation by !. is known f'or all elements of'.M
of En' In considering representations of' sets o~ matrices as residuomorp msms,
therefore, it su~f'ices to restrict ourselves to residuomorphisms of' En'
Accordingly, for given integers m,n ~l, we de~ine{J(mn to be the set of' left
multiplications {g!.i!. £J(mn} defined by:

g!.: En + Em' namely '11£ £ ~, g!.(~) =!. 8!. (10-6)

And, if E~ is conjugate to El , we def'ine~ as in Section 7-2, and let{'!:n be


the set of left dual multiplications {g~i!.£ J{mn} de~ined by:

(10-7)

{J{mn and;('(mn m~ be construed as camnutative bands, and, if m=n, as belts, in


the usual w~.

'lleorem 10-11. Let El be a pre-residuated belt satistying axiom X12 , and let m,n~l

be given integers. Then:

{~: En~Em:{~
~. Evidently, the elements
£-1n,
or.{.{mn andZ:atn satisty the appropriate version
o~ ~ in (10-4). Also, i f !. then Theorem 8-8 implies:
83

*
so that gA is a residuomorphism, with residual gAo

m,n~l be given integers. are conjugate.

Proof. TIlis follows from TIleorem 10-11, and parts (iv) and (v) of TIleorem 10-5. •
",*U *.
y> Al)* __ ~~
( ~-l
Evidently, we malf p~raphrase Corollary 10-12 by:

Now, suppose with the same notation that 1::., .!? £~ are such that gA = gB' Since
for any ! oJ(np the products I::. Ql !, .!? Ql ! are determined by the action of gA' gB

respectively on the columns of


integers p.
!,
In particular, with p=m we have A @ A
we have A @ X
- - = "*B =@ -BX for!'::.*all
@
hi , for
_X v'(pp
E:

, whence:
all

(B Ql A*) QlI A (by TIl eo rem 8-8)


- -*
(I::. @ I::. ) QlI A
A (by Theorem 8-5)

Hence .!? ~ I::. and similarly I::. ~.!?. 'l'hus if' gA = gB we have I::. = B and the
mapping T:!'::. + gA is bijective. (The logic of the a;gument is essentially as in
Lemma 10-7 and TIleorem 10-8). Evidently, in the light of Theorem 10-11 we have
established the following result.

Proposition 10-13. If El is a pre-residuated belt satisfying axiom X12 then


( ,tt) for given integers m,n31 has a faithful representation as a commutative
\I mn
band of residuomorphisms of En to Em and hence of n for each integer


has a fai thful representation as a endo-
and hence orM for each integer p ~ l.
~np

10-5 . Analogy with Hilbert Space.

TIle asterisk notation, as in ~ * ,I::.,


* etc., is used by us in a variety of ways
Which are in principle distinct. In Section 7-1 it denotes an abstract involution
subject to certain axioms as in a *-ring. In Section 7-2 it denotes "transpose- and-
conjugate", an operation strongly reminiscent of forming the adjoint of a Hermitian
matrix. In Chapter 10, it denotes residuation. Our theory has aimed to show that,
at least when El is (say) a blog, these interpretations are all equivalent.

In classical linear operator theor,r the asterisk is used to denote the set
HomE (E, El ) of all linear functionals, and also to denote the adjoint of a linear
1 n
operator. He show that in our theory :00 the asterisk has these sip:nificances.

TIleorem 10-14. Let El be a blog. 'T'l,en for each integer n '" 1 we have:
84

~. Theorem 5-10 identifies HO~l (En' El ) with ~ln'


From Theorem 7-4 (since is self-conjugate):

J(ln = (J{nl) *

And since we may identify

For convenience, we may write


t.hf. nl wi th

E*
n
En' the result follows.

instead of *
(E).
n *
This notation is slightly

ambiguous, and we must note that does ~ denote (E In'
Now let El be self-conjugate and let ..!., ~ e: En- If we regard ~ as an
element of nl
product lying in
"1. then ~
* E:~ln and so the multiplication ~* ®i£.. is defined, the
El · Let us call this the inner product of ~ and i£.., written
)~ z(. The following results are analogous to familiar properties of complex
(pre-) Hilbert spaces.

Theorem 10-15. Let El be a blog and n ~ 1 a given integer. Then for each x E: En
there exists there exists

X £ En such that
(10-8)

~. For given ~ E: En' let (10-8) define g. Then we easily confirm that
g E: HO~l (En' E13' Conversely, let g E: HO~l (En' El ). Then by Theorem 5-10,
there is a u £Vll n such that:

On taking

Now if g E:
from E to E
~ = ~, *
Ho~
(10-8) follows.
(En' Em)'
sucfi that:
let us define the adj oint g of. g to be a mapping

m n

(10-9 )

Theorem 10-16. Let El be a blog and let m, n ~ 1 be given integers. If

g E: Ho~
1
(E , E)
n m
then the adjoint g of g exists uniquely and is its residual g • *

By Theorem 5-10, there is a matrix III


-A E:.vlmn such that

(10-10)

Hence, if g exists, then for all x E: Em we have:


85

)~(~), l..( (by definition)

)~, g(l..) ( (by (10-9))

x * 9 g(l..) (by definition)

*
.!. 9!9l.. (by (10-10))

(!* 9' ~) * 9 y

since l.. is arbitrary, we therefore have:

T
-
((g(~)) *) T ((1::.* 9' ~ )* )

where T is the representation of vtln as { { I n ' But by Theorem 5-10, T is


faithful, whence:

(~(~)) * (!* 9' ~) * "..~ EO E


m

ie. ~(~) !* 9' ~ "..~ EO E


m

Hence -g ~Y'
~ *Mmn*
""-"'l and in fact g = g* by the proof of Theorem 10-11. Since g
is unique it follows that g is unique if it exists.

On the other hand, we have for all ~ EO Em' Z EO En:

)l'9'~' Z(
(1:/' ~,~/' ~ Z (by definition)

/' ~ (I::. ~ Z)


(by definition)

Hence g will always play the role of g, which accordingly always exists.
11. TRISECTIONS

l1-1.The Demands of Reality.


Our study of minimax algebra was motivated by a nUItber of practical examples
discussed in Chapter 1. The extended real numbers, used in these examples, are
taken up in our theory in the form of blogs, as defined in Section 4-1, and for
algebraic convenience we ascribe values to the products -GO S +GO and -GO ill:' - ,
following [37]. However, it is evident that these ascriptions do not correspond
to any particular aspect of reality and it is difficult to say what interpretation
we might put upon numerical results arrived at using manipulations which involve
them.
Unfortunately, the obvious step of modifying the definition of a blog by
reducing the domain of the multiplication operations, so that such products are
simply not defined, leads to severe technical problems and interminable circum-
locutions. We can however, see what happens if we allow these products to exist
as defined, but then deliberately ostracise them in the algebra.
Defining a blog as in Section 4-1, therefore, let us say for two elements x,y
in a given blog W that the products x8y and DI'y a::'e I-undefined if one of x,y is
and the other is -1<0. Otherwise we sa;y the products are I-defined, or that they
i-exist.
Ques tion 1. How wide a range of matrix operations can we carry out without forming
i-undefined products in El?
Before answering this question, let us look back again at Section 7-3. The
sequence {!rS~} shows how the vector ~(r) of starting-times of the rth cycles of
activity evolves under the action of the operator!. Now, we have seen that for
formulation purposes we must sometimes admit infinite elements in the matrix !.
However, we shall generally regard our solutions as having no relevance to reality
if the elements of ~(r) do not remain finite. This leads us to:
Question 2. How can we characterise the set of left matrix multiplications which
take the set of finite n-tuples into itself?
We shall see that both these questions lead us to the same set of matrices,
which we call G-s.stic. However, in discussing the topics of G-astic matrices and
i-existence, to which we devote several chapters, it is convenient to relate the
ideas to a class of belts somewhat more general than the blogs. This enables us
later to apply the terminology of the next two chapters in another context, ,without
duplicating a whole set of ideas. We introduce next, therefore, the idea of a
belt with a trisection.

11-2 . Trisections
Let (W, IB, S, . ' , 9') be a belt with a duality. We say that W has a trisection
if W is the union of three non-empty, pairwise disjunct sets a_, a~ and a-l<o such that
the operations in W satisfy the conditions set out in the table of Fig 11-1.
87

,-----------
x y x fD Y x ~ Y x fD' Y x ~,
Y

° ~ ° ~ ° ~ ° _00 ° -00 ° -00

° _00 or/! or/! ° -00 ° ~ ° _00

° _00 °+00 0+00 / ° _00 /

CJr/! ° _00 or/! ° _00 ° _00 ° _00


or/! or/! or/! or/! 0,;, 0,;,

0,;, ° +00 0_ 0+00 or/! °+00


0_ ° _00 °+00 / ° _00 /

° +00 0,;, 0+00 °+00 0,;, 0_

° +'" ° +00 ° +'" ° +00 0+00 °+00

Fig 11-l. A trisection

For example, the first row of the table asserts: " if x £ ° and y£ 0_00' then ~

x fD y, x 3 y, x fD' y, x ~, Y all belong to ° _00 The symbol / indicates that no


assertion at all is made regarding the corresponding products in rows 3 and 7.
In the obvious way, we shall speak of the trisection(o_oo' o¢' 0+00)' The set 0,;,
will be called the ~~dle of the trisection. Evidently the notion belt with a
trisection generalises the notion blog; in fact a trivial verification of the table
of Fig 11-1 yields the following result.
Proposition 11-1. If W is a blog with group G, then W has a trisection with middle
G, namely the trisection {{-oo} , G, {+OO}). •
The following result is analogous to Proposition 4-1.
Lemma 11-2. If the belt W with duality has a trisection (0_00 ,°,;,' 0+00) then each of
the sets 0_00' 0,;,, 0+00' 0_ 000°,;,' 0pU0+oo is a belt with duality, under the appropriate
restrictions of fD, ~., fD', 3'.

Proof. F'rom the first line of the table in Fig 11-1 we see that all requisite sums
and products exist within 0_00' which is therefore a belt with duality. Similarly 0,;,
and 0+00 are belts with duality. Again, the first, second, fourth and fifth lines of
the table show that all requisite sums and products exist with o_ooU06, which is
therefore a belt with duality. Similarly a,;, U a+ oo is a belt with dualit J,. •
For convenience in later manipulative work, we list the following facts which
follow self-evidently from the table in Fig 11-1. (See also Proposition 4-3).
Proposition 11-3. Let the belt W with duality have a trisection (o_oo'o¢,o_).
Then for all x, y, xl'· ••• ' y n £ W:
88

(ii) If x 8 y e: a_oo then either x e: 0_00 .2!: Y e: a_ (or both)


(iii) If .x $ Y e: a_oo then both x e: a_oo and y e: a_oo

n
(iv) If i~l~ (xi 8 Yi) e: a+oo then at least one of

n
(v) Le (x. 8 y.) e: a_ oo then at least one of for each


i=l 1. 1.

i=l, •.. ,no

11-3. Convex Subgroups


Evidently the existence of a trisection for a given belt W with duality imposes
constraints on the structure of W. We investigate now what some of the consequences
are.

and +00 e: a+00

Proof. Suppose if possible that -ooe:a¢. Let q lie in the non-empty set a_ oo • We have,
using the table of Fig. 11-1:

q =q e -00 e: a_oo e a¢ c:: a¢


But this is impossible since a_oo ' a¢ are disjunct by definition. Similarly, if
-00 e: a+oo, let h e: a¢. Then h = h ~ -00 e: a,p e a+ooca+oo


This is similarly impossible. Since W = a_ooU a¢Ua+oo, we conclude that -00 E: a_ oo and
similarly

Let us call a subset H of an ordered set W ~ if the following holds for


all a, b, x e: W:
If a, b e: H and a ~ x ~ b then x e: H.
Theorem 11-5. The middle of a trisection of a belt W with duality is a convex
sub-belt of W, with duality.

Proof. If a¢ is the middle of a trisection (a_oo,a¢,a+oo) of a belt W with duality,


then a¢ is a sub-belt with duality by Lemma 11-2. Now let a, b e: a¢ and x e: W such
that a ~ x ~ b. Suppose if possible that x e: a_oo • Using the table of Fig. 11-1:

x = a e x e: a¢ ~ a_ooca,p.
But this is impossible since a_ oo ' a¢ are disjunct by definition. Similarly, if
x e: a...&.
b=xeb e: a+oo e a¢ C a+oo
This is similarly impossible. Since W = a_ooUa¢ U a+oo we conclude that
and that a¢ is convex.

Theorem 11-6. Let H = a¢ be the middle of a trisection (a_oo,a¢,a+oo) of a belt W


with duality. Then a_oo Q and a+oo= R, where:
89

Q {xlx£W, and no h£H satis~ies h$X}


(ll-l)
R = {xlx<:W, and no ocH satisfies h~x}

Proof. I f x£o_oo and k£H=06 then by the table of Fig 11-1:

x !!) k £ or/>
If b=xE&k, then b~; and OC06 (just proved). Hence we cannot have h.$X for any he: 06
otherwise by the convexity of or/> (Theorem 11-5), follows x£0r/> contradicting x£0-oo
Hence x£Q, so °_~.
Now if y£0+oo and k£H=0r/> then by the table of Fig 11-1:

.
yE&'kw q,

I f c=yE&'k, then c~; and c£0q, (just proved). Hence y¢ Q. Hence QOo+oo is empty, and
evidently Ql)06 = Q()H is empty. But W = o~UOq,UCJ""", so QC:!oo' i.e. Q=CJ_oo ' Similarly
~.
+00

Corollary 11-7. A given subset H of a belt Ii with duality can be the middle of at
most onE' trisection of W.


Proof. As Theorem 11-6 shows, any trisection (CJ_oo,uq"CJ+ooJ wit;h CJr/>=H is uniquely
identified as (Q,H,R).
If W is a division belt or a blog, we shall say that a subset H of W is a
convex subgroup of W if H is a convex subset of Wand:
If 1V is a division belt then (H,~) is a subgroup of (W ,@).
If W is a blog then (H,@) is a subgroup of the group of W.
If a convex subg::-oup H is a proper subset of W, then we say H is a convex proper sub-
group of W (as will, therefore, always be the case if W is a blog).

Theorem 11-8. The middle of a trisection of a division belt or blog W is a convex


proper subgroup of W.

Proof. Let the trisection be (0_00'0111'0_)' Note that, if W is a blog, then by Le=a
11-4, CJ 6 contains only finite elements. Suppose a,b£0q,' Then ~b-l£o<p' For suppose
if possible that a®b-1-o_oo' Then a=(a®b-l)®b£O_oo~OiCO_,~, a contradiction. Hence
-1.1 . •
~b ~O-OO and sun~larly a®b
-1 ~O+OO.
.I
Hence a®b-1 £O~ so (ai'
i i l ) ·~s a ( conv~x·) subgroup of

W. Jt is necessarily a proper subset of W since o_ooUo+oo is not empty. •

Corollory 11-9. Let the belt W with duality have a trisection (0_00'06,0+00)' If W
is a division belt, then (Oq"E&,~,E&' ,~') is a division sub-belt of W. If W is a blog
then ({-oo}UoiU{+oo},E&,@,E&' ,®') is a sub-blog of W.


PrOOf. Follows directly from Theorem 11-8, and the algebraic structures of division
belts and blogs.

11-4. The Linear Case


The question arises as to whether each proper convex subgroup of a division belt
90

or blog W can be the middle of a trisection. We investigate this question in the


~resent section, in relation to the specific case where W is linear.

Lemma 11-10. Let H be a non-emety subset of a given partially ordered set W. If W


is linear, then the sets P and Q of (ll-l) can equivalently be characterised by:

Q = {xlxe.W and h>x for all hE:H}


(ll-2)
R = {xlxe.W and h<x for all hE:H},

If, additionally, H is a convex subset of W, then the sets P and Q can equivalently
be characterised by:

Q = {xlxE:W, xfH and h>x for some hE:H}


R {xlxE:W, x¢H and h<x for some hE:H}
} (U-3)

Proof. If W is linear then for all xe:W and he;H, x"h is true if and only if x~h is
false, so Q of (ll-l) and Q of (11-2) are the same. Similarly for R.
Suppose additionally that H is convex, and that :xe:Q of (U-3). If X¢Q of (U-2)
then for some lIEH, k>x is false, i.e. (by linearity), ~x. Hence k$x<h, whence Xe:H


by convexity, contradicting (11-3). Thus Q of (11-3) is contained in Q of (11-2), and
the converse is trivial. Similarly for R.

Lemma ll-ll. Let H be a non-empty convex oLlbset of a given linearly ordered set W.
Then H, together with Q and R (of (U-3)) form three pairwise dis.junct sets whose
union is W.

Proof. Let hE:H and :xl':W. If:xl':H then by (U-2), xfQJR. Suppose :x4H. By linearity,
there holds exactly one of the relations.
x<h, x=h, x>h.
But x=h is inconsistent with xfH, hence (by (11-3)) x belongs to one of Q,R but
(by (U-2)) not to both. •

Theorem 11-12. Let W be either a linear division belt other than {¢}, or a linear
blog. Let H be a proper convex subgroup of W and let Q,R be as in (11-3). Then W
has the trisection (Q,H,R).

Proof. H is non-empty, since ~E:H. Hence by Lemma 11-11, H, Q and R are pairwise
disjunct with union W. And Q and R are non-empty. For if W is a blog then -~Q

whilst ~E:R. And if W is a division belt then we can find XE:W such that x¢H, since
H is a proper subset of W. Then XE:QVR and it is easy to see that X-lE:Q if and only if
XER (using Lemma 4-6). So W is the union of the pairwise disjunct nan-empty sets Q,
H,R.
We must now verifY all 36 entries in the table of Fig 11-1, with Q,H,R in the
roles of o~, o~, o~ respectively. So let x, YEW.
Now, if W is a blog, and one of X,YEW is either -ao or +." then (since ~EQ and
~R), the table of Fig 4-1 guarantees the success of the verification in all these cases.
We may restrict ourselves therefore to considering finite elements X,YEW, in other
words we mBiY argue further as for the case that W is a division belt.
91

But in a division belt, multiplication is self-dual, so we need only consider the


columns of the table for ~, ® and ~'. Verification of the columns for ~ and ~, is
immediate because of the linearity of W and the fact that q < h < r for all qe: Q,
he:H and re:R, by (11-2)

We are left with the column headed x ® y, for which we must verify the top five
entries, the botton four being analogous to the top four. We take the cases separately,
our notation being that ql' q2 e: 0 and hI' h2 e: H, but all are otherwise arbitrary.

1. By (11-2), ql < hI and q2 < 0. Hence by Lemma 4-11:

ql ® q2 < hI
But hI is arbitrary, so ql ® q2 e: Q by (11-2), whence 0, ® QCQ
l
2. By (11-2) , ql < hI ® h-2 e: H. Hence by Lemma 4-11:

ql ® h2 < hI

Again, hI is arbitrary, so ql ® h2 e: Q by (11-2),whence Q ® H e: Q.

3. The table of Fig 11-1 requires no assertion to be made regarding Q ® R.


4. The case BOO is similar to the case Q ® H discussed under 2.

5. since H is a group, H ® HeH.


As a special case of the foregoing analysis, we may take H to be the trivial group
{¢}, as in the following result.

Theorem 11-13. Let W be either a division belt other than {¢}, or a blog. Then {¢}
is the middle of a trisection of W if and only if W is linear; and the trisection
is then (N,{¢},P) where N, P are respectively the negative and positive cone of W.

Proof. If W is linear, then since {¢} is a (trivial) convex subgroup of W, Theorem


11-12 implies that W has the trisection (Q,{¢}, R). But from (11-2) with H = {¢}, we
see that Q = N and R P.

Conversely, suppose W has a trisection (Q,{¢},R). Let x, y e: W. If Y is


not finite then x ~ y or y ~ x according as y is +00 or _00. If Y is finite then
x 0 y-l e: W (QU{¢}) U ({¢}UR). If x 0 y-l e: QU{¢} then using the table of Fig 11-1:
X" y.

(x 0 y-l) ~ ¢ = ¢; whence x 0 y-l ~ ¢ so Similarly if x 0 y-l e: {¢}U R then
x ~ y. Hence in all cases either x-<y or x;:' y, so W is linear.

11-5 . Two Examples

We give now a couple of examples to illustrate the above results. Let (J, 0) be
an infinite linearly ordered group, and let W be the set of 3-tuples of elements of J.
We make W into a group be defining multiplication componentwise:
92

Now order the elements of W lexicographically, using the ordering in J, i.e.


(b l ,b 2 ,b 3 ) ~ (al ,a2 ,a3 ) if and only if:

(b 3 > a 3 ) or (b 3 = a3 and b 2 > a 2 ) or (b 3 = a 3 and b 2 = a 2 and b l ~ al'.

It is readily verified that (W,S) becomes a linearly ordered group, which we may
construe as a linear division belt (W,It,S,It' ,8') as in Section 2-8. Now define

H {(x,¢,\ll)lxEJ}.
ihen H is a convex proper subgroup of W. Defining Q,R as in (11-1) we confirm that
W has the trisection (Q,H,R).
Now let us take the same group (W,$) of 3-tuples of elements of J, but this
time we take the ordering of (W,S) to be that of J3:

(al ,a 2 ,a3 ) ~ (b l ,b 2 ,b 3 ) if and only if:

al ~ b l and a 2 ~ b 2 and a 3 ~ b 3•

(W,S) is now a lattice-ordered group, which we may construe as a (non-linear)


division belt (W,It,8,1t' ,S') as in Section 2-8. The same subgroup H is again a
convex proper subgroup of W, but now if p';'\ll, we have:

Hence Q n R is not empty and H cannot be the middle of a trisection.


12. a~-ASTIC MATRICES

12-1 . a¢-asticity.

In Section 11-1, we posed two questions. In the present chapter, we answer the
second of these questions, deferring the first to Chapter 13.

Let us recall from the theory of probability that a row-stochastic matrix is a


(non-negative) matrix in which the sum of the elements in each row is unity. A
column-stochastic matrix has the sum of the elements in each column equal to unity,
and a doubly stochastic matrix is both row- and column-stochastic. It is easy to
prove that the product of two (row-, column- or doubly) stochastic matrices, conform-
able for multiplication, is again (respectively row-, column- or doubly) stochastic.

An analogous result holds for matrices in minimax algebra; moreover the sum of
"stochastic" matrices is then also "stochastic". To develop these ideas, we require
the following definition.

Let (El,!il, @, !il', @') be a belt with duality and (o~,!il, @, !il', 0') a
sub-belt of El with duality. We shall say that a finite subset S C El is
a~-astic if there holds:

(12-1)

In (12-1), we see the analogy to the stochastic case. Specifically, if a~

is just {0}, then a o~-astic set satisfies:

L !il x = the multiplicative identity 0


XES

whereas a set of probabilities satisfies:

L x the multiplicative identity 1.


XES

A matrix over El will be call~d row-a~-astic (respectively cOlumn-o~-dstic,

or doubly o~-astic) if the elements in each row (respectively each column, or each
row ~ each columm) form a o~-astic set.
A convenient terminology is: a-o~-astic where a may represent anyone of the prefix
words ~-, ~- or doubly.

To simplify later terminology, we shall admit two special variants of the above
usage. Specifically, if is the group G of a blog then we shall say G-astic
as an alternative to o¢-astic; and if o¢ is the trivial group {0} then we shall
say ¢-astic as an alternative to o¢-astic.
94

Lemma 12-1. Let S be a subset qf a belt El witq dUality having a t~isection

(o_~, o¢, o+~). If S contains a finite number of elements, then S is o¢-astic


if and only if:

Sn o+~ is empty, but S n o¢ is not empty. (12-2)

Proof. By Proposition 11-2:

XES
L Ql x E a +~ if and only if S(lo
+00 i s non-empty.

XES
L Ql X E a _00 i f and only i f S n (o¢ U 0+00 ) is empty.

So, since L Ql X E o¢ if and only if L Ql X i 0_ 00 U 0+00'


XES XES

XES
L Ql X E o¢ if and only if S n a~ is empty but S n a¢ is
not empty. •

By virtue of Lemma 12-1, we may informally characterise G-astic matrices as


having at least one finite element;, and no element equalling +00; and ¢-astic matrices
as being non-positive and containing at least one element equalling ¢.

We notice en passant that a-a ¢-astic matrices are all particular cases of matrices
over the belt o_~U o¢, when El has the trisection (o_~, o¢, o+~).

Lemma 12-2. Suppose the belt El with duality has two t~isections (o~oo' o¢, 0+ 00 )

and (<1_~, '<1¢, <1+ 00 ) with <1¢Co¢. I f a matrix A with elements in El is

a-<1¢-astic, then A is also a-o¢-astic. In particular, if El is a linear blog with

group G, and A is a-~-astic then A is a-G-astic.

Proof. Using Lemma 12-1, if


-A E·"
vlmn is row-o¢-astic then:

n
L '"
j=l'" -
{A} •.
~J
EO",
It.'
(i=l, ••• , m)

n
Hence: L ,. {A} .• EO", ( i=l, ••• , m)
j=l'" - ~J It.'

Thus A is row-o¢-astic. Similar arguments apply if a is column- or doubly.

Finally, if El is a linear blog then by Proposition 11-1 and Theorem 11-13,


El has the two trisections ({-~}, G, {+~}) and (N,{~},P). And evidently, {~}C:G • •

The following result is that adumbrated in the introductory remarks of this chapter.
95

Theorem 12-3. Let (o¢, $, ®, $', ®') be a r::onvex sub-belt with duality of a belt
(E l , $, ®, $', ®') with duality, and for any integers m, n? 1 lett#" mnC mn
denote the set of all (mxn) a-o¢-astic matrices for a fixed meaning of a. Then the
(~'Jr ' o¢)-hom-rep statement is true. In particular, this holds if o¢ is the middle
of a trisection of El , or if o¢ is the trivial belt {0}.

Proof. First, let a denote the prefix "row", and let !:.' C E vV;;,n. Then:

n
Vi=l, ... ,m, L"
j=l'"
{A $
-
cL .
- 1J

Hence: A $ C is row-o¢-astic. Moreover, for any A E o¢:


n n
¥i=l, ... , m,
j=l$
L {!:. ® A} 1J
•• ( I
j=l$
{A} ij) ® A E o¢

Hence: A®A Moreover, for any BE· jl' :


- VY np

¥i=l, ... , m,

(12-3 )

Now jIl$ {~}rj E o¢ by hypothesis, for all r=l, •.. , n. Hence u, v E o¢ where by

definition:

( 12-4)

Evidently, by (3-18):

Vr=l, ... , n ,

Hence for all i=l, ••• , m; r=l, .•. , n, we have:

{A}.
- 1r ® u ~ {A}. ®
- 1r
I"
j =1'"
{B} .
- rJ
~ {A}.
- 1r
®v

Closing w.r.t. index r and using (12-3):

.Jifi=l, ... , m , (12-5)

n p
Now, I $ {!:.}ir E o¢ by hypothesis, so (12-5) exhibits I,,{AIilB} ..
j=l'" - - 1J
lying between
r=l
two elements of o¢" Since is convex, we infer:
96

-¥i=l, ... , m,

Hence A ~ B is row-o~-astic.

Summing up, we have shown that !::..!il £ E . ) (ron' !::.. ~ A E J{ ron and !::.. ~ ~ E vV"rnp when
A C and Apart from some routine verifications,
- E ' Ar
vr mn , BE'
-
Ar
VV np
,
- vr mn
E' AI" A E 0 A..
'P
this proves the (iK. II¥", 0 ¢)-hom-rep statement when a is "row". The proofs when
a is "column" or "doubly" are similar. The particular case when 0¢ is the middle


of a trisection fOllows now from Theorem 11-5. Moreover, the trivial belt {¢} is
obviously convex, so the result holds for this case also.

12-2 . The Generalised Question 2

Question 2 from Section 11-1 asks: how can we characterise the set of left
matrix multiplications which take the space of finite n-tuples into itself?

This question is addressed in the following results.

Theorem 12-4. Let (o¢,!il,~,!il',~,) be a convex sub-belt with duality of a belt

(E l , !il, ~, !il', ~') with duality, and for any integers m, n ? 1 let J{ ~ mn
denote the set of all (mxn) row-a ¢-astic matrices and let 0 ~ J{ron denote the

set of all (mxn) matrices A for which {A}., E 0-1. for all i=l, ... , m; j=l, ... , TI.
- lJ 'P

Then the (tJ{,0, o¢)- and (&, (:j, o~)-hom-rep statements are true.

Proof. The ( B, 0 , 0 ~)-hom-rep statement follows from Theorem 5-6 with


in the role of E
1
and 0 ron
M .
in the role of '~lmn

Now, since a sum of elements of o¢ is again an element of o¢, we infer that

(!j ronCJ(mn for all integers m, n "l. So, (using the «(j,(J o¢)-hom-rep statement),
(0ron' !il) is actually a subspace of (Wmn' !il) over o¢.
Let
-A Ufron -
,II" , B
E E fj np for given integers m, n, p ~ 1. Then
where by definition:

u =
n
L!il'
r=l
v
r=l
n
L !il I '"
j=l'"
{B} ,
- rJ
(12-6)

Evidently, by (3-18):

Vr=l, •.. , n; j=l, ... , p ,

Hence for all i=l, ... , m; r=l, . .. , n; j=l, . .. , P we have:

{!::..}ir ~ u.!i {~hr ~ {~}rj .!i {!::..}ir ~ v


Closing w.r.t. index we have for all i=l, ... , m; j=l, .•. , p:
97

n
(L (j) {~) ir ) ~ u ~ (12-7)
r=l

Now L (j) {~}ir E o¢ by hypothesis, So (12-7) exhibits {A


-
~ B} ..
- lJ
lying between two
r=l
elements of o¢. Since is convex, we infer:

In short, if A E . II" and B E f /l then A ~ B E (J) • Apart from some routine


W= ~~ - ~~
verifications, this proves the (~(?, o¢)-hom-rep statement. tt
Theorem 12-4 shows that if ~ E vt'mn is row-o¢-astic (with o¢ convex), then;

(12-8)

where g ; xl->A@x
A - - -
for each and denotes the set of n-tuples all of whose elements

To answer Cuestion 2, we must prove the converse also (under appropriate conditions).
For this, we require the following definition. A subset T of a belt (E l , (j), @) will
be called right-cancellative or simply cancellative if there holds;

V A EEl' V x E T, if A ~ x E T then A E T (12-9 )

Analogously we may define left-cancellative, and right- and left-dually cancellative


(when El has a duality). The following is then easily proved.

Proposition 12-5. Let (E l , (j), ~, (j)1, ~I ) be a given belt with duality. If El


contains an element ¢ which acts as multiplicative identity element in (E l , ~) and
in (E l , @I) then {i'\} is right- and left-cancellati ve and dually cancellative. If
El has a trisection (0_00' o¢, 0+00) then o¢ is right and left cancellative and
dually cancellative. In particular, the group of a blog is right- and left-cancellative
and dually cancellative.
tt
The following result now gives the desired converse to (12-8);

Theorem 12-6. Let be a cancellative sub-belt with duality of a belt


with duality and let A E mn for given integers ffi, n ). 1 be such
that for each integer p > 1 the left-multiplication defined by
--g-A----~B~~~A~@~B~--s-a~t~i-s~f~i-e-s-;------------------------------

where 0 np ,0 mp are the sets of all (nxp) and (mxp) matrices respectively which have
all their elements in Then A is row-o¢-astic.
98

Proof. Let u £ o¢ be arbitrary and let B £ 1.11


\7 np have:

{B} . u (r=l, ... , n; j=l, ... , p). (12-10)


- rJ

By hypothes is, A €I B £ a
1.7 mp'
whence for all i=l, ... , m:
n
(I ill {~) ir) €I u {A€lB} .. £o
- - lJ
(12-11)
r=l

Since and is cancellative, (12-11) implies:

Hence A

Corollary 12-7.
is row-o¢-astic.

Let (o¢, ill, €I, ill', €I') be a convex cancellative sub-belt with duality

of a belt (E l , ill, €I, ill', €I') with duality and let A £ mn for given integers
m, n ~l. Then for each integer p? 1, the left-multiplication gA
defined by gA B f+ A €I B satisfies:

(where 0,(JI
np Vmp
are the sets of all (nxp) and (mxp) matrices respectively which have
all their elements in o¢) if and only if A is row-o¢-astic. In particular, this holds
when o¢ is the middle of a trisection of El .

Proof. The main result follows immediately from Theorems 12-4 and 12-6. The particular


case when is the middle of a trisection follows because is then convex and
cancellative, by Theorem 11-5 and Proposition 12-5.

Our answer to Question 2, applicable for the principal interpretation, is therefore:


"left matrix multiplications which preserve finiteness are exactly those induced by
row-o ¢-astic matrices". We can, in fact, prove a stronger result to the effect that
"right-linear homomorphisms which preserve finiteness are exactly those induced by
row-o¢-astic matrices". This we now do.

Corollary 12-8. Let El be a blog with group G and for given integers m, n ~ 1
let vV' mn denot.e the set of row-G-astic matrices over El , and G
n
the set of finite
n-tuples over El • Then:

En ... Em and 3 I::. £ vV'nm such that:

A €I x (V x £ E )} (12-12)
- - - n

The representation T: 1::.1+ gA is an isomorphism of (vt'"mn' ill)

and if m = n then T is an isomorphism of the belt (\¥rill' ill, €I) to the belt
99

(Stab E (Gn , Gn ), Q), 3).


1

Proof. Y AI' · Since


Call the set defined on the right-hand side of (12-12): "\...vf G is
mn
the middle of a trisection of El , Corollary 12-7 with p = 1 shows that:

::f, Ar
~r=
c: Stab E
1
(G, G )
n m
(12-13)

Conversely, let g E Stab E (G, G ). Then by (5-6).


1 n m

Now, since El is a blog, it satisfies axioms Xs and X10 and therefore g is


necessarily a left-multiplication for some A E ~ by the proof of Theorem
5-10. But sinceg E StabE l (G n , Gm)""; we infer A E tAI'= by Corollary 12-7.
Hence g E~v¥'=, and (12-12) is proved.

Thus T is surjective of ~ = onto Stab E (G n , Gm), and is injective by


Theorem 5-10. Hence T is bijective, and by thelusual arguments is a homomorphism.4t
13. I-EXISTENCE

13-1 ,I-Existence D.efined.

In Section II-I, as part of a general discussion, we introduced the notion of


I-existence as a formal device for avoiding the use of products in which - and +a>

are combined. Generalising this notion, let El be a belt with duality having a
trisection (o_~, 06' 0+a»' and let x,yeEl , We shall say that the products x~ and
x~'y are I-undefined,if one of x,y lies in o_~ whilst the other lies in o~.

Similarly, we shall say that a matrix product, or other expression, is I-undefined


if its evaluation requires the formation of ai-undefined product of elements of El •
Otherwise, we shall say that such expressions or products are I-defined or that they
I-exist.
In the following results we shall use the notation C? mn to denote the set of
all (mxn) matrices whose elements all lie in o¢'
Proposition 13-1. Let El be a belt with duality having a trisection (o_~, 0 , 0+00)'
Let AE for integers m,n,p~. Then A8B I-exists if either !e E:?mn
or Similarly ! ®' ~ I-exists if either !E (j mn or BE 0.
np

Lemma 13-2. Let!,.! be matrices over a belt El with duality, having a trisection
(o_~, 06' o+~).

If ! ~ ! I-exists and is row-o ¢-astic then! is row-a ¢-astic and the elements of .!
form a o¢-astic set

~. For element (i,j) of! ~ .! we have:

{A ®
-
xl. ' =
- ~J
ter ({A},
- ~r
~ {X} ,)
- rJ
Using the table of Fig 11-1 we conclude:

(i) If {!} ir e: 0+~ for some i ,r, then row r of .! does not contain an element
of 0_co (since! 3 !/-exists), and then (~ 6 !} ij E 0+~ for all j for that
i.
(ii) If {!1 ir E 0_ for all r for some i, then no column of ! contains
an element of o+~, and then {~!,} ij E o_~ for all j for that i.

Similarly:
(iii) If {.!} rj E 0+_ for some r,j then {A 3 X} .. E 0i_ for all i for that j.
- - - ~J ~

(iv) If {X} ,E 0_ 00 for all r ,j then {A S X}. . E 0 for all i ,j.


- rJ - - ~J -0>

Since all these conclusions contradict the hypothesis that! S ! is row-o r/J-astic,
we conclude (from (i) and (ii)) that! is row-0r/J-astic and (from (iii) and (iv))
that the elements {X} .. form a o.rastic set. •
- ~J VJ

Lemma 13-3. Consider the following four conditions for given matrices !E
mn'
101

XE
n
over a belt El with duality, having a trisection (0-00,0 , o~):

(i) A contains no element of o~

(il' !~-o!!r~

(ii) A @ X I-exists and contains no element of o_~

(ii)' A @ X I-exists and each column of A ® X contains elements of o~ only or


elements of o~ only, according as the corresponding column of! does or
does not contain an element of 0+=,

Then the conditions: (i) with (ii); (i) with (ii)l; (i)' with (ii); (i)' with
(ii) I; are all equivalent,

~ Since clearly (i)' implies (i) and (ii)' implies (ii), it suffices to show
that (i) with (ii) implies (i)' with (ii)', So suppose that! contains no element
of 0+= and that! ® ! I-exists and contains no element of o_~,
Now if for some i,j we have:

then by (iv) of Proposition 11-3, some {!}rj E 0+=, since no {!}ir E of«>' Hence by
(iii) in the proof of Lemma 13-2 we infer that every element of column j of {! ® !}
lies in 0+=, proving (ii)',
Moreover, if ~ is not row-o¢-astic then some row i of ~ contains only elements
of o_~, since ~ contains no element of 0+00' But then by (ii) in the proof of
Lemma 13-2, that is also true for! ®!, contradicting (ii), This proves (i)', ..
We shall not bother to list the obvious duals and left-right variants of
Lemmas 13-2 and 13-3, since these lemmas are very specifically intended as stepping
stones for later theorems and have little interest in their own right,

13-2 • Compatible Trisections


Question 1 of Section 11-1 asked: How wide a range of matrix operations can we
carry out without forming I-undefined products in El? Since our interest lies in the
use of matrices and their duals as operators, we shall give this vague question a
rather more precise formulation:
Can we characterise the matrices AE.AI for which there exists subspaces S and
- v"(mn *
T such that the left-multiplications gA: S ->- T and gA: T ->- S can be carried out
without the use of I-undefined products? Evidently this leads us to the question of
the I-existence of matrix triple products of the general form ~*0 ' (~!) or
~(~ *®'!), as used for example in Theorem 8-8,
Moreover, in Theorem 8-9 we considered some quadruple products which (as stated
in that context), will be used in a later discussion, namely in connection with the
solution of linear equations in Chapter 14 ,
We address ourselves therefore, in Section 13-3 below, to investigating the
102

f a ~ (&)1 (&)2

!i* 0' (! ~ 1£) Row - ASX a-f<o a -00

! 0' (!* ~

! * ~ (! til' 1£)
.!) Column-dually -

Row-dually -
! *o
A 8' 1£
X 0_00

a -00
a
-
a-f<o

A 0 (!i* 0' 1£) Column - !i* 0' 1£ a-f<o a-t<><>

(1£ 8 !i) 8' ! * Column - X ~ A a-t<><> a -00

(.! 0 ! *)

(!~' !) 8 A*
8' !i Row-dually -

Column-dually
X0A *

X 8' !
a -00 a
-
- a _00 a-t<><>

(1£ 8' !*) 8 A Row - X 8' !i* a-t<><> a-t<><>

Fig 13-1 Triple Products

-P a ~

A 8 (!i* 8' (!i 8 1£)) Doubly !i 8 !


!i* 8 (! 8' (!i* 81£)) Doubly dually - ! * 81£

!i18 ' (!* 8 (!18' 1£)) Doubly dually - A 18' 1£

! * 18' (! 8 (!* 8' 1£)) Doubly ! * 18' X

((1£ 18.!) 18' l) 18 A Doubly X 18 A

((1£ 8 ! *) 8' !i) 8 A* Doubly dually - !18!i*

((1£ 8' !) 18 ! *) 8'A Doubly dually - 1£ 18' !

((1£ 8' !*) 18 !i) l8'A* Doubly X S' !*

Fig 13-2 Quadruple Products


103

I-existence of the various triple and quadruple matrix products used in Chapter 8.
This question makes sense, of course, only for belts in which we can define both a
conjugacy and a trisection, and we must therefore first develop the necessary ideas
for this.
Accordingly, let (E l , @, 3, $' , 8' ) be a self-conjugate belt. We shall say that
El has a comEatible trisection (0_00 , 0"" °+00 ) if:
* *
° -., ° +00' i.e. if x £ 0+00 if and only if x ° -00 (13-1)

Proposition 13-4. A blog with group G, under the self-conjugacy (7-2) has a compatible
trisection ({-oo}, G, {+<»}). A linear blog, under the self-conjugacy (7-2), and a
linear division belt, under the self-conjugacy (7-1), have the compatible trisection
(N, {1Il},p), where N,P are respectively the negative and positive cone.

Evidently the condition o~oo


we have the following
= °+00 implies 0", * = 0", so in the light of Lemma 11-2,

Proposition 13-5. If the self-conjugate belt El has a compatible trisection
(0_00 ,°",,°+00)' then the belt (0"" $, @, $' 8') is self-conjugate and the belts

Lemma 13-6. Let a self-conjugate belt having a compatible trisection (0_00,0 ,



°+00 • each product!:::. 8 1!.,!:::. 8' 1!. I exists if and only
such that!:::. and 1!. both have an element of 0+00 or
both have an element of 0_00' somewhere in row i.

* * *
Proof. Obviously!:::. and 1!. are conformable for both A 8 B and A 8' B and so the
products will both I-exist unless there are indices i(l ~ i ~ m), r(l ~ r ~ n),
s (1 .( s < p) such that {A *} . 8 {BL
- r1. - 1.S
is not I-defined.

This will only happen if one of {!:::.* }ri' {1!.} is is in 0+00 and the other is in 0-<» But
from (13-1), this means that {!:::.}ir and {1!.}is are either both in 0+00' or in 0_00' •

Lemma 13-7 Let El be a self-conjugate belt with a compatible trisection (0_00' 0,p' 0+00)
For A£ mn' each product!::. 8 !::.*,!::. 3' !::.*,!::.* 3!:::.,!::.* 8' A I-exists if and only if all
elements of !:::. lie in o¢, i.e. if and only if !::.£ ~mn'

Proof. Define B = A. Then A fails to have all its elements in if and only
if A and B both have an element of 0_00' or both have an element of 0+00' on
SOme one row; and by Lemma 13-6 this is necessary and sufficient that the products
A* 8!::., A* 8' A should not I-exist. Similarly for the other two products. •

The following theorem gives the tie-up between I-existence and 0,p-asticity,
already adumbrated in Section 11-1.

Theorem 13-8 Let El be a self-conjugate belt having a compatible trisection


104

is row-(respectively column- or doubly) a~-astic if

and only if there exists (respectively _Y E or both X Eland


m - t/'in
YE m) such that A* 8' (A 8!) (respectively (r 8 A) 8' A* or both A* 8' (A 8 !)
and (r 8 A) 8' A*) I-exist(s); and then such products are I-defined for every
X E IC, (respectively every Y E (J: or every -X E rJl and every Y E~? ).
- \; np - V'qm V'np - V' qm

~. Evidently the matrices are conformable for the relevant products, so


I-existence turns upon the presence of elements from a-00 or a_. Suppose first
that
-A EJ[ mn
is row-a 6-astic and that
-X np
Then E0 .
A 8 X is I-defined by
Proposition 13-1, and A 8 X E
- - mp 0
by Theorem 12-4. Hence by Proposition 13-1,
A* 8' (A 8!) is I-defined.

A E·vlmn
Conversely, let
-
M and X E. M
- V'tnp
be such that A* 8' (_A 8 _X) is
I-defined. A 8! is necessarily I-defined, (being part of A* 8' (A 8 !)),
Then
and by Lemma 13-6 it cannot be that both A and A 8! have an element of at«>
or both have an element of a _'" in a:ny row i. Hence, making free use of the table
of Fig II-I, and the I-existence of A 8!, we argue as follows. A cannot have a:ny

element of at«> in any row i, otherwise A 8! would have exclusively elements of


0+00 in row i. And A cannot have exclusively elements of 0_00 in any row i
otherwise A 8! would have exclusively elements of 0_00 in row i. But this all
amounts to saying that A is row-o~-astic.

Hence there exists ! E~np A* 8' (A 8!) is I-defined, if and


such that
only if A is row-o~-astic; and A* 8' (A 8!) then I-exists for all ! E (1 np'
The discussion for (r 8 A) 8' A* is analogous, and the doubly a~-astic case is
the intersection of the other two cases.

13-3 • Dually a 6-astic matrices



If El has a trisection (0_00 , a 6 , 0_), we define a finite subset SeEl to
be dually 06-astic if:

The dual of Lemma 12-1 is the following.

Proposition 13-9. Let S be a finite subset of a belt F.l with duality having a

trisection (0_00 , °6 , a_). Then S is dually 06-astic if and only if:

n
Sn 0_00 is empty, but S 0t,6 is not empty.

105

We can now define row-dually, column-dually, doubly dually and a-dually a p-astic
matrices over El by obvious analogy to the definitions in Section 12-1.
It will be convenient to extend the terminology ~ ~-astic matrix to allow a also
to represent the prefixes column-dually, row-dually or doubly dually, and to
introduce the terminology ~~-astic matrix, where a* represents the prefix ~

column, doubl~ row-doubly, column-doubly or doubly dually exactly when a repre-


sents the prefix column-dually, row-dually, doubly dually, ~, ~ or doubly
respect i vely.
If vt:n denotes the commutative band of a-a~-astic matrices in a given context,
then vV~ will denote the co=utative band of a*-a ~-astic matrices, a notation
justified by the following self-evident proposition.

Proposition 13-10. be a self-conjugate belt with a cc~patible trisection


for given integers m,n>l. Then A is a-ap-astic if-~

From Theorem 13-8 we can now infer a number of variants by sUbstituting ~* for ~,

andlor dualisinc. All these cases are conveniently su=arised in tabular form, as
in the following proposition.

Proposition 13-11. Let El be a self-conjugate belt with a compatible trisection


(a_oo,a~,a+oo). Let f}. be a given matrix. Then the statement: ---------
"pro~~ct f. I-exists for ;o-;;;-;-~t';::GZ! if and only _if ~ is a-a¢-astic:
and product f. _then I-exists for all matrices! with :'lemen::_~L
is valid for the combinations of f. and a given in the table of Fig 13-1 provided
only that the relevant matrices are conformable for the relevant products.

Corollary 13-12. Let El be a self-conjugate belt with a compatible trisection


Then the I-existence of the quadruple product ~ 6l (A* &'

quadruple product ( ! & ~)
m' are each a necessary and sufficient condition that
~ be doubly a~-astic. Similarly the I-existence of the quadruple product ~ 0' (~* 0
(~ &'E)) n • and the existence of the quadruple product ((r &' ~) & A*)
fil' A for some Ye are each a necessary and sufficient condition that ~ be doubly dually
m'
a[astic. The given products are then all I-defined for all Xcf-4 and all Ye iUI •
'" -'"Vnp - Vgm
Proof. The product ~ fil(f}.* fil' (~ & E) I-exists if and only if the products f}.* @'
(~ &!) and ~ @(~* fil' 1:) both I-exist, where 1: = ~ @ E. By Theorem 13-8 and its
dual, this happens if and only if both ~ is row-a~-astic and f}.* is row-dually


a~-astic, i.e. if and only if f}. is doubly ap-astic. The other cases are handled
similarly.

Now Theorem 13-8, and its extensions Propbsition 13-11 and Corollary 13-12 state,
for given matrix ~, that f}. is a-ap-astic if and only if a particular form of product
106

I-exists for ~ matrix!. The following two results enable US to specify lDOre
closely for what range of :matrices! such products do }-exist for given ta-a¢-astic)
!.
Theorem 13-13. a self-conjugate belt with a compatible trisection
be given. Then the product !*i' !i!)
~~~~~~~~~~-;~______~ElL

Eith.....

Or ! does not contain any element of a.... and!.i! I-exists and


---------=-dOes not contain any element of a_.
~. I f !* i' (! &!) I-exists then! is row-a ,,-astic by Theorem 13-8 and so
does not contain any element of a+ oo • And clearly! i ! I-exists if A*i'(A6lX) 1-
exists. Moreover, if {A 6l X} .. E a_ oo for some i and j, then by Lemma 13-6 with
- - ~J
! 9 ! as 1!., we infer that row i of ! contains no element of a_ oo and so row i of !
contains only elements of a~. But then {! ~ !}ij E a_ oo implies (by(v) of
Proposition 11-3) that column j of! consists entirely of elements of a_. But this
implies that {A 9 X} .. E a for every i and this j. Hence every row of _A consists
- -
a" only,
~J -00

of elements of Le. ! E 0 mn •
Conversely, if ! does not contain any element of a~ then!* does not contain any
element of a_ oo ' so if ! 0 ! I-exists and also does not contain any element of a_
then product A*~' (A ~ X) is I-defined because the matrices are conformable, and have
elements in the belt a" U a+oo •


Lastly, i f ! E(;jmn' then! i ! and!* 0' (A. 0!) I-exist by Proposition 13-1
because the matrices are conformable.

Corollary 13-14. Let El be a self-conjugate belt with a compatible trisection


(d-oo, d", a.... '. Let!,! be ~ven matr~ces. Then the statement:

"Product!: I-exists if and only if:

Either ! contains elements of a" only


Or ! does not contain Rnv element of wI and product .9.
I-exists and does not contain any element of w2 if
is valid for the combinations of !:, .9., wI' w2 in the table of Fig 13-1, provided


only that the relevant matrices are conformable for the relevant products.

Proof. Similarly and dually to Theorem 13-13.

Corollary 13-15. Let El be a self-conjugate belt with a compatible trisection


(a_ oo ' a,,' a+). Let!,! be given matrices. Then the statement:

"Product!: I-exists if and only if:

Either ! contains elements of a¢ only

Or ! is a-o,,-astic and product.9. I-exists and


107

does not contain any element of W2"

is valid for the combinations of ~, a, B, w2 in the table of Fig 13-1 provided only
that the relevant matrices are conformable for the relevant products.

Proof. According to Lemma 13-3, if ~8! I"exists and does not contain any element of
0"_00' then the conditions "! does not contain any element of 0" +x> " , "! is row-O"i6-astic"
are equivalent. Hence the equivalence of Corollary 13-14 and Corollary 13-15 is


p~oved for the first row of the table of Fig 13-1 and the other cases are proved
similarly and dually.

Corollary 13-16. Let El be a self-conjugate belt with a compatible trisection


(0"_00' O"¢, 0"+00). Let!,! be given matrices. Then the statement:
"Product P I-exists if and only if:

Either A contains elements of O"~ only


or- ! is a-o¢-astic and product g I-exists and
contains elements of 0" i6 only"

is valid for the combinations of P,a, B, in the table of Fig 13-2 provided only that
the relevant matrices are conformable for the relevant products.
Proof. The product! 8 (!*8' (!II!)) I-exists i f and only i f the products ~8(~*8''JJ and
~*1I'(!8!) both I-exist (where! is !~!). B.Y applying Corollary 13-15
to these two triple products, we see that we have just two possibilities, if the
quadruple product !fi!J(!*8' (!II!)) I-exists:

either (i) A contains elements of 0"i6 only


or (ii) ! is doubly O"~-astic, !* ~, ! I-exists and does
not contain any element of 0"+00 and! {I ! I-exists
and does not contain any element of 0"_00.

In case (ii), Lemma 13-3 applies and we infer that i f ! {I! contains any elements of
0"+00 at all, then it contains a complete column of elements of 0"+00. But this would
imply that !* 18' !, which is!* fi!J' (! {I !), would contain elements of 0"+00 also.
Hence! II ! contains no elements of either 0"_00 or 0"+00' i.e. in case (ii), ~ ~!
contains elements of O"~ only.
Conversely, if ! contains elements of O"~ only, then by Proposition 13-1, the
product ~ II (!* fi!J' (! ~ !) ),£-exists provided the matrices are conformable. And if
! = A8X l--exists and contains elements of 0" ~ only and ! is doubly 0" ~-astic, then
! 8 (!* fi!J' !) I-exists by Proposition 13-11.
This proves the corollary for the first line of the table of Fig 13-2 and the
proof for the other lines proceeds similarly and dually. •
13-4.1-.DEfined Residuomorphisms.
As explained in Section 13-2, our aim in the present chapter is to investigate
how much of our theory of residuomorphisms, as developed in Chapters 8 to 10, can
108

survive a limitation to I-defined algebraic operations. If we are to combine the


results of Chapters 8 to 10 with those of Chapters 11 to 13, however, we shall
evidently need to require that El be pre-residuated and satisfY axiom X12 ' as well
as have a compatible trisection. Such a belt El will be called a generalised blog.
Restrictive as this combination of requirements appears to be, it still leaves us
with a class of belts considerably more general than the extended real numbers,
including all blogs under the ({-oo}, G, {~}) trisection and all linear division
belts or linear blogs under the (N, {¢}, p) trisection.
Now, if left-multiplication by a matrix! is to be a I-defined residuomorphism
of some set S of matrices to some set T of matrices, we shall require:
!*9' (!(,}!) and !9(!*8'1) to be I-defined for all !E8, I£T.
According to Proposition 13-11, this at least requires! to be doubly o¢-astic. but
if the sets S and T are taken sufficiently general, the total set of I-defined resi-
duomorphisms from S to T may obviously be forced to be smaller than the total set of
doubly 06-astic matrices.

It is evidently relevant to ask two questions:

1. What is the largest subset Of~p on which every doubly 06-astic (mxn)
matrix induces a I-defined residuated left-multiplication?
2. What is the largest subset of the set~ of doubly 06-astic (mxn)
matrices, every member of which reduces a I-defined residuated left-
multiplication on the whole OfJtp?
We use the nota-Gions of Section 10-4 and restrict ourselves as in Section 10-4 to
the case p = 1, i.e. to operands which are columns. The notation (0 q,) n denotes
the subset of En of all n-tuples with all elements in o¢.
Theorem 13-17. Let El be a generalised blog, having the trisection (0_00' °
For given integers m,n~l let~mn be the commutative band of doubly 06-astic
matrices.
Then (il

I-defined.

(ii) Le :oCf* , where SeE


S#T·
mn n
and TeE , and m,n>l.
m
If

all multiplications are I-defined, then S C (0 ¢)n and T C (0 ¢)m.

(i) From Theorem 10-11:


~.h{mn: En~Em ;-;(11,:0
Hence from Theorem 12-4 and its d~al* (and Proposition 13-10)
o(vYmn: (o¢)n~ (06)m:c'{;)( mn
And the multiplications are all I-defined by Proposition 13-1.

(ii) If, under the given conditions, we could find ~£ S but ~ i (06)n'
109

we should have (!:~) i £ 0_ 00 Ua +00 :for some i (~i~n). If in fact {~}i £: 0+00
for some i (J..:;:~n), let A£:, AI'
- VY mn
be such that {/::.} li £: 0_ 00 but {~) rs £: °0
otherwise. Then /::. £:vttmn but A 0 u is not I-defined. And i f {~} i £: 0_ 00 for some
i (l,,<i.:'n), let /::. £: vVmn be such that {/::'}li £: 00' {/::'}lS £: 0_00 otherwise and
{/::'}rs £: °0 (r11) otheI~ise. We easily verifY that /::.* 0' ~ is not I-defined, where
and similarly if :!. £: T then


~ = A 0 U £: T. Hence if u £: S then
:!. d0 0 )m·
Let us now recall the notations of Section 8-4. Then from Theorem 8-9,
Proposition 8-10 and Theorem 13-17 we immediately derive the following.

Proposition 13-18. Let El be a generalised blog, having the trisection (0_00' 00'
If the notation ')./
~ ~
( etc) is taken to be synonymous with the notation 8' ~ (etc)
then the diagram of Fig. 8-3 is valid when A is doubly dually °0-astic and the
diagram of Fig. 8-4 is valid when A is doubly 00-astic, al] mUltiplications being
I-defined.

13-5, CJ mn As Operators

Theorem 13-17 contains an asymmetry, in that part (ii) requires m, n > 1 whereas
part (i) only requires m, n >,.1. The reason for this is that vV"mn =0 mn if either
m or n is 1, and then all mUltiplications are I-defined by Proposition 13-1, If m, n > 1,
then emn is a proper subset of \, Ar
'mn
• Part (iil of Theorem 13-17 tells us that
(o~)n is the greatest subset of En on which all multiplications are I-defined;
if we wish to enlarge the set of operands from (00)n to En we must therefore
reduce the set of operators, and the following result shows in fact that we must
reduce it from II\!'mn to E1 mn. This result thus anSwers question 2 of the previous
section, and also takes care of the case m =1 or n = 1.
Theorem 13-19. Let El be a generalised blog having the trisection (0_00' o~, 0+00).
For given integers m, n ~ 1, we have:

(i) :<:> E : ,:p *(.1} *


E
n m ''''' G mn
and all multiplications are I-defined.

(ii) Let ;;(P : En<,,>Em :;;t!;p*


where ,pc If all multiplications are I-defined, thenjc0mn.

Proof. Since evidently I: =


f~ * [,
Ci
,part (i) follows from Theorem 10-11 and
mn nm
Proposition 13-1. Conversely, since En contains (o_JnU (0+oo)n' it is clear that
E?mn is the largest subset Of~ mn which induces left-multiplications which are
I-defined for all operands in En. The proves part (ii), •
110

FinaJ.l,y, :from Theorem B-n and Proposition 13-1 ( and its dual) we have the
following result.

Proposition 13-20. Let Ei be a generalised blog having tbe trisection


'Blen the diagrams of Figs. B-3 and B=4 are vaJ.id for arbi trllorY ! '£ 8mn' when the
notation is taken to be synonymous with the notation Moreover,

13-6 • Some Questions Answered


-defined.


As foreshadowed in Section 11-1, we have now related 091-asticity to two apparentl,y
separate questions. From Theorem 12-6, we know that if the left-multiplication gA
takes (0.s)n into (0.s)m then ! must be row-0 91-astic. By the duaJ. hereof, if the
residuaJ. iA is to take (o91)m into (o91)n' then !* must be rOW-duall,y091-astic.
And this is-exactl,y the conclusion we arrive at if we demand that gA and g!
can be applied in combination without producing expressions where are-i-undefined.

For the principaJ. interpretation, therefore, we shall regard as particularl,y


important the cases in which we describe the state of a system by means of finite
n-tuples upon which we operate with doubl,y G-astic matrices and their duaJ.s. By so
doing, we do not exclude any residuomorphisms which, together with their residuaJ.s,
preserve finiteness since all such residuomorphisms can be induced by matrix
multiplications as the following result shows.

Theorem 13-21. Let El be a blog with group G, and for given integers, m, n ~ 1,
let denote the set of mxn doubl,y G-astic matrices. If
mn
then it satisfies:

if and onl,y if ~ C{vVem .

Proof. The "if" follows :from Theorem 13-17. On the other hand, by Theorem 5-10:

Hence, if (13-1) holds, we have:

c ..jJ Ai
"\.."'tmn
n Stab E
1
(G, G )
n m
So, by Theorem 12-6, 1t consists of certain left-multiplications gA where each !
is row--G-astic. Hence, by Corollary 10-12 and the uniqueness of the-conjugate, ~ *
consists of the corresponding dual left-multiplications g *A".
g* :BHA*9'B (13-2)
A - -

Hence by (13-1) and the dual of Theorem 12-6, A* is row-duaJ.l,y G-astic, so by


111

Proposition 13-10, !:. is also column-G-astic and so doubly G-astic. Hence:


14. THE EQUATION A 9 x = b OVER A BLOG

14-1 • Some Preliminaries

We turn now to the analysis of a practical problem - the solution of a set


of simultaneous linear equations in minimax-algebra.
We have seen in Section 1-2.1 how such a problem can arise. In what follows,
we use the notations established in earlier chapters. We shall discuss the
following problem:
Given 1:. e: vhlmn and b e: Em to find x e: En such that 1:. 9 !. a ~ (14-1)

Now, if !, ~ e: En are solutions to (14-1), we have:

1:. 9 (!. It z) = <!:. O)~) i <!:. 0) z) = ~ i ~ = ~


Evidently the following proposition then follows.


Proposition 14-1. The set of solutions of (14-1) is either empty or is a
commutative band.
In order to develop a non-trivial theory of solutions of (14-1), we must set
extra conditions on El - taking care always to include the principal interpretation
as a possible case. In fact, we shall base our analysis on the identities of
Chapter 8, and so shall usually take El to be pre-residuated and satisfying axiom
X12 • Since we wish our results to have some practical relevance, we shall also
investigate the question of I-existence of the expressions which we use, in the case
that El is a generalised blog - that is to say that:
(i) El is pre-residuated
(ii) El satisfies axiom X 12
(iii) El has a compatible trisection (0_00 , °6, 0+",).

Lellllla 14-2. Let El be a belt with duality having a trisection (0_, o,P' 0+00).

Let m, n, r be given integers II I, and A e: mn a given matrix. Then the set

matrices X e: nr such that 1:. 9 ! is I-defined, is a commutative

Hence the set of solutions!. of (14-1) such that A 9 x I-exists

is either empty or is a commutative sub-band of En.

~. Evidently, (A) is not empty since rJl


nr - Vnr
c. ~nr-
d5 (A) by Proposition 13-1.

Let !, y e:
-
fJJ (A).
~nr-
Then the product 1:. 0) <! i ! ) is I-defined unless we can find

i, j, k, (1 :; i :; m; 1 :; j :; n; 1 :; k " r) such that one of {A} 0 0' {X i y} Ok lies


- 1J - - J
in 0_ and the otherin 0_00. But then (using Proposition 11-3) we should have that
{A}
- 1J
0 0 lies in 0_ or 0_
-
whils t one of {X} ok' {y} o'k lies in
- J - J
°
-0>
or 0_

respectively, so that one of A 0) X, A 9 Y is not I-defined - a contradiction.


Hence X It Y e: ~ (A). Fina~ly,-th: se~ of solutions x of (14-1) such that
- - ~nr - - fi
1:. 9 ~ I-exists is evidently the intersection of the commutative band~nl(!)
113

with the set of all solutions mentioned in Proposition 14-1.


We shall call any solution of (14-1), which is such that A 0 x I-exists,
a I-solution of (14-1).

14-2 • The Principal Solution

Theorem 14-3. Let El be a pre-residuated belt satisfying axiom X12 • Then (14-1)

has at least one solution if and only if ~ = A* 0' b is a solution; and

x = A* 3' b is then the greatest solution.

Proof. The 'if' is trivial. So suppose u£E n is a solution of (14-1). From


Theorem 8-9:
A 3 (A* @' £.) = A @ (A* 0' (A 0 0) = A @ u = b
Hence x = A* @' £. is a solution of (14-1). Moreover, using Theorem 8-8:


~ ti A* 0' (A 8 -'=.) = A* 0' b = x

Hence x is the greatest solution of (14-1).


Theorem 14-4. Let El be a generalised blog, and A £ mn' £. £ Em be such that

(14-1) is soluble. Then ~ = A* @' £. I-exists and is a I-solution of (14-1), if

and only if one of the following cases arises:


(i) A £0mn' and b £ (o+"')m'

(ii) !! £ 0rrrn' and b £ (o_oo)m'

(iii) !! is doubly o$-astic, and ~ £ (o$)m'


Moreover, every solution of (14-1) is then a I-solution, and A* @' b lies in

(0+00) IT (o_oo)n or (o$)n respectively according as case (i), (ii) or (iii) arises.

Proof. The 'if' follows from Propositions 13-1 and 13-11, with Theorem 14-3.
Conversely, if A* @' b I-exists and is a I-solution of (14-1) then
A* @' £. £.9tnl(!) and-A @ <A* @' £.) = b. Hence,

A* 8' (A @ (A* @' ~» =!!* 3' b


I-exists, so A is in any case doubly o$-astic (and perhaps A £ C?rrrn) by Corollary
13-16. In the ensuing argument we make free use of Fig.ll-l. First, suppose
~ = A 8 ~ does not contain any element of 0_00' Then we have the case (i) with
(ii) of Lemma 13-3, so (ii)' of Lemma 13-3 applies. Hence, either
~ = !! 0 ~ £ (o$)m (and then A* 8' b £ (o$)n by Theorem 13-17, and
we have case (iii) of the present theorem) or ~ £ (o+oo)m'
In the latter case, all elements of x = A* 3' b must lie in 0+00 also and
hence!! cannot contain any element of 0_00 because the product!! @ ~ j-exists.
Hence A £
- 0 rrrn ,and we have case (i) of the present theorem.
Alternatively, if ~ does contain an element of 0_00 , then ~ = A* 0' £. must
have all elements in <:"00' and then so must ~ = !! 3~. Hence!!* cannot contain any
element of 0+00 because the product A* 3' b I-exists. Hence A does not contain any
114

element of a , so A &
- -
E1 ,
mn
and we have case (ii) of the present theorem.
Finally, every solution is a I-solution in castS (i) and (ii) by Proposition
13-1. In case (iii): every solution ~ satisfies ~,y where y = ~* .' ~ (Theorem 14-3),
so ~ It Y = Y with y e:(atl)n' whence)!. da_""U atl)n by Fig. 11-1. But! (being a<6-astic)
also has all elements in a_""Ua tl , so! 8 ~ is I-defined in case (iii) also. •
For future reference, we record in the follow1ng result a number of dual and
left-right generalisations of Theorems 14-3 and 14-4.
Corollary 14-5. Let El be a pre-residuated belt satisfying axiom Xl2 and let!, B

be given matrices over El • Then for all combinations of a, P, g and 1\ given in


Fig. 14-1, the following statement is valid:
"The matrix equation P has at least one solution if and only if the
product g is a solution; and the product g is then the B solution.

Furthermore, if El is a generalised blog, and product Q is I-defined,

and equation P is I-defined when! = g, then equation P is I-defined


when! is any solution of equation P."

~. We consider the equation! B ! =!. Since each column of ! is produced


by the action of matrix! on the corresponding column of!. the validity of the
statement for this case follows directly from Theorems 14-3 and 14-4. (The
conformability of the matrices for the relevant operations is implicit in the


assumption of· the existence of solutions.) The other cases are proved similarly
and dually.

P a

A8X=B Doubly A* 8' B Greatest


!* 8 ! =! Doubly dually A 8' B Greatest
A 8' X = B Doubly dually A* 8 B Least
Fig. 14-1
A* 8' X .. B Doubly A8B Least
Principal Solutions
Doubly B 8' A* Greatest
X 8 A* .. B Doub ly dually B 8' A Greatest
X 8' A" B Doubly dually ! 8!* Least
X 8' A* .. B Doubly B 8 A Least

For each combination of P and.,g, in Fig. 14-1, we shall refer to g as the


principal solution to equation P, when..9.. actually is a solution to equation P.
Finally, we may paraphrase Theorems 14-3 and 14-4 (and, analogously,
Corollary 14-5) as a solubility criterion:
115

Problem (14-1) is soluble if and only if ! 8 (!* 8' l) = l; and every solution 1\04-2)
is a I-solution i f ! 9 <!* 9' .!!) i-ell:ists.

14-3 . The Boolean Case

Theorem 14-4 identifies the cases in which (14-1) has a i-defined i-solution.
All solutions are then I-solutions and the question arises: can we find all
solutions? Obviously, we require further assumptions on El before this is
possible, and our analysis will assume that El is a blog.
Accordingly, we now address the following problem:
To find all solutions of (14-1), given that El is a blog and that A 8 (A* 8' b)'
- - - 04-3)
1
I-ex is ts and equals l· J
Theorem 14-4 shows that three cases are relevant. Cases (i) and (ii) are
disposed of in the following result, which is an immediate application of
Proposition 4-3 and Fig. 4-1 (bearing in mind that A must be finite in cases (i)
and (ii».
Proposition 14-6. Let El be a b10g. If all elements of .!! are ~, then (14-3) has

l as its unique solution. If all elements of .!! are ~, then solutions to (14-3)

are exactly those elements of En which have at least one element equal to +~. 4t
Case (iii), which now remains, is the important case where! is doubly
G-astic and b is finite. In Chapter 15, we obtain all solutions of (14-1) for
this case, assuming that El is a linear blog. As a preliminary step, we consider
now the particular case that El is the 3-element blog ®. Then.!!, being finite,
has all elements equal to ~.

Lemma 14-7. Let E1 be the 3-e1ement blog a>, let! be doubly <rastic and l be

finite. Then (14-1) is soluble, having as principal I-solution ~ =; where;

has all components equal to~. Hence no solution to (14-1) contains +m as

element, and all solutions are I-solutions.


Proof. From Theorem 13-17, !* 9' .!! e: (cr~)n and! 8 <!* 8' .!!) e: (crq,)m.

But (crq,)n contains only; and (crq,)m contains only l. Hence:

A* 9' .!! = ; and! 9 ; = .!!'


and both products are I-defined by Theorem 13-17.
Hence (14-1) has; as principal I-solution. By Theorem 14-3, each solution
~ satisfies ~ :$ ; and so <loes not contain +m. Hence A 9 x is i-defined and x is
a I-solution to (14-1). 4t
Now let us suppose that we wish to solve the following example of (14-1)
with El = ®, ! doubly G-astic and b finite:
116

I/J I/J I/J I/J

I/J

I/J
0

I/J
0

0
8

[J 0

0
(14-4)

The procedure in effect uses standard Boolean analysis. as discussed. for


examp Ie in [3'4]. Since we are not using standard Boolean notation. however. we
now show how the solution is completed. so that the present treatment is self-
contained.
A set of simultaneous linear equations such as (14-4):
n
j:l$ a ij ~ Yj = 0 (i = 1. .. •• m)

>here each a .. and each y. is -~ or 0. is equivalent to:


1.J J
m n
II ( l.: $ a .. ~ y.) = 0
i=l~ j =1 1.J J

(for under the given conditions such a product equals 0 if and only if all its
factors equal 0 (Proposi tion 4-3 with El ®)).
MUltiplying out. and using the fact that x ~ x = x = x $ x when x E ®. we have:
k
(14-5)

where each Pr is a product of some of the variables Yj' each product containing
at least one Yj' no Yj occurring to power greater than one in a given product Pro
and no two products Pr containing exactly the same selection of Yj's.
(Terms containing a coefficient -~ may be dropped. so that all coefficients in
(14-5) are equal to the multiplicative identity 0. which need not to be written.
Not ~ terms get dropped since a coefficient # -~ is present at least once in
each row of the G-astic matrix. Identical Pr's are amalgamated. since
Pr $ Pr = Pro) We now introduce the n functions Yj (j = 1 ••••• n) where:

Yj 0ifYj
-~ otherwise.
Now. according to Lemma 14-7. no solution contains +~. But:

Yj ~ Yj =
}
-00

y. 3 Y. = I/J
(j = 1. •••• n) if each Yj is either - or 0. (14-6)
J J
So. for given product Pr in (14-5) let Y • •••• Yn be the variables Yj which do
n l t
~ occur in Pro
From (14-6) we have:
Pr = Pr ~ (Y n if each Yj is either -~ or 0.
1
117

On mUltiplying out the right-hand side of this expression, recalling that Pr is a


product of y.'s, we obtain an expression q , such that q - p when each y. is
J r r r J
either -~ or ¢, and q consists of a sum of 2t distinct products, each product
r
containing, for every j = 1, •••• neither Yj or Yj , but not both. exactly once.
A product of this kind is called a minter~.

Clearly, there are exactly 2n different possible minterms, and each given
minterm is capable of assuming the value ¢ in one and only one way, namely by
giving each variable y.,
J
for _j = 1 ..• , n, the value 0 if y. itself occurs in the
J
minterm. and the value -~ if y. occurs in the minterm. For each of the 2n
J
different ways of assigning one of the values -~, ¢ to each Yj' exactly one of the
2n possible minterms takes the value 0. and the others take the value - .
Since Pr has been expressed as a sum of minterms, we now can express

k
r:l$ Pr as a sum of minterms, i.e. we arrive at a disjunctive normal form

[27J. In view of the law x $ x = x, we may assume that any given minterm occurs
at most once in the sum. Such a sum takes the value ¢ if and only if (exactly)
one of the minterms which occur in it takes the value 0. and this happens for a
unique combination of assignments of -<» or 0 to the variables yj' The solutions
to (14-5) are therefore precisely those such assignments which make some minterm
k
in the disjunctive normal form of L $ Pr equal to 0.
r=l

Applying this procedure to equations (14-4). we first consider:


(Yl $ Y2 $ Y3) 3 (Y2 $ Y3) 8 (Yl $ Y3) 8 (Yl $ Y2 i Y3) c 0.
MUltiplying out and using Y 8 Y = Y = Y $ y, etc., we obtain:
(Yl 3 Y2 8 Y3) $ (Y l 8 Y2) $ (Y l 3 Y3 ) $ (Y2 3 Y3) e Y3 = 0.
Introducing Yl , Y2 and Y3 :
(Y l 8 Y2 3 Y3) $ (Y l 8 Y2 3 (Y3 $ Y3» $ (Y 1 9 (Y2 $ Y2) 3 Y3)

$ «Yl $ Yl) 3 Y2 3 Y3) $ «Yl $ Yl ) 9 (Y2 $ Y2) 8 Y3) = 0


MUltiplying out. and condensing equal min terms into one:
(Y l 3 Y2 9 Y3) $ (Y l 8 Y2 3 Y3) $ (Yl 3 Y2 9 Y3) $ (Y l 9 Y2 8 Y3 )

$ (Y l 8 Y2 9 Y3) ¢
The left-hand side is in disjunctive normal form, and the solutions to (14-4) are
thus:
118

Yl Y2 Y3

f/J f/J (6
(6 (6 -co

(6 -co (6
-co (/J (6
-co -co (6
15. LINEAR EQUATIONS OVER A LINEAR BLOG

l5-l.All Solutions of (1~2)

We describe no" a procedure for deriving all solutions to problem (14-1)


when El is any linear blog. ~ is doubly G-astic and ~ is finite. An important
consequence of the assumption of linearity is that in any given finite set of
elements there is a greatest (the attained maximum). As usual. G is the group
of E l •
We first transform the equations A 3 x = b so that all the right-hand sides
equal~. We do this by mUltiplying each equation

-1
a ij 3 Xj = b i through from the left by b i • obtaining as an equivalent set

of equations:
n
E <l .. 3 x. = ~ (i 1 •.••• m) (15-1)
j=l~ ~J J

where <l .. = b-:- l 3 a ..•


~J ~ ~J

In the matrix [<li)' we inspect each column. and we mark every element <lij which
is greatest in its column. At least one element per column will thus be marked.
For example. if El has the principal interpretation. let the given
equations be:

Applying the above procedure. we obtain

~] • [::] - [: J (15-2)

The encircled elements are greatest in their particular columns.


I f 8 j is the value of the greatest element(s) in column j then clearly 8 j is
finite. since ~ was doubly G-astic.
Opening (15-1) w.r.t. index i (see Section 3-3) we have:
¥ i = I, •.•• m; vj = 1 •.•.• n. <l .. 3 x. :!: ~ (15-3)
~J J
Restricting ourselves to such <l .. as are fini teo we infer:
~J
-1
¥ i = 1 ••••• m; vj = I, •••• n with <lij E G. x. ~ Ct ••
J ~J
-1
Closing w.r.t. i. xj :!: ~~, <l ~J
..
<l. ~EG
~J
-1
= (~$ <lij) (by (3-1» (15-4)
<l.~EG
~J
-1
8j
120

Relation (15-4) is thus a necessary condition to be satisfied by any solution


to (14-1) when El is a linear blog. ! is doubly G-astic and b is finite.

Lemma 15-1. Let El be a linear blog. Suppose there is some row i of the matrix

[a ij] in (15-1) in which no element is marked. That is to say. for this i:

¥ j = 1 ••••• n. a .. < S. (15-5)


1J J
Then the equations (15-1) have no solution.
~. Suppose that (15-5) holds for same row i. but that nevertheless we can find
xl' •••• xn E El satisfying (15-1). Then:
n
III z I : . a .. 8 x. = a iJ 8 xJ say. where 1 ~ J ~ n
j=l 1J J
(the attained maximum).
Then xJ and a iJ must be finite. since their product is Ill. and:
-1
= a iJ


xJ < SJ {from (15-5»

whereas (15-4) implies x;l ~ SJ' a contradiction.

We are left now with the case that in each row and each column of [ai}l. at
least one element is marked. We now transpose into a Boolean problem. as follows.
Introduce the Boolean variables Yj (j = 1 ••••• n) and the Boolean matrix [Y ij]
where Y1' J' = III if a1J
.. is marked in [a.].
1J
and y •• = -'" otherwise.
1J
Now solve the Boolean equations:
n
I: .. y •• 8y.=0{i=1 ••••• m) (15-6)
j-l'" 1J J
as described in Section 14-3. (From the way in which it was derived. ..J is
[y1J
clearly doubly G-astic.) We assert:
Each solution to (15-6) consists of an assignment of one of th~

values -"'. III to each y.. For each solution to (15-6) we obtain a set
J
of solutions· to (15-1) as follows: (15-7)
For each j = 1. •••• n: if y ..= III then x. is given the value
J J
-1 -1
Sj ; if Yj - -'" then Xj is given an arbitrary value such thatx j < Sj •
To illustrate the procedure. we derive for equations (15-2) the following
Boolean problem:

Proceeding as in Section 14-3 we obtain:


(Yl • Y2) 8 Yl = III
i.e.
121

Introducing Y2:
(Yl ~ Y2) 1B (y 1 ~ (Y2 1B Y2» r/J

0
i.e. (Yl ~ Y2) 1B (y 1 13 Y2) r/J
with the solutions:

1 Y2

r/J '/J
r/J _00

Applying procedure (15-7) to these solutions, we derive for (14-8) the solutions:

Xl x2

-1 -1
81 82
-1 -1
81 <8 2

From (15-2) we have 8 1 = 3 and 8 2 -9, so we have as the final complete set of
solutions:

1 xl = -3; x2 = 9

2 xl = -3; x2 < 9
_00
~

(At this point, it is perhaps of interest to note that for a negligible extra
effort we can solve equations of the form: (~13 ~) 1B E. = £. with ~, £. as before and
Clearly, unless E. ~ £.' the equations are inconsistent. Now
determine the column-maxima Sj as before, but in transposing into the Boolean
problem, drop any equation for which Pi = b i since this equation is automatically
satisfied by all solutions in which Sj 13 Xj ~ r/J (j = 1, ••• , n).
At the same time, drop the E.-column altogether, since if Pi < b i then this Pi
does not cons train the variab les.)

l5-2.Proving the Procedure

Before proving that (15-7) actually yields solutions to (15-1) it is


convenient to define an admissible assignment of values to the variables x. as one
-1 J
for which each x. receives some value such that x. ~ S .• In view of (15-4) we
J J J
know that all solutions to (15-1) must be admissible assignments.
Lemma 15-2. Let El be a linear blog. Then the solutions of (15-1) are exactly

the admissible assignments such that for each i = 1, •.• , m, there holds x.
J
for at least one j such that " .. is marked.
1J
Proof. Since" ..
1J
~ 8 j for all i = 1, ••• , m and 1, .•• , n, we have:
122

a ij ~ Xj ~ Sj ~ Xj ~ 0 (15-8)
for all i = 1 ••••• m and j = 1 ••••• n and any admissible assignment.
Now suppose aiJ' is an lUlmarked element in the matrix [a . .]. and that x.
1.J J
receives some value under an admissible assignment. Then either x. = -~. in which
J
case a .. ~ x. < 0. or x. is finite in which case a .. ~ x. < 0 also. for if
1.J J J 1.J J
a .. ~ x. 0 could occur in (15-8) we should have:
1.J J -1
a ij = Xj ~ Sj' (from (15-4»
whereas a ij was lUlmarked. and therefore a ij < Sj'
Hence for every admissible assignment. we have:
a .. ~ x. < 0 if a .. is lUlmarked
1.J J 1.J
a .. ~ x. ~ 0 if a .. is marked
1.J J 1.J
)
Hence. i f in a given raw i there is at least one unmarked element. we have.
by the linearity of El :
Lit a .. ~x.<0
a.. unmarked 1.J J
1.J
for every admissible assignment.
So a necessary and sufficient condition for xl' •••• xn to be a solution to
(15-1) is that it be an admissible assignment such that:
L& a .. ~ xJ'
1.J
=0 (i = 1. • •.• m). (15-9)
a.. marked
1.J
Hence. since each a ij e Xj ~ 0. we infer that the solutions of (15-1) are exactly
the admissible assignments such that for every i = 1 ••••• m there holds


a ij e Xj = 0 for at least one such that a ij is marked. But a ij is marked. if
and only if a ij = Sj' and the result follows.

Now since Q) is a possible case for E l • exactly the same procedures and
reasoning apply to the Boolean equations (15-6). for which an admissible assignment
is just any of the 2n different assignments of the values 0. -~. to y. (j=l ••••• n).
]

We begin by marking the column-maxima in (15-6). i.e. the 0's. But by the way the

1.J
J
matrix [y .. was created. we see that element y .. is 0 if and only if a1.'J' is
1.J
marked. Using this fact in the version of Lemma 15-2 appropriate to the case
El = ®. we infer for the Boolean problem (15-6):
Proposition 15-3. The solutions of (15-6) are exactly the assignments of the
values 0 or to the variables y. such that fOT every i = 1 ••••• m. there holds


-~
J
y
j
= 0 for at least one j such that a l j is marked in (15-1).
We can now prove our main result.
Theorem 15-4. Let El be a linear blog. Then procedure (15-7) yields all solutions

to equations (15-1) without repetition.


Proof. Examining procedure (15-7). we see that the assignments it generates are
123

admissible assignments, and that by Proposition 15-3 they ensure that for every
i = 1, ••• , m, there holds x. = S:l for at leas tone j such that a .. is marked.
J J q
Hence by Lemma 15-2 every assignment produced by the procedure is a solution to
(15-1) •
Conversely, if a certain admissible assignment is a solution to (15-1), let
-1
us for j = 1, ••• , m give y. the value i/J if x. Sj in this assignment, and Yj
J J
the value _00 if x. < S:l in this assignment.
J J
From Lemma 15-2 and Proposition 15-3 we see that the resulting assignment of
values to the y.' s is a solution to (15-6) and it is easy to confirm that the given
J
solution to (15-1) belongs to exactly the class of solutions of (15-1) which arises
by applying the solution procedure (15-7) to the solution of (15-6) just created.
Hence the class of solutions generated by the solution procedure (15-7) is
exactly the class of solutions to (15-1).
Finally, it is clear that the solution procedure involves no duplication of
solutions, since two distinct solutions to (15-6) give rise under the solution
procedure to different combinations of variables Xj receiving the value Sj-1 • •

15-3. Existence and Uniqueness


In the previous sections we have been concerned with an operational procedure
for finding solutions to linear equations over a linear blog. From this procedure,
we can now deduce some existence and uniqueness theorems, which are important for
the later theory.
First we record the following lemma, which is virtually self-evident, but
which will be useful later.
Lemma 15-5. Let El be a linear blog and let! E' mn be doubly G-astic and b E Em

be finite. Let e.. E Em have all m coordinates equal to 0, and let .£ E' mn be

defined by {cL. = {b}:l CiI {A} .. (i = 1, ••• , m; j = 1, ••• , n). Then the
- 1J - 1 - 1J
equations ~ CiI ~ = ~ and C ~ ~ = £ have identical solution-sets, and all solutions

are I-solutions.
Proof. Evidently, {C} .. = -00 if and only if {A} .. = _00, and {C}. is otherwise
- 1J - 1J -1J
finite. So.£ is doubly G-astic, and clearly p is finite. Hence all solutions are
I-solutions, by Theorem 14-4. n
Also, ~ CiI ~ = ~ i f and only i f E Et {A}.. CiI x. = {b}. (i = 1, ••• , m)
- 1J J - 1
j=l
and this clearly holds if and only if for i 1, ••• , m we have
n n
E «{b}.)-l CiI {AL. CiI x.) = ({b}.)-l CiI E .. ({AL. ~ x.) = C) = {p}.


j=ll - 1 - 1J J - 1 j=l'" - 1J 1 - 1.
i.e. if and only if C CiI ~ = e...
Theorem 15-6. Let El be a linear blog, and let A E be doubly G-astic and
mn
b E Em be finite. Then a necessary and sufficient condition that the equation
124

!! 8 !. = .!!.. shall have at least one solution is that each row of the matrix

C = [({b}.)-l 8 {A}..J contain at least one colulllD-maximum.


- - 1. - 1.J

~. The necessity of the condition was proved in Lemma 15-1. Conversely. if


each row of .£ = [a ij] does indeed contain an element which is greatest in its
column. then the procedure beginning with (15-1) goes through as far as (15-6).
where it defines a Boolean problem! 8 Z =~ with! doubly G-astic and ~ finite.
But such an equation always has at least one solution. namely all Yi a ~
(Lemma 14-7). Correspondingly. the original equations then have at least one
solution. namely all Xj - a-1
j •

We remark that the solution Xj = ajl (j = 1 ••••• m) discussed in the


foregoing theorem. is exactly the principal solution in this case.
Theorem 15-7. Let El be a linear blog and let!! e: IlID be doubly G-astic and

b e: Em be finite. Then a necessary and sufficient condition that the equation

A 8 x a b shall have exactly one solution is. that each row of the matrix

C [({b}.)-l 8 {A}.,] contain at leas t one column-maximum and for each


- 1. - 1.J

j 1. ... , n there is an i (1 Ii' i ~ m) such that {C}. • is the only colU\llD-maximum


- 1.J

on row i.
~. In view of Theorem 15-6. we may assume that C has at least one column-
maximum on each row.
Now in terms of Lemma 15-2. the solutions of A 8 x a b consist of certain
admissible assignments. whereby certain variables receive the value 13: 1 and others
-1 J
receive an arbitrary value <a . •
J
So if. for each column j in C we can find at least one row i in which only
-1
{C} .• is marked. then Lemma 15-2 tells us that every solution hasx. (3j • so
- 1.J J
there is only one solution.
Conversely. if for a particular column k in C there is no row i in which
only {'£}ik is marked then Lemma 15-2 tells us that all the assignments:
-1
Xj = a j (j oJ. k)
-1
~ ~ 13k
-1
are solutions. for arbitrary ~ ~ 13k • so there is no unique solution. (This is

true even if El is ® since the a.' s are always finite. and so equal rJ if El is


J
Q). Hence "arbitrary ~ ~ a~l"
still implies a non-unique solution.)
We shall now give Theorems 15-6 and 15-7 another form, which will have
applicati~s in the immediately following chapters and also later When we discuss
canonical forms of matrices.
Let I> as usual be the multiplicative identity elemen·t. From Section 12-1
we recall the use of the term I>-astic.
125

When El is linear, a doubly ¢-astic matrix clearly has ¢ as the maximum


element in each column, and each row contains at least one of these column-maxima.

Theorem 15-8. Let be a blog and let A £ l/ mn be doub ly G-as tic and b £ E
m
be finite. Then a necessary and sufficient condition that the equation A@x = b

shall have at least one solution is that we can find n finite elements

such that the matrix B {A}..@xJ'] is doubly ~-astic.


- 1J _

Proof. A @x = b is soluble, according to Theorems 14-3 and 14-4 if and only if it


has a principal solution x = A* @, b which is finite, i.e. if and only if we can
find finite elements such that:

m
x. L al'
({ A*} .. @' {b}. ) (j=l, ... , n)
J - J1 - 1
i=l

n
{b}. L ({A} .. @ xj ) (i=l, ... , m)
- 1 - 1J
j=lal

These relations are evidently equivalent to:

m
( L ({A*} .. @, {b}.»-l @ x. ¢ (j=l, ... , n)
al' - J1 - 1 J
i=l
(15-10)
n
({b}.)-l @ L ({A}. . @ xj ) '/J (i=l, ... , m)
1 - 1J
j=l al

Now, making free use of the results of Section 7-1:

m
( L f9' ({A*} .. @' {b}.»-l
- J1 - 1
i=l

m
( L al' ({A*) .. @' {b}.»*
- J1 - 1
i=l

m
L ({A*} .. @' {b}.)*
i=lfll - J1 - 1

m
L «{b}.)* @ ({A*} .. )*)
i=lal - 1 - J1
126

m
= E e «{b}.)-l 8 {AL.)
~ ~J
i=l
Hence the first relation in (15-9) gives:

«{b- }. ) -1
~
8 {A}.. 8 x.) = 4>
- ~J J
(j=l • .... n)

And evidently the second relation in (15-9) gives:


n
E
j=l$
«{b}.)-l 8 {A} .. 8 x.)
- ~ - ~J J
4> (i-I. ... , m)

But these relations are just:


m
E {~)ij 4> (j-l. ... , n)
i=l$
n
E
j=13
{B}. .
- ~J
4> (i=l. ... , m)

And clearly these state that B is doubly ~-astic.

ket us call a square



matrix! £ v4fnn strictly doubly \I-astic if it satisfies the following two
requirements:
(i) {!} ij ~ \I (i=l ••••• n; j=l ••••• n)
(ii) On each row. and on each column of !. we can find one and only one
element equal to \I.
Evidently a strictly doubly 0-astic matrix is doubly 0-astic. Each column
has a unique element as column-maximum. and each row contains one and only one such
column-maximum.
Theorem 15-9. Let El be a linear blog and let! £ mn be doubly G-astic and

b £ Em be finite. Then a necessary and sufficient condition that the equation

A 8 x = b shall have exactly one solution is that we can find n finite elements

xl' •••• x such that the matrix B =I({b}.)-l 8 {AL. 8 x.J is doubly 0-astic
n - ~ - ~ ~J J
and contains a strictly doubly 0-astic (rt x n) submatrix.
~. The positions of the column-maxima in a matrix are clearly unchanged if all
the elements in a given column are multiplied by the same finite constant x. since
(when x is fini tel the re ho Ids:
a > 6 if and only if a 8 x > 6 8 x
Hence for any finite ~ ••••• xn the matrix.!!. has its column-maxima in
precisely the same positions as the matrix C - [({b}.)-18 {AL].
- - ~ - ~J
So if finite xl' •••• xn exist such that.!!. is doubly 0-astic with a strictly
doubly 0-astic (n x n) submatrix. then the column-maxima lie in £ in a pattern
which. according to Theorem 15-7 implies that the equation! 8 ~ • ~ has precisely
127

one solution.
Now let the column-maxima of the matrix C = [({b}.) -1 13 {A}..J have the
- - L - LJ
values Sl' ••• , S respectively (necessarily finite), and let x. = S-:l
n J J
(j=l, ••• , n). Evidently the matrix:
B = [({b}.) -1 13 {A}. . 13
- - L - LJ
x.JJ
then has all column-maxima equal to 0, i.e. ~ is column 0-astic.
If the equation ~ 13 ~ = ~ is uniquely soluble then, according to Theorem 15-7,
the column-maxima lie in £ in a pattern which implies that B is doubly 0-astic with
a strictly doubly 0-astic (n x n) submatrix. •

15-4. A Linear Programming Criterion

The existence and uniqueness criteria so far developed apply, of course, to


the principal interpretation in particular and we shall make use of this fact
later. We can, however, obtain a quite different solubility criterion in this
case, which it is convenient to record at the present point. In fact, for the
principal interpretation, it is evident that problem (14-1) is equivalent to:
Given
-A E,M
v'Lnm and b E Em' to find x E En such that)
- (15- 11)
max (a ij + x j ) bi (i = 1, ..• , m)
j=l, •.• , n
i.e. such that:
¥i = 1, ... , m; j = 1, ... , n: a .. + x. ~ b. (15- 12)
1J J 1
and ¥i, ••• , ID, a .. +x.=b. for Some j (1 .[- j ~ n) (15- 13)
1J J 1
(i.e. equality occurs at least once for each index i)
Theorem 15-10. Let El receive the princi,"l interpretation, and let A E be
mn
doubly G-astic and b E Em be finite. Let a be the set of pairs (i, j) such that

a .. is finite (1 :i i :i m; 1 '" j :i n). Then a sufficient condition that the


~------------------------------------------------~--------
equation ~ 13 ~ = b be soluble is that some solution {~ .. I (i, j)E a} of the
1J
following optimisation problem in the variables y.. «i, j) E a):
1J
Minimise:

Subject to m
E y ..
1J
1 (j 1, . .. , n)
i=l
(i, j) E a
and y ij ~ 0 «i, j) E a)
n
shall satisfy: E ~ij > 0 (i 1, •.• , m).
j=l
(i,j)Ea
Proof. The given problem is one of linear programming [3~. It has a finite
solution because it calls for the minimisation of a continuous function on a
compact set. Let {~ .. I(i, j) E a} be a solution.
1J
128

From the theory of linear programming we know that the dual of the given
problem is:
n

)
Maximise L x.
j-l J (15-14)
Subject to Xj " b.1. - a .. (¥(i. j) E a)
1.J
This problem has a certain solution ~l' •••• ~ which obviously satisfies
(15-12). and by the theorem of complementary slacks [33] we have:
t .. (b. - a .. - TI.) · 0 (¥(i. j) E a) (15-15)
1.J 1. 1.J J
n
Now. if we have L t ij > 0 (i = 1 ••••• m) then:
j=l
(i. j)f: a
\Ii a 1 • ••• , m, t ij > 0 and (i,j)Ea for some j(l ~ j ~ n)
(because t .. il 0). Hence from (15-15):
1.J
\Ii - 1, ••• ,.m, (i, j) E a for some j(l ~ j ~ n)
In other words. (I'll' •••• TIn) satisfy (15-13) as well as (15-12), Le.
are a solution to (15-11) and thus to (14-1).
We remark that it is evident by direct inspection that (15-14) always has the unique
solution mj = min (b i - a ij ). Theorem 15-10 therefore gives sufficient conditions
that (14-1) shall have its principal solution !;,* e' b since for the principal
interpretation. component j of A* 18 b is just m.•
J

15-5 • Left-right variants.

We remarked earlier that, in addition to the duality introduced through axioms


Xi, ... , x;' et sequ., two other "involutions" may be operating in a given context,
namely a "left-right" correspondence arising from non-coumrutativity of (matrix)
multiplication, and a "row-column" correspondence for matrices. As a result, a
given theorem concerning matrices may be susceptible of many variants, as illustrated
by Figs. 8-3 and 8-4, or Table 14-1.

In particular, we may consider, in place of the problem (14-1) the following


"row-variant" :

Given oM mn and
-A E'",·t .£ e: ~ln' to find 1.. E v'~llm such that 1.. e !;, =.£ (15-16)
Evidently we may develop an appropriate version of the theory presented in Chapter 14
and the present chapter, covering principal solutions. routines for findinF all
solutions, and criteria for solubility and uniQue solubility. However, the "row theory"
and "column theory" not only proceed along parallel lines, they positively interact,
as we shall now show.
First we require the following lemma. which formally records what is already implicit
in the proof of Theorem 15-8.
129

Lennna 15-11. Let be a blog and let A £ be doubly G-astic and


nm
b £ E be finite. Suppose we can find finite elements such that the
n
matrix ~ = [(f~)i)-l @ {~}ij @ xj] is doubly ';-astic. Then xl'"'' xn constitute

the principal solution to the equation A A x = b. If moreover El is linear and

B contains a strictly doubly ,;-astic (nxn) submatrix, then xl"'" xn constitute

the unique solution to the equation A @ x b.

Proof. The first assertion follows from the fact that, in the proof of Theorem
15-8, there is established a logical equivalence (under the hypothesis of the theorem)
between:

(i) xl"'" xn constitute the principal solution to the equation A@x b


(ii) xl"'" xn make ~ doubly ';-astic.

The second assertion now follows in the light of Theorem 15-9.

Our "row-and-colunm" results now follow.

Theorem 15-12. Let El be a linear blog, let A £ be doubly G-astic and let
nn
b £
nl
and c £ both be finite. Then the equation A @ x = b has the
In
unique solution ~ c* if and only i f the equation ~@~ £ has the unique
solution ~ - ~*.

Proof. From Theorem 15-9, Lennna 15-11 and their "row-variants", it follows that
the following condition is necessary and sufficient both for problem (14-1) to have
the unique solution x = c* and for problem (15-16) to have the unique solution
Z b*.

The matrix B £. M is strictly doubly ,;-astic, where


- V'lnn

{B}.. = {b*}. @ {A} .. @ {c*}. (i, j=l, ... , n)


- 1J - 1 - 1J J

Corollary 15-13. Let be a linear blog, let A £ nn be doubly G-astic and


and C £ both be finite. Then the following conditions are
nl In
all ent:

(i) Equation A @
~ = b has unique solution x = c*

(ii) Equation ~@~=£ has unique solution ~ b*

(iii) Equation A* @' w = c* has unique solution w =b

(iv) Equation z @' A* = b* has unique solution z =£

Proof. Equivalence of (i) and (ii) was established in Theorem 15-12. Condition


(iii) is obtained from condition (ii) by dualising and condition (iv) from condition
(i) similarly.
16. LINEAR DEPENDENCE
16-1. Linear Dependency Over El
- - - - - - - - - - - - - - - . : : . . L e t El be a given belt, and let ~EJ(mn and~ ~ En
be given. In Chapter 14, we looked upon the equation ~ 8 ~ = ~ as the matrix
eDilodiment of a set of simultaneous equations. There are, however, other ways of
interpreting ~ 8 ~ =~. If !f:...b(mn' then A has n columns, !.(j), jal, ..• , n each of
which is m-tuple, Le. !.(j) € Em'

Then the equation ~ It ~ = £. may be written:


n
L ~(j) It x. = b (16-1)
j=l J

Relation (16-1) expresses the (right) linear dependence (over E l ) of £. & Em on


!.(j) & Em (j=1, ... , n), the modifier "right" indicating that the scalar multipliers Xj
mUltiply from the right. By obvious analogy, we can define left linear dependence
(over E l ). If dual addition (I:$') is used in place of addition (I: t ) , we may define
dual left and dual right linear dependence (over E l ), in the obvious way. By ~
dependence, without further modifiers, we shall always mean right linear dependence
over whichever belt figures in the given context. We shall also say that £. in (16-1)
is a linear combination of !.(1), ••. , !.(n), (eve'n when n=1).

Notice that for m > 1, left linear dependence and right linear dependence over
El do not imply one another, unless El is commutative.

For let El be a non-commutative division belt, and let aI' c, x & El be chosen so that
c 8 x ,. x 8 c, and define:

a2 a l It
[b;
bl
b2
al 8
a2 9 :1 b

b2~
!.
[::1
(16-2)

We have
[::1 [~l It x (16-3)

hence £. & E2 is right linearly dependent on !. & E 2 • Suppose ~ were also left
linearly dependent on !.' i.e. for some y & El we had:

[::] y 8
[~] (16-4)

Thena2 8x=yo.a2

Substituting for a 2 from (16-2) :

a l ltco.x=y It a l 8 c
131

But from (16-3) and (16-4):

Hence a l 8 c 3 x

So c 3 x = x 3 c, (since El is a division belt)


contradicting the hypothesis. Clearly we can extend this counterexample to Em for
m > Z by extending the vectors b and a in any way.

Again, linear dependence and dual linear dependence do not imply one another.
Consider for example in the principal interpretation the following A E.A(33 and b e: E3:

10
Z 10
10°1 b
9 10

The 3-tuple ~ is dually linearly dependent on the columns of A, the multipliers


Xj all being equal to zero (0). However, ~ is not linearly dependent on the columns
of A as we see if we begin to solve A 3 ~ = ~ following the procedure of Section 15-1.
We bring all elements of b to zero, and mark the greatest elements in the columns of
A, to ge t:

@
°8
Since no element in the third row is marked, the equations are inconsistent, by
Lennna 15-1.
It is evident that we can extend this example to Em with m > 3 by "filling" all the
m-tuples with (m-3) components equal to zero.
Perhaps surprisingly, the case m=Z does not always follow the general rule, as
the following result shows:
Theorem 16-1. Suppose El is a linear blog. Let ~ £ EZ ' and ~(j) £ E Z (j=l, ... , n),
all be finite.

Then b is linearly dependent on ~(l), ... , ~(n) if and only if b is dually linearly
dependent on ~(l) , ..• , ~(n).

Proof. Let AeJ{Zn have ~(l), ... , ~(n) as its columns, and let us begin to apply the
procedure of Section 15-1 to the solution of A 3 x = b. We bring all the right-hand
sides to 0, and mark the resulting greatest elements in the columns of the matrix.
By Theorem 15-6, the equation A 8 ~ = E.. is soluble if and only if in each row, some
element is marked as greatest in its column. But this happens if and only if in each
row, some element is equal to the least in its column. And by the dual of Theorem 15-6,
this is a necessary and sufficient condition that A 13' x = b have at least one solution.
132

16-2. TheJl test. Let El be a given blog. Suppose we are given m-tuples
!.(j) £ Em (j=l ••••• n) and we wish to determine. for each of them. whether or not it
is linearly dependent on the other (n-l) nrtuples. Obviously we can do this by n
applications of the solubility criterion stated at the end of Section 14-2. with each
.,!(j) in tum taking the role of £..
The following theorem gives a more convenient mechanical procedure. Let -AoJ/
....lnn
be the matrix having !.(j) as its jth column (j=l •..• , n). Define a matrix,Jl- £.111
- -\nn
as follows:

~
{4}. . (i=l •..• , n)
- 11 (16-5)
{4}. .
- 1J
{!* 8' A}. •
- 1J
(i=l, ... , n; j=l, ... , n', ilj)

In other words. ~ is the matrix !* 8' ! with its diagonal elements overwritten by
- 00' s. ·We now compare each column of A with the corresponding column of ! €I '!. and
make use of the following theorem:
Theorem 16-2. Let El be a blog. Let the matrix At have columns !.(j) E Em
0=1 ••••• n\2), not necessarily all different. Then for each j=l •.• , n, the
jth column of ! 8 ft is identical with !.O) if and only if .,!{j) is linearly dependent
on the other columns of A. The elements of the jth column of 1.. then give suitable
coefficients to express the linear dependence.

~ Suppose first that for a particular j, the jth column of AS A is identical


with !.(j), Le.:

{A 8,A}.. = {!.(j)}l· (i=l, •.• , m )


- - 1J

Le. ( i=l, •••• m ) (16-6)

But this is:


n
k~le (.,!(k) 8 {~}kj) = !.(j) (using the fact that {t4 }JJ.. -00)
k;j

In other words, !.(j) is linearly dependent on the other columns of !. and the
coefficients of the relation are J'ust the elements {A}k' of the j th column of .A.
- J -
Conversely, suppose some column of ! is linearly dependent on the others. For
simplicity of notation and wi thout loss of generality, suppose .!(n) is linearly
dependent on the other columns.
Then! 8!. = .!(n) is soluble, where matrix B has .!(l), ... , !.(n-l) as its columns.
Hence. by Theorem 14-3:
*
B 8 (! 8'!.(n» = !.(n). (16-7)
133

Now define c E E as follows:


- n

c.

c
J

n
{~ * @' a(n)} .
- J

n
(j=1, ••• , (n-1»

) (16-8)

Then A @ c = I
j=l@ -
aU) Ol c.
J

n-l
L ~(j) Ol c.
J
(s inee c
n
-00)
j=l

B Ol (~ * Q' ~(n» (by (16-8) and the definition of ~)

~(n) (by (16-7)) (16-9)

Now, for.1=l, ... , (n-l),c. *


{_B 0' a (n)}. (by (16-8)
J - J

~(j) * 0' ~(n) (by the definition of ~)

(by the defini tion oflt)

Moreover, en {A}
- nn
Hence .<:. is precisely co lumn n of A.

Hence (16-9) says:

~(n) = A G (nth column of~)

= nth column of (A 0~) .


We illustrate the technique with the following example in the principal interpretation.
Given the 3-tuples:

~(l)
" [: 1
, ~(2) =
[:] ~(3)

m ~(4)

m (16-10 )

Which of these is linearly dependent on the others? We form:

*
[-1
A 0' A = -3 3 2
-3
-2
-3
-4
-2
-1
-2J
-5
-5
-3
0'
[:
4
5
2
5 :]
134

1 -1

[-: -3
-2
0
0
-2
0 -'l
-3
-2
0 -1 0

Whence:

-~]
1 -1
~
[=:
-2 -3 (16-11)
-3 0 -2
-2 0 -1 ....

!9&
-[ : 3

5
4
2
2
3 :] (16-12)

Comparing (16-12) with (16-10). we see that ~(2) is linearly dependent on ~(1). ~(3).

~(4). From (16-11) we see that the coefficients are 1. O. 0 respectively. Checkipa:

2
2
5
~l [~:l
3
II
0
r:l~ax ~~: ~: ~~J
(3. S. 3)
[:J -~(2).
5

Obviously. the j th column of A does not give the only possible expression of the
linear dependence of ~(j) on the other columns. since in general the equation
! 8 ~ - ~(j) does not have a unique solution. The~-procedure in fact provides the
principal solution in each case (Section 14-2).
The following corollary defines the dual form of the t..-test.

Corollary 16-3. Let El be a blog. Let the matrix !E~mn have colums ~(j)
(j=l ••••• n ~ 2). not necessarily all different. Then for each j=l ••••• n. ~(j)
is dually (right) linearly dependent upon the other columns of ! if and only if
~(j) is identical with the jth column of ! 8' 111_. where!1. is formed by overwriting
the diagonal elements of !* 9 ! with +00; and the elements of the jth column of fA'
then give suitable coefficients to express the dual linear dependence.

~. Dual to that of Theorem 16- 2 .•

The following extension of the~-test has some interest. Suppose ~(l) ••••• ~(r)

and ~(r+l) ••••• ~(n) are two given sets of ~tuples. For each m-tup1e. we
wish to determine whether it is linearly dependent on the m-tuples in the other set.
We define.4 J
- e:.'Inn as follows:
135

~" = - 00 if ~(i) and ~(j) are in the same set


l.J if
= ~(i) 0' ~(j) otherwise,

It is then readily seen that a comparison of each ~(j) with the corresponding column
of A 0 A furnishes the required criterion.

16-3. Some Dimensional Anomalies. In conventional linear algebra, the concept of


linear dependence gives a basis for a theory of ~~ and di~nsi~. In the present
section we shall point out some anomalies which make it clear that the situation in
minimax algebra is more complicated. These considerations will lead us, in the
following section, to introduce the idea of strong linear independence.

Theorem 16- 4. Suppose E1 is a blog other than G) Let m > 2 and k > 1 be
arbitrary integers. Then-we can always find k finite m-tuples, no one of which is
linearly dependent on the others:

Proof. Assume first of all that m = 3, and let x ) ¢ be an arbitrary finite element.
Then:

x! < x s < 0 for integers r < s < 0 (16-13)


Consider the k finite 3-tuples:

(r=l, ••• , k) (We define xO ~) (16-14)

By applying the~ -test we shall show that each is linearly independent of the others.
Defining! and ~ as usual, we find by direct computation:
if
{A} .. = ~(i) 0' ~(j) (i,lj)
- l.J
(ijI j)

ifi<jl
(16-15)
if i > j j
Hence fA}, , < ¢ for i ,I j and {JI}l.'l.' -00 by definition.
- l.J
For given j (1 ~ j ~ k):
k
{! 0~)lj J11t ({~)li 0 {~}ij)

k
i~l$ ~}ij (since {~)li f/J (i=l, ... , k»
k
-00 It L $ l.4'} ..
i=l - l.J
i,lj
136

(16-16)

(where one of the summations may be vacuous).


Using (16-13). (16-15) and (16-16):

And this holds for arbitrary j.

Hence the first element(x-~ in each column of ! 9 ~ is different from the first element
(rJ) in the corresponding 3-tuple in (16-14). Hence by Theorem 16- 2. no one of these
3-tuples is linearly dependent on the others.
For m > 3. the result follows by extending the 3-tup1es in any arbitrary way by
(m-3) extra rows. •
The assumption that El "@
is necessary in the above theorem in order that we can
-1 -2 r:;'\
find 0 < x < - . (so that x • x •••• are all different). But even if E1 - 0 we
can produce a dimensional anomaly by using infinite elements. as the following theorem
shows.

Theorem 16-5. Suppose El = Q) • Let m > 2. Then we can always find (at least)
(m2 -m) m-tuples. no one of which is linearly dependent on the others.

Proof. Consider the set S of (m2 -m) m-tuples each of which has exactly one component
equal to ~. exactly one component equal to -~. and all other components equal to 0.
Suppose ~. ~(l) ••••• ~(k) E S are all different and that. if possible:
k
~ = I e ~(r) 0) Ar with Ar E E1 (r=l ••••• k) (16-17)
r=l
In the following we make free use of Proposition 4-3.
Since ~ has at least one finite component. not all Ar (r=l ••.. , k) can be -~.

Evidently we may suppose that from (16-17) we have dropped all terms in which Ar is
-~. so Ar 0 or Ar = +~ in (16-17). But if some Ar =- then that ~(r) 9 Ar has
(since ~(r) E S). (m-l) components .... j but ~ ~ ~(r) 9 Arfrom (L6-17} whence ~ must have
at least (m-l) components +~. contradicting ~ E S. Hence every Ar = 0 in (16-17).
whence:
k
~ = I e ~(r)
r=l

Using Proposition ·4-3 it is now clear that ~(1) ••••• !.(k) all have their - in
the same coordinate position as ~ does. and that one of !!,(1) ••••• ~(k). (say!.(j»
But this means that ~(j) • ~ contradicting


has its +~ in the same position as ~ does.
the assumption that ~ was different from !.(l) •.••• !.(k).
Hence no linear dependence can exist.
Since every blog El contains (l) isomorphically. it is evident that the dimensional
anomaly in Theorem 16-5 can be extended to every b10g.
Theorems 16-4 and 16-5 both assume m > 2. The following result shows that
the situation when m - 2 is much more intuitive. at least when El is linear.
137

Theorem l6-6~!~_!\ is a linear blog. Let there be given a set S containing


k > 2 finite 2-tuples. Then we can find ~, !?. E S such that each 2-tup1e in S is
linearly dependent on ~, b.

Proof. Let the 2-tup1es in S be:

[::]
(r = 1, ••• , k)

Since E1 is linear we can choose to number these 2-tup1es in such a way that:

(16-18)

Define A = and consider for r=l, ••. , k:


[X11 Xlk]
x 21 x 2k

AS (!* 9'

[:::] )

All (using (16-18) and


(2-9) )

(using (16-18) and (2-9»

[~:l
Hence, the equation:

AS z =

[~:l
is soluble for each r=l, ••• , k, or in
other words, each [:::J is linearly

dependent on
138

Corollary 16-7. Suppose El is a linear b~og. Let there be given a set S containing

k > 2 finite 2-tuples. Then we can find ~, ~ £ S such that each 2-tuple in S is both
linearly dependent and dually (right) linearly dependent on ~,~. Moreover, if El

is commutative, and in particular if El receives the principal interpretation, then

each 2-tuple in S is also left linearly dependent and dually left linearly dependent
on ~,~.
Proof. Follows directly from Theorems 16-1 and 16- 8, and the property of commutativity . •
16-4. Strong Linear Independence. In conventional linear algebra, a number of different,
but logically equivalent, definitions are possible of the notion of linear independence
of a set of elements of a vector space. However. in (47) • we have formulated for
minimax algebra analogous definitions of various alternative forms of linear inde-
pendence of elements of a band-space, and shown that they are ~ logically equivalent,
although certain logical implications may be demonstrated among them.
It is clear, then, that we must take care what definition we employ if we hope to
develop a theory of rank and dimension applicable to the principal interpretation. For
example, the results of the previous section show that the apparently logical step of
defining linear independence as the mere negation of linear dependence does not lead
to a satisfactory theory of dimension. These considerations motivate the following
definition.
Let El be a blog and let ..!!o(l), ••• , ~(k) £ En (k>.l). We shall say that
..!!o(1), ••• , ~(k) are strongly linearly independent if there is at least one ~

n-tuple ~ E .En which has a unique expression in the form:

t
b = ( L IB
r~l
~(jr) 6) Ajr)
(16-19)
with A. £ El (rsl, ••• , t) , 1 ~ jr ~ k (r=l •••• , t)
Jr

and jr < js if r < s. (r=l, ••• , t; s=l, ... , t)

We shall abbreviate "s trongly linearly independent" to SL!.

Lemma 16-6.• Let El be a blog with group G. Let ~(l), ••• , a(k), ~ £ En (k >, 1)
be such that ~ is finite and has a unique expression b~ the form (16-19). Then t=k;

jl=l •••• , jt=k; Ajr £ G (ral, ••• , t); and! is doubly G-astic, where ! £~k is the
matrix whose coluDDls are ~U),. .. , ~(t) in that order.

~. If there is an index u (1 ~ u ~ k) such that u does not occur in the list


j 1 ' ••• , j t then since
t
b = ( LIB ..!!o(jr) Q) A. ) IB (~(u) 6) -co), (16-20)
r=l Jr
139

we may rearrange (16-20) to give another expression for.£. in the form (16-19),
contradicting the uniqueness of the given form. Hence t=k, and jl=l, ... , jt=k.
Moreover no A. can be -00 in (16-19), for if k=l this would contradict the
J
finiteness of 5, and for k>l we could drop the particular term ~(jr) ~ Aj
r
from (16-19), to give another such expression for .£., contradicting uniqueness.
Hence no component of any of ~(l), ... , ~(k) is +00, otherwise the same component of
b would be +00.
Again, none of ~(l), ... , ~(k) has all its components -00, for if k=l this would
contradict the finiteness of b, and for k>l we could drop that term from (16-19) to
give another expression for .£., contradicting uniqueness. And no one component can
be -00 in all of ~(l), ... , ~(k) else the same component would be -00 in.£., contra-
dicting the finiteness of b.
Hence A is doubly G-astic, and so A* 0' b is finite. Hence by Theorem 14-3,
each A. < +00 in (16-19) and so each A. is finite.
Jr Jr
The following is a simple, but useful, reformulation of some of the information
in Lennna 16- 8 :

Corollary 16-9. Let El be a blog and let ~(l), ... , ~(n) E Em for given integers
m,n~l. Then ~(l), ... , ~(n) are SLI if and only if there exists a finite m-tuple

bEE m such that the


- A E is the
mn
matrix whose columns
00 • V10US y, furnishes an expression of
the form (16-19). Conversely, each expression of the form (16-19) furnishes, as in
(16-20), a similar expression with t=n, which in turn may be regarded as furnishing
a solution to the equation
uniqueness of the other.
~0~=.£.. Hence the uniqueness of the one implies the

For a given belt E l , define linear indej2endence as the mere negation of 1 inear

dependence: ~(l), ... , a(n)£ E are lineaHy independent exactly when no one of them
- m
is linearly dependent on the others. I t is natural to enquire how linear independence
relates to strong linear independence.
Theorem 16- In. Let El be a blog and ~(l), ... , ~(k) £ En' For ~(l), ..• , ~(k) to be
linearly independent it is sufficient, but not necessary, that ~(l), ... , ~(k) be SLI.

Proof. If ~(l), .•• , ~(k) are SLI then there is a finite.£. & En with a unique
expression (16-19) in which, according to Lemma 16- 8, all of ~(l), •.. , ~(k) occur.
So if one of ~(l), .•. , ~(k) were linearly dependent on the others it could be
substituted out of (16-19) to give another such expression for .£.' contradicting
uniqueness.
However, for any linear blog El consider ~(l), ~(2), ~(3)

~(l) ~(2)
[~] ~(3)
140

On the one hand, the II test shows (Theorem 16-2) that ~(1), ~(2), ~(3) are
linearly independent. On the other hand, for any finite b £ E3 define the
matrix C ({bLr 1 {a(j) 1. i.e. :
- 1 - 1

({£)1)-1 ({£)1)-1

({£)2)-1 ({£)2) -1
C

({£)3)-1 ({!?)3)-1

Obviously, £ has the property that each column-maximum occurs twice on some row
showing by Theorem 15-7 that the equation !0~=b is not uniquely soluble, where! is the
matrix whose columns are ~(1), ~(2), ~(3). Hence by Corollary 16- 9, ~(1), ~(2), ~(3)

are not SLI.

We conclude this chapter with some definitions giving duals and analogues of •
the concep t SLI:
When we wish to emphasize that the coefficients A mUltiply from the right in
(16-19) we shall say right SLI rather than merely SLI; and by obvious analogy we may
define the concept left SLI.
I f we replace the displayed formula in (16-19) by:

t
b = ( I 9' a (j ) 13' A. )
r=l r Jr

then the definition, so modified, will be taken as that of the concept right dual SLI,
with an obvious analogous definition for left dual SLI.
17. RANK OF MATRICES

~egular Matrices: Mnn a square matrix.


Let El be a b log and -A £ vPl We say that

~ is right or left column-regular if the columns of A are right or left SLI


respectively. And we make corresponding dual definitions in the obvious way.
In conventional linear algebra, we are interested in dependencies among the
rows of· matrices as well as among the columns. Accordingly, let us say that
~ (~nn is right or left row-regular if the transposed matrix ~' is right or left
column-regular respectively. And we make corresponding dual definitions in the
obvious way.

By analogy with Corollary 16- 9 , we derive the following:

Proposition 17-1. JrJ for given integer n >,1. Then


Let El be a blog and let -A £ ""·lnn


A is left row-regular if and only if there exists a finite n-tuple c £ In such that
the equation ~@~=~ is uniquely soluble.

Theorem 17-2. Let El be a linear blog and let ~ s./{un for given integer n 3- 1. Then
the following conditions are equivalent:

(i) A is right column-regular

(ii) A is left row-regular

~milarly, the following conditions are equivalent:

(iii) A is right row-regular

(iv) A is left column-regular

If anyone of these conditions holds then ~ is doubly G-astic (where G is the group
of E l ). Aod if El is commutative then all four conditions are equivalent.

Proof. Suppose (i) holds. Then by Corollary 16-9 there exists a finite n-tuple
b s En such that the equation ~@~=~ is uniquely soluble. Aod by Lemma 16-10, ~ is
doubly G-astic. Let ~* s~l be the unique solution of the equation ~@~=~. So
~ sJY(ln is finite, and according to Theorem 15-12 the equation :t..@~=~ has the unique
solution :t..=~*. Hence by Proposition 17-1, ~ is left row-regular, so (ii) holds.

The converse follows similarly. The equivalent of (iii) and (iv) follows from


the equivalence of (i) and (ii) for the transposed A' of A. The equivalence of all
conditions when El is commutative is then trivial.
By dual arguments, we can prove:
M .
Proposition 17-3. Let El be a linear blog and let -As "'lnn The the following
conditions are equivalent:

(i) A is dually right column-regular

(ii) A is dually left row-regular


142

Similarly, the following conditions are equivalent:

(iii) A is dually right row-regular

(iv) A is dually left column_regular

~El is commutative then all four conditions are equivalent.

When El is a linear blog, we shall use the single terms regular to cover (i) and (ii)
of Theorem 17-2 and dually regular to cover (i) and (ii) of Proposition 17-3.

Theorem 17-4. Let El be a linear blog and let -A t:..I'lnn


- jJ for given integer n >.- 1. Then
Ais regular if and only if A* is dually regular.
Proof. The result follows directly from the definitions together with Corollary l5-l2.tt

]]-2 . Matrix Rank Over A Linear B log


Let El be any blog and let A £J(mn' Suppose that we can find r columns (1~r~n)
of A, but no more, which are SLI. Then we shall say that Ahas right column-ra~k

equal to r. The epithet right will be dropped when it is not needed for emphasis.
Similarly we may define left column-rank. We define the right row-rank and left row-
rank of A as the right column-rank and left column-rank respectively of A', the
transposed of A. Finally, we make dual definitions of all these ranks in the obvious
way.
Before proving relationships among these ranks, we need one more definition. Let
_AI has 0-astic rank equal to r (integral) if the
us say that a given matrix -A "''(mn
following is true for k=r but not for k>r:
There are x £ En and 'i... £ Em' both finite, such that ~ ~mn is doubly 0-astic
and contains a (kxk) strictly doubly 0-astic submatrix, where

{B}. . {'i...}' 8{A} .• ~ {x}. (i=l, ... , m; jml, ... , n) (17-1)


- 1J 1 - 1J - J
Lemma 17-5. Let El be a linear blog with group G, and suppose that A£~ has ¢-astic
rank equal to r. Then A is doubly G astic and contains a set of (at least) r columns
which are SLI.

Proof. If A had any row or column consisting only of -oo's, or containing +00, then, from
(17-1), so would B. But B is doubly ¢-astic. So A is doubly G-astic (by Lemma 12-1).
Now suppose without loss of generality that B contains an (rxr) strictly doubly
0-astic submatrix in its first r columns. Let D £
-
11
"lmr
consist of the first r columns
of A. Arguing as above, it is clear that D is doubly G-astic. Applying Theorem 15-9
and Corollary 16- 9 (with E. in the role of !y we infer that the columns of Dare SLI. t t

Lemma 17-6. Let El be a linear blog with group G, and suppose that A£~mn is doubly
G-as tic and contains a set of r columns which are SLI. Then A has 0-as tic rank
equal to (at least) r.

Proof. Let D
-
J{mr have as its columns the first r columns of A, assumed (without
loss of generality) to be SLI. By Lemma 16- 8, E. is doubly G-astic. Applying
143

Theorem 15-9 and Corollary 16-9 (with £ in the role of !::) we infer that there exis t
finite elements Xl"'" xr and Yl"'" Ym such that ~ E~r is doubly ~-astic and
contains an (rxr) strictly doubly 0-astic submatrix, where:

{C}.. = y. Ii} {A}.. S x. (i=l, ... , m; j=l, ... , r) (17-2)


- 1J 1 - 1J J
If r=n then we have satisfied (17-1) with C in the role of !; hence A has ~-astic

rank at least equal to r in this case.

Suppose r < n. Since A is doubly G-astic, the sum


m
L @(y. I)} {A}..)
i=l 1 - 1J

is finite for each j=l, ... , n, so we may define:

x. (j=r+l, ••• , n) (17-3)


J

m
i.e. x~l
J
L '" (y.1
i=l'"
8 {A}. .)
- 1J
(j=r+l, ••• , n) (17-4)

Since El is linear, the maximum is attained for some i. (l~i .<m) for each j =r+ 1, ••• , n
J J'
on the right-hand of (17-4) and we may write:

-1
x. y. (i=l, ... , m; j=r+1, ... , n) or equivalently:
J 1.
J

o = Yi.J 8 {A} . .
- 1j J
I)} x. ~ Yi S {!}ij
J
I)} Xj (i=l, ... , m, j=r+l, ... , n) (17-5)

Now define! as in (17-1) using Xl"'" xn and Yl"'" Ym as in (17-2) and (17-3).
Then the first r columns of ! (which constitute the matrix S) are ~-astic by (17-2)
and the remaining columns of! are ~-astic by (17-5). Moreover the rows of Bare
~-astic because they are obtained by adjoining 0-astic columns to the row-0-astic


matrix g. Hence! is doubly 0-astic and contains by (17-2) a strictly doubly ~-astic

(rxr) submatrix. Hence! has 0-astic rank at least equal to r.

Theorem 17-7. Let El be a linear blog with group G and let! ~ be doubly G-astic.
Then the following statements are all equivalent:

(i) A has ~-as tic rank equal to r

(E) A has right column-rank equal to r

(iii) A has left row-rank equal to r

(iv) A* has dual right column-rank equal to r

(v) A* has dual left row-rank equal to r

Proof. The equivalence of (i) and (ii) evidently follows from Lemmas 17-5 and 17-6.
The equivalence of (i) and (iii) follows by analogous reasoning, noting the row-column
symmetry of condition (17-1). And (iv) and (v) are duals of (iii) and (ii) respectively . •
144

In view of Theorem 17-7, we may (for doubly G-astic A) simply use the expression
rank of !. for any of the ranks (i) to (iii) and dual rank of ! for the corresponding
chal quantities. Thus Theorem 17-7 asserts the equality of the rank of A with the
dual rank of A*.

Corollary 17-8. Let El be a linear blog with group G and let !e:.Jtmn be doubly
G-.astic. Then the following statements are all equivalent:

(i) A has left column-rank equal to r

(ii) ! has right row-rank equal to r

(iii) A* has dual left column-rank equal to r

(iv) A* has dual right row-rank equal to r

Moreover, if El is commutative then statements (i) to (iv) are all true if and only
if ! has rank r.

~. The equivalence of (i) to (iv) follows from Theorem 17-7 applied to !', the
transposed of!. Moreover, if El is commutative then for given xl ••••• xn and
yl.···. Ym we have:

Yl.' 6) {A}.. 6) x. x. 6) {A} •• 6) Yl.'


- l.J J J - l.J

= x.J 6) {A'} ..
- Jl.
6) y.
l.
(i-I •...• m; j=l ••••• n)


It then follows from (17-1) that A has ~-astic rank r if and only if A' has ~-astic

rank r. and all ranks become equal.


17-3. Existence of Rank. In the foregoing results. we have demonstrated the equality
of various ranks of a matrix. if they exist. We have not yet discussed whether a
matrix necessarily has such ranks. This we now do.

Theorem 17-9. Let El be a linear blog with group G and let ! E~' Then there is an
integer r such that! has l1I-astic rank r. if and only if ! is doubly G-astic. And r
is then an integer satisfying ~<r,min (m.n).

Proof. If A has ~-astic rank r. then A is doubly G-astic by Lemma 17-5.

Conversely. let! be doubly G-astic. Define an integer s (~s~n) as follows:


s is the least integer such that some set of s columns of A constitute a doubly G-astic
(mxs) submatrix of !.

If s=l then some column of !. say .!(l). is finite. The equation .!(1)8x - .!(l)
then clearly has the unique solution x-f. Hence A has column-rank at least equal
to one. and so has ~-astic rank at least equal to one. If s>l then sane s columns of
!. say .!(l) ..... .!i(s),have the property that they. but no proper subset. constitute
a doubly G-astic (mxs) matrix. Let £ be the matrix [.!(l) ••••• .!(s)].

On removal of anyone column. £ obviously remains column-G-/Illtic and hence must


145

cease to be rOW-G-astic. Evidently this implies that for each column-number j


(j=l, ... , s) there is a row i. such that {CL . is finite but all other elements of
J - l.J
row i. are _00. Without loss of generality weJcan assume i.=j (j=l, ... , s). Then C
J J
may be partitioned as:

(17-6)

In (17-6), the first s rows of C constitute an (sxs) "diagonal matrix" having finite
elements gl"'" gs on the main diagonal and ~ elsewhere; and D is evidently row-G-
as tic.
-1 .
Define fEEs by {f}j = gj (J=l, ..• , s). So f is finite, and so is D Ql f
since D is row-G-astic (Section 12-2). The equation:

(17-7)

clearly has the solution ~ = f; we assert that this is the only solution.

For any other solution l. of (17-7) must differ from x in at least one coordinate
-1
position: {l.}j '# gjl for some j (l:}:;s). Since El is linear, either {l.}j > gj or
{v}. < g-:-l. But then {C @ vL > f/J or {C 13 v}, < f/J respectively, and l. is not a
"-J J -"-J -"-J
solution to 17-7.

Hence (17-7) has a unique solution, implying by Corollary 16- 9 that the columns
of Care SL1. So A has column-rank at least equal to s, and so has f/J-astic rank at
least equal to s.
Hence each doubly G-astic matrix ~ E:~ has f/J-astic rank q1; and since r must,


by Theorem 17-7, represent a possible number of rows and a possible number of columns
of A we infer that r$min (m,n).

We are now in a position to show tpat the dimensional anomalies which, according
to Theorems 16-4 and 16-5, arise in relation to linear dependence, are avoided in
relation to strong linear dependence.

Theorem 17-10. Let E1 be a linear b10g, and n~l a given integer. Then for each
integer m (4~n) we can find m n-tup1es ~ (j) E: En (j -1, ... , m) which are SLI; but
this is impossible for m>n.

Proof. For m:;:n, define a matrix A E:},f whose first m rows constitute the "unit matrix"
- . . .lmn
1m having diagonal elements equal to f/J and off-diagonal elements equal to -00; if m<n,
let all other elements of A be equal to 0.
146

Evidently! is doubly G-astic and no columns can be removed from! without!


ceasing to be row-G-astic. Then by the proof of Theorem 17-9, ! has 0-astic rank r
with ~r~min (m,n) - i.e. A has rank m. Hence the columns of A furnish m SLI
n-tuples.

On the other hand if given n-tuples ~(j) £ En (j=l, ... , m) are SLI then the


matrix! = [2(1), .•. , .!!.(m)] has column-rank r"lIl, and so has ~-astic rank r=m. But
by Theorem 17-9, r<[n. Hence ~n.
18. SEMI NORMS ON En

18-1 . Column-Spaces. In previous chapters, we have regarded the relation:

!! 3 ~ = E.; !! e:J1.mn; x e: En; E. e: Em (18-1)

as embodying firstly a· set of simultaneous equations and secondly a linear dependence


among m-tup1es. In the present chapter we shall examine (18-1) in yet another light
and regard it as expressing the fact that m-tup1e E. belong to a certain space generated
by the columns of matrix A.
Accordingly, for a given belt E1 , let!! e:J1mn be a given matrix. By the right
column-space of !! we denote the set of all b e: Em for which (18-1) is soluble for x.
And if ~(1), ••• , ~(n) e: Em are given m-tup1es, the notation <~(1), .•• , ~(n» will
denote the right column-space of the matrix [a(l), •.• , a(n~ e: AI whose columns
- -~"'lmn
are ~(1), ••• , ~(n); and this column-space will be called the right space generated
~ ~(1), ••• , ~(n).

In a manner by now familiar, we can define the left row-space of !! by considering


the relation Y..~!!=E:.. in place of (18-1), and then define the left column-space and
right row-space of !! by reference to the transposed !!' of!!. Dual definitions of all
these concepts are forthcoming by use of dual multiplication in the obvious way and
lead to definitions of left or right dual space generated by given m-tup1es ~(1), ... ,
~(n). As usual, we shall drop the epithet "right" in most contexts when it will
cause no confusion, and speak of the column-space of A and the space generated by
~(1), ... ,~(n).

By making use of the following relations for all A e:~n; ~,y" e: En; A e: E1 :

A3(x3A) (A3x)3A
we infer:

Proposition 18-L If E1 is a given belt then the right column-space of any matrix is
a right band-space over E1 . •

Evidently, we may interpret the diagrams of Figs 8-3 and 8-4 as presenting systems of
is tone and anti tone bijections among the various row and column-spaces of a given
matrix!! and its conjugate !!*.
Now suppose E1 is a belt with identity r{J (axiom X8 ), and let 0 e: E1 satisfy ~r{J.

We define the matrix -n AI :


I (0) e: v·(p.n

{I (o)} .. = r{J if i=j


-n 1J
= 0 otherwise
J (18-2)

The column-space of In(O) we shall call En(O). Referring back to Theorem 5-B
and the first paragraph of its proof, we infer the following result.
Proposition 18-2. Let E1 be a belt. If, for n>lJ~nn satisfies axiom X8 , then E1
sat1sf1es aX10m X10 . e identity element of 1S then 1m 9 , where 9 is the (unique)
null element of El' and Em (9) = Em' for all integers m~1. •
148

18-2. Seminorms. Let V,E l be given commutative bands. A mapping


to be sublinear if:

T(xey) ~ T(X) e T(y) (¥X,YEV) (18-3)

The following results are readily established by the methods of Chapter 2.


Proposition 18-3. Let V, El be given commutative bands. Then the sub linear mappings
TE(El)V form a commutative sub-band of the commutative band (El)V. A mapping
~V is a homomorphism if and only if it is isotone and sublinear. tt
Proposition 18-4.
Let V,W,E l be given commutative bands. For given integer k>l, let
~l~Tk E (W)V be sublinear and let ~E(El)(W)k be a homomorphism. Then
ilil'~)~l) (V)k is sublinear. tt
If V is a right band-space over El then a sublinear mapping TE(El)V will be called
an !l-seminorm (on V). We consider now some particular seminorms. First, by taking
each T. in Proposition 18-4 to be the identity mapping iE ' and ~ to be the summation
n 1. 1
L e' we derive the maximum-seminorm on E :
i=l n
n
L e{~)'1.
i=l
(18-4)

Theorem 18-5. If El is a self-conjugate belt then the mapping T defined by:

T(X) =x e x* (18-5)

is an El-seminorm on El •

Proof. For arbitrary x,YEE l we have:


x* e' y* ~ x* $ y* (18-6)

Hence T(X$y) (X$y) $ (xey) *

(x$y)e(X*$'y*) (by axiom N 2)

~ (X$y) $ (x*e/) (by (18-6) and (2-6»

(x$x~) e (y$y* )

T(X) $ T(y) (by defini tion )

The seminorm defined by (18-4) may be called the absolute value seminorm; for the
principal interpretation, indeed, it yields exactly the absolute value Ixl.

By taking each 'to in Proposition 18-4 to be the absolute value seminorm on El and ~
to·be the summat~on f e' we derive the absolute maximum seminorm on ~n :
i=l
*
.Ln
1.=1
e{~~} i (18-7)

For the principal interpretation, (18-7) becomes:


149

max !{~}i I (18-8)


i=l, ... , n
(18-9)
which is the familiar "Roo -norm" .
n
The following theorem enables us to derive a range of different seminorms applicable
to the principal interpretation.

Theorem 18-6. Let El be a linear self-conjugate belt. For given integers s,t,~l

let the given integers il~s,-1l~t satisfy l~i~n, l~j~n. Let ~£(El) t+l
be isotone. ThenT is an El-seminorm on En' where for each x £ En:

(18-10)

Proof: Let~, ~ £ En be arbitrary. Since El is linear, we may assume without loss of


generali ty that

{~EIl~}i (the attained maximum)


1
either {xL or {y L
- ~l - ~l

Assuming {xEllyL 19 ••• Ell {~EIl~}i {~}i ' we have:


- - ~l s 1

T(~EIl~) = J1({~EIl~)}i Ell ... Ell {~EIl~}i , ({xEllyL ) * , ... , ({xEllyL


- - Jl - - Jt
/)
1 s
~ ({xl. , ({xl. ) * 19' ({yL ) * ,
- ~l - Jl - Jl
... , ({xl. )* Ell' ({yL ) * )
- Jt - Jt

:E ~({xL
- ~l
Ell ... EIl{x}
- .s ~
({xl. ) * , ... , ({xl. /)
- Jl Jt
(because J1 is isotone)

Similarly if {~EIl~}
il
Ell ... Ell {~EIl~}i ={~}i ' we obtain
s 1

Hence in any case:

Although it would be notationally inconvenient to include them in the statement of



Theorem 18-6, we may associate with (18-10) two other norms obtained, as it were, by
taking s=o or t=o. The first of these is:

, ... , (18-11)

And the second is

J1({xL Ell ••. Ell {xl. ) (18-12)


- ~l - ~s

A particular interpretation of Theorem 18-6 is afforded by the El-seminorms


En
0ij E (E l ) defined for ~ E En by:

o.. (x) = {x}.9 {x}.) * (18-13)


-
~J - ~ - J
150

with the meaning {x}. - {x}. for the principal interpretation.


- 1. - J
A seminorm which we shall find particularly useful is the range seminorm
E
PE (E l ) n defined by:
n
P (~ = ( I 81 {~J.) (18-14)
j=l J

which is clearly a particular case of (18-10). Equivalent forms for P(~) are:

(18-15)
or

For the principal interpretation, this last expression is just


max {x}. min {x}.
• - 1.
j=l, ... ,n- J 1.=1, ... ,TI

which motivates the name "range seminorm". The value p(~) will be called the range
of x.

Finally, for the principal interpretation we may define the deviation seminorm:
1 n
max {x}. I {x}. (18-16)
i=l, ... ,n-l. n j=l - J

which measures the excess of the greatest coordinate of x over the mean value of the
coordinates. Since the "times lin" function is monotone, it is easy to see that
(18-16) is a special case of (18-10).

18-3. Spaces of Bounded Seminorm


If V,W are right band-spaces over a belt El then a function TE(W)V will be called
right scale-free if for each AEEI and xEV there holds: T(x8A) , T(X) (18-17)
As usual, we shall drop the epith~t 'right'when not needed for emphasis. The
following result motivates the term scale-free.
E
Lemma 18,7. Let El be a blog and W a right band-space over El . If TE(W) n (for given
integer n~l) is scale-free then there holds: T(x8A)=T(X) for all xcEn and finite hEEl'

Proof. For all ~EEn and finite AEEI we have:


-1
T(~) = T (~~A8A ).::; T(~8A)
which combined with (18-17) yields T(~) = T(~8A). ..

Theorem 18-8. Let El be a pre-residuated belt satisfying axiom x12 • Then for each
integer n, the function P defined on En by (18-14) is scale-free.

Proof. Let x E -En' A E El be arbitrary. We have:


151

n
()11D{~8A}j) 8 (by (18-14»

,
(by axioms X6 , N3 , etc)

(by (2-9), (2-17), etc)

(by Theorem 8-8 for Jf.n' and (2-9»

It is not too difficult to show similarly that the 0ij norms (18-13) and

the deviation norm (18-16) are also scale-free. However, the maximum seminorm
(18-4) and the absolute maximum seminorm (18-7) are not scale-free.
Theorem 18-9. Let. be a right scale-free El-seminorm defined on a right band-space
V over a belt El , and let oEE 1 be given. Then the set:

S(',o) = {XIXEV and .(x)~o} (18-18)

is a (right) subspace of V (or the empty set)

Proof: Let X,YEV and AEEI be arbitrary. We have:

Hence x ID y and x 8 A belong to S(',O), which is therefore a right (sub) space over El . •

An immediate inference from Theorem 18-9 is the following.

Proposition 18-10. Let El be a given belt and 0 EEl a given element. Let n?l be a
given intege~ and. a scale-free El-seminorm on En' If £(1), .•• , a(n) E En all lie
in S("O) then so do all elements of the space generated by a(l), ••• , a(n). •

When • is the range seminorm and El is a linear blog, we can identify the subspace
S(',O) exactly. First, by direct computations using (18-14) we may confirm the follow-
ing results.

Proposition 18-11. Let El be a linear blog, n?l a given integer and p the range
seminorm defined on En' For any xEE n , either p(x)?0 or p(~=_oo. Specifically:

p (~) if and only if either x =


-
[-~l
-0:1
or x = r~ool
L+~J
; otherwise p (~) ~0.
7p7(_=x')~i7s~fTin~i~te~LT'f~a=n=d'-0=n=1~y--i~f~x~i~s--finite

o if and only if x =
[ ~"'l
A for some finite ;I.E El •

152

Theorem lS-12. Let El be a linear blog and let 6~ be a given element of El • Let

n~l be a given integer and let.p be the range seminorm defined on En' Then (with
the notation of Section lS-l and (18-18»:

S(p.6) = E (6*)
n
Proof. From the data. El is linear. pre-residuated and satisfies axiom X12 • so
Theorems 18-6. 18-8 and 18-9 apply. Now by direct use of (lS-14) we find that each
column of the matrix I (6*) lies in the subspace S(p.6) and so therefore does each
* -n
element of En(6 ). the column-space of I (6*).
-n
Conversely. let ~ES(p.6). Now. if 6=+~ we have. using Proposition 18-2:
xES(p.6)C: E = E (-~) = E (6*).
- n n n
We must now consider the case where 6 is finite. If p(~ = -= then by
Proposition 18-11. x has all components equal to -~. or else all equal to +~. In
either case !n(6 ) 8
* - ~ = ~ so ~ *
lies in the column-space of !n(6). The only
remaining possibility (with6 ~ and finite) is that p(~) is finite. so x is finite
by Proposition 18-11. Hence we may write:
n n 1
p(~) = ( L .{~l.) 8 ( L '({~}i)- ) ~ 6 (18-19)
j=l J j=l

Opening w.r.t. indices i and j:

¥ i.j=l ••••• n. {x}. 8 ({xl.)-l ~ 6 (18-20)


- J - l.

¥ i.j=l ••••• n. 6- 1 8 {x}. ~ {x}. (18-21)


- J - l.

Now consider I (6*) 8 x. We have for i=l ••••• n:


-n -

L .(6*8{X}.) • (08{x}.) (18-22)


jli - J - l.

{xl. (using (18-21»


-l.

Hence I (6*) 8 x = x and x lies in the column-space of I (6*)


-n - - -n
We may paraphrase Theorem 18-12 by the statement "the space of n-tuples of range
bounded by 6~ is exactly the column-space of I (6*).'° In the particular case 6=0.
-n
this space consists of all (finite or not) n-tup1es whose components are all
equal. The space S(P.~) is a column-space also. It is generated by the n-tup1e.
having all components equal to +~ and has as its only other member the n-tup1e all of
whose elements are equal to -~. But this is not. of course. a special case of
Theorem IS-II. since 6<0 in this case.
Theorem'lS-13. If El is a linear blog and 6>0 a given element of E1 • then (with the
previous notation). the columns of In(6*) are SLI for each integer n~l; in fact each
XEE which satisfies ~<p<£)<6 has unique expression as a linear combination of the
~
columns
*
of !n(6 ).
153

Proof. The set T={~I~cEn and -oo<p(~)<o} is not empty; in fact the n-tuple with all
components equal to ~ lies in T. We remark that I (0*) is doubly G-astic and strictly
-n .
doubly ~-astic and that each ~cT is finite by Proposition 18-11, since _oo<p(~)<+oo.
Hence for ~cT we may write (18-19) with strict inequality, and deduce (18-20).
But (18-20) cannot hold with equality for any combination of i,j, else we could close
w.r.t indices i and j and deduce (18-19) with equality. Hence:

!,i,j=l, ... , n, (18-23)

It is notationa11y convenient to rearrange (18-23). Recalling that multiplication by


finite elements is self-dual we have:

¥i,j=l, ••• , n, {x}. 1I'({xl.)-l < 0


- J - 1

Whence: ({x. }) -1 3'03' {x}. > ~


J - 1

Dualising:

('li,j=l, ..• , n) (18-24)

We consider now the matrix B c.AI given by:


- V'(nn

{B} .. = ({x}.) -1 II {I (0 * )} .. II {x}. (18-25)


- 1J - 1 -n 1J - J

If i=j in (18-25) we have:


-1
{~)ii = ({~}i) II ~ II {xli ~ (18-26)

If i#j in (18-25) we have:

{Bl.. = ({xl.)-l 110* 0 {x}. < ~ (by (18-24» (18-27)


- 1J - 1 - J

From (18-26) and (18-27) we see that! is a strictly doubly ~-astic (nxn) matrix, showing
by Theorem 15-9 and Corollary 16- 9 that x has unique expression as a linear combination
of the columns of ~(o*) and that these c~lumns are accordingly SLI. ..
19. SOME MATRIX SPACES

19-1 • Matrix Seminorms.


By identifying the commutative band with the space «E l ) mn ,I) of mn-
(.AI ,$)
v'lmn
tuples, we may extend the seminorms of Section 18-2 to matrices. In particular, we
have the range seminorm for llJl
V{mn defined for -A ",V
~(mn
by:

p(~,> .= ( L ,(~hj) ~ ( L I({~\s)*) (19-1)


1=1, ... ,m r=l, ... ,m
j=l, .•. ,n s=l, ... ,n

We may also define the column-range seminorm Pc forvVmn by:


n
PC([~(l), •.• , ~(n)]) = j~lIP(~(j» (19-2)

Intuitively, P represents "the greatest range of any column of A."


C
Using results of the previous chapter, we easily confirm:

Proposition 19-1. The range seminorm and column-range seminorm provide scale-free
El-seminorms on the right band-space (~n,l) over a linear blog E l , for given integers
m,n~l. •

In the principal interpretation, let

~ -~
-5 1
A 4 -2
7 -6
The ranges of the columns of A are respectively 6,12,7,8, so P (A) = 12. However, the
c-
greatest element of A is 8 and the least is -6, so p(A) 14. This illustrates the
fairly evident fact contained in the next result.

Theorem 19-2. Let El be a linear blog and let p, p be respectively the range and
column-range seminorms defined on mn for given integers m,~l.

for all A e: mn·

Proof. Opening (19-1) w.r.t. indices i,j,r,s:


'Y i,r=l, ... , m; j,s=l, ... , n,

p (A) " {A} ij 9 ({A} rs) *


Taking s=j, we have:

Closing w.r.t indices i and r, we have for j=l, •.. , n:

p (A)
155

where ~(j) is the jth column of A. Closing w.r.t index j:


n
P <.~) >,. L QlP (~ (j » = P (~)
j=l C

AI ,Ql) regarded
Of course, the results of Sections 18-2 and 18-3 carryover to (,v'(mn
as a right band-space over E l ; but further results hold for matrices, arising from our
ability to form matrix products.

Theorem 19-3. be a linear blog and let Pc denote indifferently the column-range
seminorms defined on mp for given integers m,n,p~l. Let A mn and
X £ Then:
np

Proof. Each column of A belongs to S(p,p (A», the space of n-tuples having range
C-
not exceeding p (A», By Proposition 18-10 therefore, all columns of A@X do so
c-
Hence p(Z(j» < PC(~) for all columns Z(j)(j=l" .. , p) of X. Closing w.r.t. index j:

pc(~@~9 = .I
J=l
Ql CZ(j» -::; pc(~)
The property of Pc asserted by Theorem 19-3 evidently generalises (18-17), and

we shall say that Theorem 19-3 asserts that Pc is (right) factor-free.
We note that Theorem 19-3 gives us yet another insolubility criterion for the
equation ~@~=~. For example, in the principal interpretation:

A
[-;
20
11
13

The ranges of the columns of A are 10, 9, 6, 7, so


-5
-6
-11 :] b

r-: ]
pc(~) = 10. However, P (~) 11,
so b cannot lie in the column-space of ~ and the equation ~@~=~ is insoluble.
Theorem 19-4. Let be a linear blog, and let p denote indifferently the range semi-
norms defined and AI for given integers m,n,p~l. Let
V'( mp np

Then p(~@~)<+o. Moreover, if El is commutative (i.e. the group G of El is


commutative) we have

Proof. If either(or both)of ~, ~ has all elements equal to _00 then so does ~@~, so
so certainly p(~@~)<+oo. I f ~,~ are both finite then
so is A@B and so p(~@~)<+oo. If one of ~,~, has all elements equal to +00 and the other
does not have all elements equal to -00, then ~@~ has all elements equal to +00 and so
p(~@~)=-oo. These exhaust (by Proposition 18-11) all the cases in which p(~), p(~)<+oo

In all cases p(~@~)<+oo, as asserted.


Now let El be commutative. Since p(~@~)<+oo (as just proved), one possibility is
156

that p(~8~)=~, and then certainly

So let p(~8~) be finite; then ~8~ is finite by Proposition 18-11.


Since E1 is linear, there exist indices I.J,K,R,S,T such that

p (~8~) =.( L (D L ({~} ik 8 {~}kj» 8 ( L $'( L $({~}rt8{~}ts») *


1=1, ... ,m k=l, ... ,n r=l, ... ,m t=l .... ,D
j=l, ... ,p s=l, ... ,p

Hence
(19-3)

Now the four factors on the right side of (19-3) are all finite since pairwise they
form the finite products {~8~}IJ' ({~8~}RT) *. But multiplication is self-dual for
finite elements and commutative by hypothesis; hence (19-3) gives:

~ ( I ${~}ik) 8 I (j)({~}rt» *
i=l, ... ,m r=l, ... ,m
k=l, ... ,n t=l, ... ,n

8 ( I ${~}kj) 8 L (j)({~}ts» *
k=l, ... ,n t=l, ... ,n
j=l, ... ,p s=l, ... ,p

We shall say that the inequality p(~8~)~p(~) 8 p(~)



shows p to be submu1tip1icative.

The necessity of the condition p(~), p(~)<+oo in the proof of foregoing theorem
is illustrated by the following example for the principal interpretation:

~
[
= -co
+co +co ]
-co A8B = l- +_""co]

19-2. Matrix Spaces


In place of (19-1) let us define the co-range p(~) of a matrix ~EJtmn by:

p(~) = ( L $({~}rs)*) 8. (L ${~}ij) (19-4)


r=l, ... ,m 1.=1, ... ,ID
s=l, ... ,n j=l, ... ,n
Evidently this definition enables us to develop "left" versions of the results
of Section 18-3, In this connection, we note the following result.
157

Lemma 19-5. Let El be a linear self-conjuRate belt. Then for any given integers
m, n l> I, the co-range function p defines an El - seminorm on and in particular
mn
nl). If El is pre-residuated and satisfies axiom then P is
left scale-free in the sen~e that p(A 0 ~) ~ p(~) for each and x E: E .
n
And if El is a blog and p denotes the range seminorm defined on En' then for
each ~ E: En there holds:

(i) Either p(~) > 0 or p(~)

(ii) p(~) and p(~) both equal -00, or are both finite, or both equal +00.

(iii) p(x) o i f and only i f p (2Y

Proof. All assertions up to and including (i) follow by analogy with the properties
of the function p. Assertion (ii) follows from the fact that we may regard p(2Y as
being of the form b 0 a, where p(~) is a 8 b (a, b E: E l ); it easily follows
from the basic properties of blogR (in particular from Proposition 4-3) that a 8 b
and b 8 a both equal -00, or are both finite, or both equal +00, for any
a, b E: El • Assertion (iii) follows from the fact that a 0 b = r/J i f and only if
b = a-I if and only i f b 0 a = r/J. •

The following is the first of a number of results showing that families of


matrices whose ranges satisfy certain inequalities form, as do finite and cr~-astic

matrices, closed algebraic systems.

Theorem 19-6. Let be a linear blog and for given integers m, n ~ 1 let
mn and p(~) < +oo} where p denotes the range
may equivalently be characterised as the set
where p denotes the co-range seminorm on mn·
,':;J )-hom-rep statements are both true.

Proof. Suppose ~,! E: ~mn. Since El is linear, p(~) $ pC!) equals either
p(~) or p(!) , whence, using the sublinearity of p

If A E: El then since p is right scale-free we have:

p(~ 8 A) ~ p(~ < +00

Hence ~ $ !, A8 A E: 'j mn ,and (J. mn' $) is a right band-space over El • That


(j. mm' 9, 0) is a be 1 t over which (f mn' $) is a Ie ft band-space now follows from
158

Theorem 19-4. The rest of the proof of the (j, j , El)-hom-rep statement is
standard.

The alternative characterisation of ~ mn follows from Lemma 19-5 (ii), and


j ,1 ) -hom-rep


then the (E l , statement follows by the appropriate "left-right variant"
of the foregoing argument using P in the place of p.

We now introduce another seminorm - the row-range PR' defined for a given
matrix A
-
E,M
-'lmn
as follows:
m
PR(!) = .L It p(~(i»
1.&1
where [~(l), ••• , ~(m~ is the transposed of matrix !,
and P is the co-range seminorm defined on En(=~n)' For example, in the principal
interpretation, suppose:

[: :]
5 -6
A= -4 8 (19-5)
-4 0
The ranges of the columns of A are 5, 9, 14, 0 respectively, so P (A) 14.
C-
The (co-) ranges of the rows of A are 11, 12, 9 respectively, so P R (!) 12.

By analogy with Proposition 19-1 and Theorems 19-2 and 19-3, we record the
following

Proposition 19-7. Let E and let PR indifferently denote the


row-range functions for given integers m, n, q ~ 1, let
A E E] , ! E-!!J.mn
(i) PR is an El-seminorm on 0t. mn (and on Jf. qn)

Moreover, if P denotes the range seminorm on vtt mn' then:

We shall paraphrase (ii) and (iii) of Proposition 19-7 by saying that PR is



left scalar-free and left factor-free.

Theorem 19-8. Let El be a linear blog and Ii a given element of °E l • For any
given integers m, n ~ 1, define the sets:

"t
Jmn
= {A IA
- -
EJ[ mn and
159

where PC' PR are respectively the column-range and row-range seminorms defined
on mn' Then the )-hom-rep statements both hold.

Proof. ~ always contains the matrix with all elements equal to ~, and so
- - Jmn
'J
is non-empty. That C mn' Et) is a right band-space over El follows from
Theorem 18-9; that (1 mm' Et, 8) 'i
is a belt over which C mn , Et) is a left band-
space follows from Theorem 19-3. The rest of the proof of the C~, ~ , El)-hom-rep
statement is standard and the argument for ~ is similar. •

19-3. The Role of Conjugacy

If A is as in C19-5) we have:

[' :l
-1
-5 4
A*
6 -8
-5 -5 -5 J
We find *
pC! ) = 14 = P C~) • Furthermore, we find the ranges of the columns of A*
to be 11, 12, 9 respectively and the Cco-) ranges of the rows of A* to be
5, 9, 14, 0 respectively. This illustrates the following result.

Lemma 19-9. Let El be a linear blog and let PC' pR,p, Phave their usual

significance. Then for any matrix A we have * *


£
mn P CC~) = PRC~ ), pcCA ) PRCA) ,
and * is commutative we have *
P CA ) pCA) • If El pCA) P CA ).

Proof. We have:

P cCA*)

m n n
I $ CC I $ C{A} .. )*) 8 C I $ {A} .. ))
i=l j=l - 1J j=l - 1J
m
I $ PCE.(i))
i=l

where P is the co-range seminorm and O:Cl), ••• , E.Cm)] the transposed of A.
Hence Pc CA* ) = PRCA) and similarly Pc CA) = PRCA*). Now:

P CA *) C I $ (A*}sr) 8 C.I $
8=1, ... ,n J=l, ••• ,n
r=l, ... ,m i=l, ... ,m
160

(L
r=l, ... ,m
It ({~} rs) *) ~ (.L1=1, ....,m$ {A}. .)
- 1J
s=l, ••• ,n j=l, •.• ,n

(.L
1=1, ••• ,m
$ {~}ij) ~ ( L
r=l, ••• ,m
$ ({~}rs) *) (if E1 is commutative)

j=l, ... ,n s=l, ... ,n


Lemma 19-9 allows us to prove the perhaps surprising result that our seminorms
PC' PR and· P enjoy certain properties dual to those which we have already
established, as set out in our next results. First let uS note that by use of the
dual operations $' and ~' in place of $ and ~ respectively, we may introduce
the terms dually sublinear, dually submu1tip1icative and dual E1-seminorm; and
further, the terms left and right dually scale-free and left and right dually
fac tor-free.

Theorem 19-10. Let E1 be a linear b10g and let Pc' PR, P have their usual
significance. Then:
(i) P is (right) dually scale-free and dually factor-free.
(ii) PR is left dually scale-free and left dually factor-free.
(iii) If El is commutative then P is dually submultiplicative.

Proof. For case (i) let AI


-A £.v'lmn and X£
-
Ai •
v'lnq
We have:

P (A
c -
@, X) =
- Pc «!* @ ~*) *)
(by Lemma 19-9)

(by Proposition 19-5)

(by Lemma 19-9)

Hence is dually factor-free. The other assertions are proved similarly • •

We remarked earlier that our matrices of bounded range form closed algebraic
systems, and illustrated this fact in Theorems 19-6 and 19-8, which are analogous
to Theorem 12-3 (for a-cr~-astic matrices) and Theorem 12-4 (for finite matrices).
We now add further results, in the spirit of Theorems 13-17 and 13-19.

Theorem 19-11. Let be a linear blog and for any given integers m, n ,. 1 let
Jmn denote and p(~) < +oo} where P denotes the range semi norm on
mn
mn. Then $') and
(fnm' $, $' ) are commutative bands wi th duali ty,
which are conjugate; and for any given integer p ~ 1, we have:
161

(19-6)

and J.mn has a faithful representation as the commutative belt;;(.. dmn of


residuomorphisrns of to In particular, ( mm' e, ~, e , ~ is a
belt and has a fa1thful representation as a
bel t of endo-residuomorphisms of j mp'

Proof. That is a commutative band is already asserted under Theorem


19-7. Now, let ~,! 9- . Then ~,! have p < _ so * B*
A, have
"*
EO
p < -
A*-e B
* mn*
by Lemma 19-9, whence A, B EO '1- nm by Theorem 19-6, so
* * EO 1nm because
"1nm* is a commutative ~and~ Hence p (~ e ~ )
_
< +00 by Theorem 19-6, so

- 'J mn , (:fmn ,e,


* *
p«~ e!) } < +00. But this says that A e' B - EO whence e' } is
a commutative band with duality. Similarly, so is (~ ,e, e'), and by Lemma
r1 urn *
19-9 and Theorem 19-6 we know that A if and only i f A EO j- Clearly,
* EOj
mn nm'
the conjugacy ~++~ between Jlt.mn and ~nm operates between ~mn and ~. oJ' nm'
In particular, if n m in the foregoing argument then ~,! * * EO t'f
Jmm' so
p(!* ~ ~*} < +00 by Theorem 19-4. Then by Lemma 19-9, p(~~'!} < _, whence
~ ~, ! EO 3- rom by Theorem 19-6. Hence ('::from' e', @') is evidently a bel t. That
(3 rom' e, @) is abel t is already asserted under Theorem 19-7, and the self-
conjugacy A~A* of J{ rom clearly operates in 1- mm'
Using the (}, j. , El}-hom-rep statement, (19-6) now follows routinely. The

<:1 '
mapping T : ~H gA (in the usual notation) gives, according to Theorem 5-10 a
bijection bett~een and -'1- mn
ron qu!i subset of Hom...1;1 (AJ
v'(np ,AJ
v·L mp ). However,
our theorem asserts something a little stronger, namely that T is bijective if we
replace each gA by its restriction gA/:t np ' This follows, in fact, by the same
reasoning as leads to Proposition 10-13~ The rest follows on taking n = m. ..

By closely similar reasoning we arrive at the following results.

Proposition 19-12. Let El be a linear blog and 0 a given element of El • For


given integers m, n ~ 1, and with the usual notation, let:

denote and

~ nm
denote and

Then (} mn' e, e'} and are both commutative bands with duality,
which are conjugate. rom' e, @, are
both belts with duality, which are conjugate. If then
mn
there holds:


20. THE ZERO-LATENESS PROBLEM

20-1 • The Principal Solution


Suppose we have a one-cycle activity of the kind discussed in Chapter 9, defined
by an (nxn) matrix! and a given n-tuple ~ of required finishing times. Overrunning
the given finishing time on any activity is prohibited so we speak of a zero lateness
problem, but there is also (we assume) a penalty associated with earliness - i.e.
finishing an activity too early - say the cost'of capital tied up in goods which are
finished but cannot yet be moved.
It is evident that we should like to choose our vector of start-times x to
satisfy !9~ = ~, and we have discussed in previous chapters some properties of this
equation and in particular the principal solution '*
~ = ! 8'~. However, if the given b
does not happen to lie in the column-space of !, we must choose x so as to satisfy
!9~ and simultaneously to minimise the penalty for earliness.
Depending how this penalty is computed, different start-time vectors will be
preferred. We shall show, in fact, that the expression ! '* 8'~ gives the preferred
start-time vector relative to a number of criteria. Some of these criteria are
expressible by the use of some of the seminorms discussed in the previous chapter,
so our discussion acquires something of the character of a norm-minimisation problem
in conventional algebra. The virtues of the expression ! '* 8'~ derive from the
following result.

Lemma 20-1. Let El be a pre-residuated belt satisfying axiom X12 and let A E mn'
l!e:Em• Ifue:Ensatuhes!9~~~,then~~A 9 ~and;

'*
! 9 ~ ~ ! 9 (! 9'~) ~ ~ (20-1)

Proof. By Lemma 9-1, if !9~~~ then ~4'*8'Q so (matrix multiplications being isotone):

! 9 ~ ~ ! 9 (!'* 9' ~) ~ ~ (by Theorem 8-8)

We may paraphrase (20-1) by saying that !8(!'*9'~) is componentwise closer to b


than any other n-tuple lying in the column-space of !.

Suppose now that El is a blog and ~ e: Em' We are given c E Em such that £ ~ ~.

The m-tuple £ is supposed to be an approximation to b: how good an approximation is it?


In the principal interpretation, for example, let:

1!
HJ .£.
[~J
If we subtract £ componentwise from b we get

The greatest component in this difference-vector is 5, i.e. 5 is the greatest


componentwise deviation of c from b and so measures the badness of the approximation.
163

In more general terms, let El be a self-conjugate belt, and let ~,~EEm with ~'E'

Then we may form the m-tuple:

(20-2)

E
m
and apply to a some function TE(E l ) and regard T(~) as measuring how badly ~

approximates b. If we are constrained to choose ~ from some set S, we shall attempt


to choose CES so as to minimise T(~).

Relating this to our zero-lateness problem, we arrive at the following problem:


Given A EJ(mn and b E Em' find ~ E En such that T(~(~@~,~)) is minimised,
(20-3)
subject to ~@~~~

Theorem 20-2. Let El be a pre-residua ted belt satisfying axiom Xl2 and let T be the
maximum-seminorm (18-4) defined on Em' Then problem (20 3) is solved by taking
x-A*@'b.

Proof. If T is the maximum-seminorm, then for any ~,~EEm:

(20-4)

because
m *
T(~(Z,~)) = iLQl«{~}i) @ {~}i)'

Now if u satisfies ~@~~~ then *


~~ @'~, so * *
~ )~ @~ and then by isotonicity of multi-
plication:

* * * *
(~ @' ~ ) @ ~ >,. «~ @~) @' ~ ) @ b

(20-5)


But from (20-4), relation (20-5) is just:

Theorem 20-2 thus gives, for the principal interpretation, the solution to the
Chebychev problem posed under (1-12). In fact, because it makes statements only about
the "worst component", Theorem 20-2 is a good deal weaker than (20-1) which makes
statements about all components. We can take account of this by introducing, for the
principal interpretation, the Rl-norm defined by
m
m
L i{x}.i (20-6)
i=l - 1

This is not an El-seminorm in the sense of Chapter 18 but, as is well-known,


defines a norm on the m-dimensional real vector space Rm in the usual sense of analysis.
Theorem 20-3. Under the principal interpretation, if T is the Rl-norm then problem"
m
(20-3) is solved by taking x-A*@'b
164

Proof. Direct application of (20-1). tt


Now the Rl-norm (20-6) in effect gives equal weight to earliness in each coordinate
m
position. But in practice we may wish to penalise earliness differently (and non-
linearly) for each component. We assume merely that the penalty is a monotone
increasing function of the earliness in each coordinate position.
E
m
Theorem 20-4. Let El be a pre-residuated belt satisfying axiom X12 and let T£(E l )
be isotone. Then problem (20-3) is solved by taking ~-!*8'~.

Proof. From (20-1), for any ~£En satisfying !8~=~:

{A8uL ... {A8(A*8'bL (i=l, ... , m)


--~ ---1

(i=l, ••. , m)

So tt
20-2. Cases of Equality
Since ! *8'~ gives us the Chebychev-best under approximation to b lying in the
*
column-space of A, it is intuitive that A 8'b must equal b in at least one coordinate
-
- - - - *
position, otherwise we could take ~ "a little greater" than ! @'~ and obtain a
"better solution" to problem (20-3). The following result gives conditions wich are
sufficient to guarantee this intuitive result.

Theorem 20-5. Let El be a linear blog and let A £ ron' ~ £ Em' If at least one
component of !*8'~ is finite then !8(!*8 ~) has the same value as b in at least one
coordinate position, the common value being finite.

Proof. Suppose in fact that {!* 8'~}J is finite (l~J~n), i.e.:

m *
L $' ({A} Jk @'{~}k) is finite.
k=l

So, since El is linear, there is an index K (l~k~m) such that;

{!* 8' ~} J is finite. (20-7)

It follows from this that both {!* }JK and {~}K are finite. Since multiplication is
self-dual for finite elements, we may rewrite (20-7) as:

n
L "'({!}K'J 8 {A*@'b}.)
j=l'" - - J

(by (3-15))
165

= {b} (20-9)
-K

Hence ~8(~ *8'E) at least equals £ at its Kth coordinate position, which coupled with
(20-1) shows that equality occurs at the Kth coordinate position.

We remark that in the "standard" situation where ~ is doubly G-astic and b is


finite, the product A*8'b is finite and so the conclusion of Theorem 20-5 holds.
Our main motive for developing Theorem 20-5 is to discuss the concept of the
critical path in Section 20-3. However, it is useful to notice that Theorem 20-5
allows us, for the principal interpretation, to solve the Chebychev problem which we
get on dropping the zero-lateness constraint ~8~£ namely:

Given A
-
E V
\..Illmn
and b
-
£ E , find x
m
£ E
n
such that
(20-10)
max ({b L - {A 8 x},) is minimised.
i=1, ... ,; 1 - - 1

We simply find the principal solution ~8(~ '* 8'£) and then increase it in all
components by one-half of the maximum deviation. An example will make this clear.
We take:

A [~-1
-~]
2
b

Since pc(~) = 5 whilst pc(£) = 7, Theorem 19-3 tells us that b cannot lie in the
column-space of A. Let us solve problem (20-10) for these data. Now we find

A 8 *
(~8'£)

Ul
This agrees with b in components two and three but underestimates by 8 in component
one. If we add 4-= !(8) to all components, we have as our solution:
2

This 3-tuple lies in the column-space of A and has a maximum absolute deviation from
£ equal to 4 (in component one). No other element v of the column-space of ~ can do
better, else by subtracting a constant (i.e. making a scalar multiplication in
max algebra) we should be able to derive an element ~ of the column-space of A
violating Lemma 20-1.
Of course, the procedure generalises to more abstract blogs, but extra axiomatisation
is necessary and this would take us too far afield in the context of the present
memorandum.
166

20-3. Critical Paths. Let us reconsider the multiple-cycle example of Section 9-3
in the light of Theorem 20-5.

Taking

A
[-; : :J z

4*
We now choose ~~A @'~, say x

As discussed in Chapter 9, the 3-tuple ~ gives start-times consistent with the target
completion times z. Suppose in fact we adopt the start-times ~ and we compute
- 2 3 4
successively A@~, A @~, A @~ and A @x. Fig 20-1 sets out all the relevant information.

r 0 1 2 3 4

m @ ® 11 14
Ar@x
- - 1 3 5 8 @
2 4 7 @ 13

2 5 8 13 17
A(4-r)*@,z 3 5 7 10 11
- -
3 6 8 10 15

Fig 20-1: Double Orbit Table

Let us now examine Fig 20-1 to discover whether there are activities which have
zero float; as discussed in Chapter 9 these can be identified by components which have
equal value in the two 3-tuples in a particular column. Thus in the column r=4 the
middle component· of the two 3-tuples has the common value 11. For convenience we have
ringed all such components in the top row of 3-tuples in Fig 20-1; in all other cases,
of course, elements in the top row are strictly less than corresponding elements in
the bottom row.
We shall call a table constructed in the manner of Fig 20-1 a double orbit table.
The following result is relevant to the properties of such tables.
Theorem 20-6. Let El be a linear blog, be doubly G-astic, beE be finite
mn . m
and ~£En satisfy A8~~. If for some i (~i~m there holds {A9~}i - {~}i then for some
j (l~j~n) there hold:
167

{x}. = {A*8'b}. and {b}. = {A} .. 8 {x}.


- J - - J - 1. - 1.J - J•

Proof. By hypothesis, {~}i

and by the linearity of El there is an index j (l~j~n) such that:

{b}. = {A} .. 8 {x}.


- 1. - 1.J - J

Moreover, {A}.. and {x}. are finite, having finite product. Hence using the fact that
- 1.J - J
multiplication is self-dual for finite elements:

{x}. ({A}. .)-1 a' {b}.


-J - 1.J - 1.

{b}. )
- 1.

But ~ ~ A* a' b since A a x ~ b by hypothesis (Lemma 9-1). Hence {x}. = {A*a'b} . . •


- -J --J
Corollary 20-7. Let El be a linear blog and A E.~ be doubly G-astic. For given
- ""Lnn
integer N~l let ~,~EEn be compatible for (A,N). In the corresponding double orbit
table, either there is no element which can be ringed to denote zero float, or there
is at least one such element in each column.

Proof. Theorem 20-6 implies that if some element may be ringed in column r~l of the
table then some element may be ringed in column (r-l). And the dual of Theorem 20-6
implies that if some element may be ringed in column (r-l) ~ (N-l), then some element
may be ringed in column r. Hence ringing is possible in all columns, or in none. 4t
If element {Arax}. (r~l) of a double orbit table is ringed, then according to
- - 1.
Theorem 20-6 we can find some ringed element {Ar - 18x}. in column (r-l) such that:
- - J
{A} .. a {Ar-lax}. = {Arax}.
- 1.J - - J - - 1.
Let us join all such pairs of elements with a line, as shown in Fig 20-1. Then
starting from any ringed element in column N, we may trace a continuous path along
such lines, moving left until we arrive at a ringed element in Column O. Such a path
is known as a critical path. In terms of project planning, we may say that no activity
on the critical path may be delayed without causing the activity at the right-hand end
of the path to be late, thus violating the zero-lateness condition. Hence in a practical
situation the activities on the critical path would attract great management attention.
There may be more than one critical rath. For example, if we choose x=A4*8'z in
the preceding examrle we get the double orbit table shown in Fig. 20-2.
168

r 0 1 2 3 4

-Arex-
~3 6 8 10 13

2 5 8 13 17
A(4-r)*3'z 3 5 7 10
- - 11
3 6 8 10 15

Fig 20-2. Critical Paths

Fig 20-2 contains five critical paths. It is easy to see that Theorem 20-6
together with its dual implies that all and only ringed elements in column 0 begin
critical paths; that all and only ringed elements in column N end critical paths; that
all and only ringed elements in other columns are intermediate elements of critical
paths.
2l. PROJECTIONS
2l-1. Congruence Classes
Let El be a pre-residuated belt satisfying axiom X12 and let A £vtmn for given
integers m,n~l. As usual, denote by gA' gA* the functions:

gA: En ->-Em where gA (!) =A @x (~ £ E )


n

1
(21-1)
* *
gA: Em ->-E n where gA <z) A* @'x (x. £ E )
m

In the terminology of sections 8-4 and 18-1, (Ran gA,$) is the column-space of A
*
and (Ran gA,$') the dual column-space of *•
~

*If b £ Em is given, then the results of Chapter 20 indicate that (gAogA*)(~)


~@(~ @'~) is, relative to several different criteria, an element of Ran gA which is
"nearest" to b. *
It is natural to call (gAogA) (~) the projection of ~ ~ Ran gA; -
similarly for ~ £ En we should call * - -
(gAogA)(~) - gAO
the dual projection of c on Ran *
We introduce the notations:
* * *
lIA = gAogA ; lIA = gAogA (21-2)

From the results of Section 10-15:


* * * *
gA 0 lIA lIA 0 gA = gA

~
gA 0 TI A = TIA 0 gA gA

(21-3)
TIA 0 TIA lIA *
lIA 0
*
lIA
*
lIA

* and gA\Ran
Now we know from Lemma 8-10 that gA\Ran gA * gA are mutually inverse bijections;
but we cannot say that they constitute isomorphisms since it is not at once clear how
* and Ran gA with the structure of commutative belts with duality.
to endow Ran gA It
is clear that -(Ran gA,$) -is a commutative band and (Ran gA,$')
* a (dual) commutative
band, but in general- the dualities in (En,$,i'), (Em,$,$')- do not extend to Ran gA
*
and Ran gAo Thus, although it is true to say:

(21-4)

for arbitrary ~, X. £ * because in general


En' we cannot apply (21-4) to Ran gA ~$1. t *
Ran gA
for given ~,1. £ Ran g~ .

It is to this problem that we now address ourselves. First, in the light of (21-4)
and its dual, we record the following.
Proposition 21-1. Let El be a pre-residuated belt satisfying axiom X12 and let
A £ mn for given integers m,n~l. Using the notation of (21-1), define binary relations
~, ~ on En' Em respectively by:
170

If ~,x.~ n' then ~'Vx. if and only if gA (~) gA(X)


l (21-5)
*
If ~,.!e:Em then u 'Vv if and only if gA(~) * *
gA(Y)
J
Then 'V, *
'V constitute congruence relations or. (En,IB), (Em,IB-') respectively •

Let us call the congruence classes established by (21-5) the gA-congruence classes and
*
and gA-congruence classes respectively.

Theorem 21-2. Let El be a pre-residuated belt satis~ying axiom X12 and let A e:

~or given integers m,n~l. Then each gA-congruence class of En conta4ns exactly one
element of Rang! and each g!-congruence class of Em contains exactly one element of
~.

i.e. (21-6)

Hence the congruence class containing any x e: E *.


also contains an element of RangA
*
Suppose in fact gA(u),
* both belong to the n same gA-congruence class, i.e.
gA(~)

* *- -Then gA(~)
* = (gAogAogA)(u)
* * * *

gA(gA(~)) = gA(gA(~))' =(grOgAogA)(v) = gA(.!)· The

argument for *
the gA-congruence classes is dual.

Corollary 21-3. Let El be a pre-residuated belt satisfying axiom X12 , let ~ e:


mn
for given integers m,n~l, and let ~,x. e: En' ~,~ e: Em Then ~'VZ if and only if

~!(~) - ~!(y); and ~ ~~ if and only if ~A(~) = ~A(~)'

Proof. and only if *


~A(~) 'V *
~A(X.)'
But a gA-congruence-class contains only one element of Rang:,
if and -only if *
~~(~) = *
~A(x)' The argument for u and v is dual.
*
We may paraphrase the preceding results by saying that each gA-congruence class
whence-~1(~) 'V-~~~)

consists exactly of the elements of Em having a common projection on RangA, and
includes that projection itself (by (21-3)); and the dual holds.

The situation is represented diagramatically in Fig 21-1.

Fig 21-1
E E
n m
171

The left-hand annulus represents En' each radius representing a gA-congruence


class. * , intersecting each radius
The inner circumference represents RangA - in a
unique point, which we may call its base point. * condenses each
The projection TIA
radius onto its intersection with the inner circumference. The right-hand annulus
represents Em similarly. * take whole radii in one annulus into
The functions gA,gA
base points of radii in the other annulus~ and act as mutually inverse bijections
between inner circumferences.

21-2. Operations in RangA• We are now in a position to introduce a dual addition in


RangA • We define:

(21-7)

Theorem 21-4. Let El be a pre-residuated belt satisfying axiom X12 and let A £ n
for given integers m,n~l. Then (RangA,ffi, ') is a commutative band with duality, when
~, is as in (21-7).

Proof. Certainly (RangA,ffi) is a commutative band. Now let ~,~,~£RangA throughout.

Then ~ = TIA(~)' ~ = TIA(~) and~. = TIA(~)'

Now, u ffi' u = TIA (~ffi'~) TI A(~) = ~ (21-8)

And u ffi' v = TIA (~ffi'~) TI A(~ffi'~) vm'u. (21-9)

We now prove the associativity of the operation ~'. From (21-3) and (21-7),

u fl' v .:c u tB' ~

Since ~ * is a congruence relation on (Em,ffi') we infer:

.
(~ffi '~) ffi'
*
~ ~ ~ ffi' v ffi' w (21-10)

Whence (~ffi'~) ffi' w (by (21-7))

TI A(~ffi'~ffi'~) (by Corollary 21-3 and (21-10))

Similarly ~ffi'(~ffi'~) = TIA(~ffi'~ffi'~)

and associativity is established.Hence (RangA, $') is a (dual) commutative band. We


must now establish the lattice absorbtion laws L3 .
Now ~e(~$'~) '},.(u) ffi TIA(~ffi'~) (using u = TIA(~) and (21-7))

(by linearity of gA)

*
(by dual linearity of gA)
172

= u

(by (21-7)

= u.
The proof is now complete.

Obviously (RangA,a) admits the same right scalar multiplication as (Em' a) and

is therefore a subspace of (Em,a). Now let us define a right multiplication:

(21-11)

Theorem 21-5. Let El be a pre-residuated belt satisfying axiom X12 and let A£
DIll

for given integers m,n)1. Then (RangA,ED') is a (dual) right band-space over El

when ED' is as in (21-7) and dual scalar multiplication 8' is as in (21-11).

Proof. Let ~,~ E RangA; A, ~EEI. We confirm (appropriate duals of) S2' S3' S4 of
Section 5-1, as follows.

(by 21-11»

(by 21-2), (21-11»

*
gA«(gAonA)(~8'~»8'A) (by dual of (5-1»
- --
(by 21-3)

(by dual of (5-1»

(by (21-2) and dual of S2 forE l )

(by (21-11)

This confirms the dual of S2. Now consider:

(by 21-11»

(by (21-7) and dual of (5-1»

(by 21-3)

(by dual of (5-1»


173

*)
(by dual linearity of BA

(by (21-11»

*
(by dual linearity of gA)

(by (21-2) and (21-7»

This confirms the dual of S3. Finally, consider:

'If A (~~' (A@' 11) ) (by (21-7»

(by (21-2) and dual of S4 for El )

*
(by dual linearity of g!)

(by (21-3»

(by (21-11»

*
(by dual linearity of gA)

(by (21-11»

This confirms the dual of S4 and the proof is complete.

The following theorem now establishes the isomorphism discussed in Section 21-1:.

Theorem 21-6. Let El be a pre-residua ted belt satisfying axiom X12 and let A £
mn
for given integers m,n)l. and * .
(RangA,@,ffi') are isomorphic as

right spaces with duality over El when m', $ are as in (21-7) and its dual respectively,
* are as
and dual scalar multiplication for RangA and scalar multiplication for RangA

in (21-11) and its dual respectively.

Proof.
• *.
That (RangA,$,$') and (RangA,$,$') are spaces with duality is established in
-
the preceding results. - and gA* provide mutually inverse bijections. Now
Moreover, gA
for all *
~,y' £RangA , we have:

(by dual of (21-7»


174

(by (21-3»

(by linearity of gA)

*
(by dual linearity of gA)

(by(2l-7» •

Finally, for all ~ * and AEE l , we have:


E RangA
-k
gA(~9'A) = gA(~A(~)9'A)

(by (21-2»

(by dual of (5-1»

= g (X)8'A (by (21-11»


A-

* proceed dually and the theorem is proved.


The arguments for gA
* by
By virtue of Theorem 21-6 we can carry algebraic relations between RangA and RangA

means of gA' gA*. Thus, if a linear dependence:

holds in RangA, we can infer:

*
! 9'~ = .L i«!'*8'~(j»9AJ')
S •
J=l
21-3. Projection matrices. In Section 21-1 we introduced the projection operators
~!' ~~ for a given matrix! EV¥mn. If n=l, consider the projection operators ~I'
~*~* for given I E Em. For arbitrary ~ E Em there holds:

Now, if El is a given self-conjugate belt, let IEEm' and consider the


matrices:

(21-13)

\
175

We shall call ~(l) the projection matrix associated with l and ~* (l) the dual
projection matrix associated with l. (These definitions may appear to be the wrong
way round, but the following result motivates the choice of names).

Theorem 21-7. If El is a blog, and l £ Em is finite, (for given integer m~l) then
for any ~ £ Em there hold:

} (21-14)

Proof. For i=l, •.. , m we have:

{no @' L ""


TIl *
«{l}.) @'{x}.)
-- 1
j =1''' J - J

{n.@'(t; @'x)
- 1 -
* -

However, if l is finite then multiplication by {l}i is self-dual, and the first


line of (21-14) follows. The second line is proved similarly. ..
In other words, (21-14) asserts that ~(l) can be used (when l is finite) to map
any arbitrary vector into a scalar multiple of l, namely rrt;(~)'

The following result is the exact analogue of a classIcal result for projection
matrices - namely that they are just the idempotent self-conjugate square matrices.

Theorem 21-8. Let El be a blog, and let ~ E~ (for given integer m~D be finite.
Then necessary and sufficient conditions that P be the projection matrix associated
with some t; £ E are:
- m

(i) P = P* and
(ii) ;2=p- (so ~2*=~*)
Proof. Suppose firstly that ~=~(l). Then l is finite, since each product {t;}.@'({t;}.) *
- 1 - J
is finite. Hence:
(i) {p*}.. ({P} .. ) * ({n.@'({t;}.) * ) *
- 1J - J1 - J - 1

(because l finite)

{p}. .
- 1J
176

2
(ii) {P }.. =
- 1J
m
k=l
L.( ~i8' «P k ) *) Q
*
({~\ 8' ({~)j) ))

But since i is finite, so that ({i}k)* = ({i}k)-l and multiplication is self-


dual, we may infer:
m
{P2L. = L ({E;L8' ({E;} .)*)
- 1J k=l. - 1 - J

{Pl..
- 1J

Hence p2=p and so p2*=p*


Conversely suppose that (i) and (ii) hold. Then:

* =P 2=P=P* =P 2* =P8'P*
-P8P- - --
Now for given i,j (~i~m; l~j~m), we have:

{P8P* L.
-- 1J

~ {~)il 8 ({!:.}jl) * (by (3-15))

{I'Ll 8' ({P}'l)* (since!:. is finite)


-1 -J

~ L .. , ({PL k8' ({PL k ) *)


m
(by (3-17))
k=l'" - 1 - J

infer from the foregoing inequalities

E E.
m

*
But P=P8'P. Hence !:.=~8'i *=!(i)
We consider now some properties of the matrix !:.(i) when i is chosen from the
column-space of a given matrix.

Lemma 21-9. Let E be a pre-residuated belt satisfying axiom ~

given
n integers m,n~l), *____________ ____
have columns a(l), ••• , a(n)
-=~
and let u
________ ~=_ ~~
Eun______
E__ • _=~

L .' ~(!!.(k)) = !!.8'!!. ' if i is either !!.~ or !!.8'~.


k=l
177

Proof. If f is A0u then ~(f)

However from Theorem 8-8 with u and A in the roles of A and! respectively:

(~0~) 0' .':: * ::. A

After an (isotone) right dual multiplication by ~*, we derive: ~(i) ~ A0'A*

Similarly, if ~ is A0'u then ~(f)

~ A0'A *

Now, {A0' A* }..


- - :LJ

n
{ L ED' (~(k) G' (a(k»*)} ..
- 1J
k=l

Thus A0'A* may alternatively be written


n
L ED,~(~(k».
k=l
The foregoing result sets the lower bound AdA* on ~(f); we n9w seek an upper

bound.
Corollary 21-10. Let El be a blog, let ~ E~n (for given integers m,n)l) be finite
and let f E Em be finite, where f is either A0u or A0'u for some .'::EEn. Then

n
~(D':; L ED ~(~(k» A 0 A *
k=l

Proof. Taking the conjugate of Lemma 21-9:

A 0 A *


But if f, ~(k) are finite then by Theorem 21-8, * (f)
~ = ~(f) and P* (~(k»
~(~(k» and the result follows.
We shall make use of the properties of projection matrices later, in Chapter 26.
22. DEFINITE AND METRIC MATRICES

22-1. Some Graph Theory


The topic which we propose to discuss in the following chapters is the eigen-
vector-eigenvalue problem for square matrices, introduced in Section 1-2.1. As a
preliminary, however, it will be convenient to develop some graph-theoretical tools,
and establish the properties of certain classes of matrices.
A directed graph or as we shall simply say, a graph, is a pair (N,F), where N
is a finite set consisting of n~l elements, called nodes, denoted by the numerals
1, ••• , n, and F is a mapping which associates to each node iEN a subset F(i) of N.
The graph is said to be of order n.
A pairof nodes (i,j) with jEF(i) is said to be an~. If to each arc
(i,j) we associate a weight aijEE l where (E l ,a,8) is a given belt, we say that
(N ,F) is a weighted graph. A path (from ioEN ~ itEW is a sequence:

(22-1)

of nodes ikEN such that ikEF(i k _ l ), (k=1,2, .•. , t). The nodes i O"'" it will be said
to be ~ the path (22-1), and the path will be said to pass through them.
The length of the path (22-1) is t.
The path (22-1) is said to be an elementary path if the nodes i O"'" it are pairwise
distinct. The length of an elementary path is thus at most n-l.
A path (22-1) is called a circuit, if iO=i t , and it is an elementary circuit if iO=i t
and the path (io,i l , ••• , it_I) is elementary.
If the circuit consists of a single arc, then it is called a loop. The length of a
circuit is its length as a path; in particular, loops have length one. Elementary
circuits have length at most n. Notice that the definition of a circuit does not
regard e.g. (i O,i l ,i 2 ,i O) as being the same circuit as e.g. (i l ,i 2 ,io ,i l ).
To each path (i O,i l ,i 2 , .•• , it) of a weighted graph (N,F), we may associate a
(path) product (if iO=i t then (circuit) prbduct)defined as:
a. • 8 ... 8 a. • (22-2)
101 1 1 t _ 11 t
If El is a belt with duality then path dual product and circuit dual product are
defined in the obvious way.
For example, in Fig 22-1, where an abstract graph is given its usual visual
presentation and the weights are from the principal interpretation:
(1,2,3) is an elementary path from 1 to 3. The path product is a 128a 23
~ (-2) + (-4) -6.
(1,2,3,1) is an elementary circuit. The circuit product p is given by
a128a238a31 = (-2) + (-4) + 0 = -6. The length of this circuit is t=3.
A graph (N,F) is called strongly complete if for every pair of nodes i,jEF,
there holds jEF(i). For a strongly complete weighted graph we can define the
-tnn by:
associated matrix A E.JJ
~~~~~~~~~-

{A} .. ~ ra . .1 (i,j=l, •.• , n) (22-3)


- 1J ~ 1jJ
179

Conversely, given such a square matrix over El , we can obviously define the
associated (strongly complete, weighted) ~ by first constructing a strongly
complete graph of order n by setting N={1,2, ... , n} and F(i)=N for all iEN, and then
introducing the weights a ij as in (22-3) .

For example, in the principal interpretation, consider the matrix

The associated graph is shown in Fig 22-1.

Fig 22-1. A strongly complete weighted graph

As a standard notation, we shall use b(~) to denote the graph associated with a
given matrix ~.

In the sequel, we shall make frequent use of the following simple considerations.
If A is a given matrix then:
n
{A 2} .. = L (D({~} ik 0 {~}kJ·) (i,j=l, ... , n)
- q
k=l
so each element of A2 is a summation of path products of paths of length two in
b (~). Similarly

which is a summation of all possible path products of paths from i to of length 3


in b(~). Summarising:
Proposition 22-1. Let El be a belt and A E nn for given integer n~l. Then for all
integers i,j (Ld"n; l::;j~n) and r>l, we have:

{A r } .. = L(DPk
- 1J k

where each Pk is a path product for a path of length r from i to j in b(~) and the
summation is over all possible such paths. Hence also {ArL .>Pk for every such path . •
- 1J
100

22-2 • Definite Matrices. Suppose now that El is a blog. and! E~n. Adapting a
term from Carr~ [17] we shall say that B is definite if it satisfies the following
condition:

Each circuit a in A(!) has circuit product p(a)~0. and 1 (22-4)


at least one such circuit has p(a)=0
J
Lemma 22-2. Let El be a blog and let B E nn for given integer n~l. Then B is
definite if and only if there holds:

Each elementary circuit a in A(!) has circuit product p(a)~0.


1 (22-5)
J
and at least one such circuit has p(a)=0

Proof. Let! merely satisfy the condition:


Each elementary circuit a in A(!) has circuit-product p(a~0 (22-6)
Now make the following induction hypothesis. with induction variable k:
For each circuit T of A(!) of length t(T)~k. there exists an elementary
(22-7)
eircuit ~ of A(!) such that p(T)~p(~)

Certainly. (22-7) is true for k=l. since if t(T)=l then T is a loop and so
elementary. whence p(T)~p(~) holds with ~=T.

Suppose hypothesis (22-7) then true for a particular value of k~l and let a be
any non-elementary circuit having t(a)=k+l. (Such circuits certainly exist - e.g.
(iO.i O••••• i O »·
Suppose a is (iO.i l ••.•• ik.i O). Now. as we trace a starting from io and
visiting in turn i l ••.•• i k • let j be the first node to be encountered for the
second time. Then a contains an elementary sub-circuit n which runs from the first
occurrence of j to the second occurrence of j. Let T be the circuit obtained by
tracing a from iO to the first occurrence of j. and then from the nodes following
the second occurrence of j to the end.
Then p(n)~0 by (22-6). Now p(a) is calculated as a product of terms consisting
of those making up p(T). interrupted by (or preceded by or followed by) those making
up n. So by isotonicity. p(a)~p{T). But evidently t(T)<k. so by (22-7) there
exists an elementary circuit ~ of A(!) such that p(T)~p(O). Hence also
p(a~p(o).

By induction. therefore. it follows that if ! satisfies (22-6) then it also


satisfies the following:
For each circuit T of A(!). there exists an elementary circuit
1 (22-8)
J

~ of A(!) such that p(T)~p(~)

In the light of (22-8) it is clear that (22-4) and (22-5) are equivalent.
Theorem 22-3.Let El be a blog and let B E'Y (for given integer n~) be either row_
- ~nn
0-astic or column=0-astic. Then B is definite.

Proof. Suppose! is row-0-astic. Obviously p(a)~0 for each cycle a in A(!) since
p(a) is a product of elements {!}ij~0. Now for each index i=l ••••• n. let c(i) be
181

the lawest index (l{c(i)""n) such that {~}ic(i)=0, and cansider the path:

(1,c(1),c 2 (1), ... ,cn(l» (22-9)

where c 2 (1) = c(c(l) etc. Since the path (22-9) cantains (n+l) terms drawn fram a
set af n indices, it must cantain a repeated term, and thus a circuit a (say).
Evidently p(a)=0. The argument when B is calumn-0-astic is similar. ~
Thearem 22-4. Let El be a blag and l~t ! E~n far given integer n>l. If B is
definite then So'is Br far any integer r>O.

Praaf. By canventian, Ba is I , the (nxn) identity matrix whase diaganal elements are
-n
all 0, and whase aff diaganal elements are all -00. Evidently, In is definite. So'
assume r:;.l.
The circuit praduct p af a given circuit a af length t in 6(!r) has the farm:

p(a) = b.
10il
iii ... iii b.
1t _ l i t
with i
t
= iO (22-10)

In (22-10), each h.1 _ i is {B r}. . and therefare by Prapasitian 22-1 is af the


k l k - 1k _ 1 1k

farm I Pk~' where each Pk~ is a path praduct af a path fram i k _ l to' i k af length r
~
in 6 (!), the summatian with respect to' the dummy variable ~ being aver all such paths.
Hence, far all hI'···' h t :

is a circuit praduct af length rt far same circuit in 6(!), So' by hypathesis:

Plh iii ••• iii Ph'" 0


1 t t

Clasing w.r.t. the indices hI' ... ' h t , we abtain

p(o) '" 0 (22-11)

On the ather hand the graph 6(!) cantains,by hypathesis, a circuit T af length s
(say) and af circuit praduct p(T) = 0. Suppase Tis (j0'\'···' js) where js=ja
and cansider a praduct af r identical terms:

(22-12)

Evidently q=(0)r=0. On the ather hand q may be re-assaciated, withaut changing


the arder af the factars, intO' a praduct af s brackets, each cantaining a path praduct
far a path af length r fram the graph 6(!). Thus
q = Cd d iii ••• iii Cd d
o 1 s-l s
where da=ja' ds=js=ja' and far k=l, ... , s:

C = path praduct far a path af length r fram dk _ l to' d k in 6(!)


dk - l dk
182

~ Le (such path products) = {!r}~_l ~ (by Proposition 22-1)

Hence (22-13)

Obviously (22-13) exhibits a circuit in 8 (!r) , having circuit product at least equal
to 0. Together with (22-11), this shows that Br is definite. ..

22-3 • Metric Matrices


For any given matrix B EJI , the metric matrix generated by! is by definition:
- "lnn
(22-14)

And if El has a duality, we define the dual metric matrix generated by ! as:

~*(!) =!* e' B2* $' .,. &'Bn * (22-15)

The notations ~, r * will be standard throughout the sequel.


Lemma 22-5. Let El be a blog, and!~ nn for given integer n>l. Then ~(!) =

]9(Ie!)n-l where In is the (nxn) identity matrix.

Proof. If n=l then (Ie!)n-l is by convention I and the result follows. Otherwise,
since I,! commute, we may carry out the iterated multiplication (I8!)8 ••• 8(I&!)
to obtain IeL e(Powers of !). Each power of ! occurs at least once up to and
. 1ud'~ng _Bn - l ands~nce
' _Br &!r =!r ,we h ave

.
~nc

and the result follows.


Theorem 22-6. Let El be a blog and let ! E~n for given integer n~l. If B is

definite then !r .. ~(!> for every integer r)1.

Proof. Fix i,j (l~i~n; l~j~n). Each path n of length n+l from i to j in 8(!) , the
graph associated with !. must contain a circuit a, say, since some node must recur.
The path product p(n) is therefore a product of the circuit product p(a) for this
circuit, together with factors making up a path product p(T) for a path T of length
t(T)~n. But p(a)~0 by hypothesis, so p(n)~p(T) by isotonicity.
Now p(T) ~ {Bt(T)}.. (by Proposition 22-1)
- ~J

{r(B)}. .
- - ~J
Hence p(n) ~ {r(B)}..
- - ~J

Closing w.r.t. n (regarded as indexing all paths of length (n+l) from i to j):
183

(by Proposition 22-1)

,< {r(B)}., (22-16)


- - 1J

Hence ~n+l~~(~), Assume now that ~n+s~~(~) for some integer ~l, Then by isotonicity,

~ i(~) (by (22-14) and (22-16) (22-17)

Hence the result holds by induction for r>n, and is clearly trivial for l~r<n. ..

Corollary 22-7. AI for given integer n>l.


Let El be a blog and let -B E l.I"{nn IfB

is definite then:

(r~l)

for any r~(n-l)

where In is the (nxn) identity matrix.

n 2
Proof. (i (~) ) 2 (~ !il ... !il ~ )

~ ~(~) (by Theorem 22-6)

By isotonicity (i(~»3:1i(~)2~~(~) and the result follows by iteration

Moreover:
B @ (I !il ~)r = B !il ... !il Br +l ~ i(~) (by Theorem 22-6)
- --'[I

On the other hand, if r,,(n-l) then:

B !il

(from (22-14»

Hence B@(I !ilB)r = reB) when r~(n-l)


---'[1- --

22-4 ,The Shortest Distance Matrix


The dual of the first result in Corollary 22-7 motivates the use of the term
metric matrix. In fact, in the principal interpretation if element {~* }ij represents
the direct distance from node i to node j of a transportation network, then as
discussed in Section 1-2.2, r' (B*) represents the shortest distance matrix, Hence
the elements of i' (~*) - -
satisfy the triangle law for distances:
* * *
(.!:'(~)}ij +{i'(~)}jk ~ {i'(~)}ik

In min algebra notation, this is just:


{r'(B *)} .. ®• {r'(B* )L k ~ {r'(B *)},
- - 1J - J - 1k (22-18)
184

Now we can readily confirm that L'(!*) is just (!(!»*, so (22-18) may be written
.
equ1valently: (!(!» ~ ~ (£(!» *, which is the dual of the first result in Corollary
22-7, for r=2.

We conclude with an example (in the principal interpretation). In the (SxS)


matrix B* given below, {B~.. represents the time taken to get from city i to city
- - 1J
of a transportation network using the direct connection (an m indicates 'no direct
connection'). We wish to compute the matrix of shortest possible intercity journey
times.

0 7 3 5
7 0 3 1
B* 3 3 0 6 (.!.S&!)
*
5 0 3
1 6 3 0

0 6 3 5 8
6 0 3 4 1
(.!.S&!)2* 3 3 0 8 4
5 4 8 0 3
8 1 4 3 0

0 6 3 5 7
6 0 3 4 1
(.!.S&!> 4* 3 3 0 7 4
5 4 7 0 3
7 1 4 3 0

Hence the shortest time matrix is

0 6 3 5 7
6 0 3 4 1
* * 4* 3 3 0 7 4
(! (!» =! 8' (.!.s&!) =
5 4 7 0 3
7 1 4 3 0

As an alternative notation to (!(!» * we may more conveniently write ! * (~.>.

Thus * * * (22-19)
! (!) = (!.(!» .. !'(!)
The preceding discussion leaves out any consideration of computational efficiency,
since our present aim is the logically prior one of establishing algebraic structure.
But see further [17J and [39J.
23. FUNDAMENTAL EIGENVECTORS

23-1 . The Eigenproblem


In Section 1-2.1, we described a problem in the control of industrial
processes which gives rise to the eigenvector-eigenvalue problem or eigenproblem
for short. We shall now begin our study of this problem, for the case when El
is a (linear) blog. If A sJ{nn is a square matrix, we shall say that ~ s En is
an eigenvector of A and \ s El a corresponding eigenvalue of A if there holds:

A @ x = \ @~ (23-1)

As an illustration, we have the following result, which follows directly from


Theorem 8-9.

Proposition 23-1. L~l be a blog, and let ~ sJVmn for given integers m,n>l.
Then there exists a matrix B SiAl for which every m-tuple in the column-space
-~~ *
of A is an eigenvector with corresponding eigenvalue 0. Namely, ~=~'~ tt
In conventional linear algebra, it is necessary to stipulate that an eigen-
vector be non-zero by definition, in order to avoid trivialities. Analogously,
we shall say that (23-1) is finitely soluble (when El is a b1og), if we can
find finite \ and x satisfying (23-1).

Lemma 23-2. Let El be a b10g and let ~ s~nn' for given integer n>l. A necessary
condition that the eigenprob1em for ~ be finitely soluble is that B be row G astic;
a sufficient condition is that B be row-¢-astic.

Proof. If B @ x = \ @ ~ with \, ~ finite then, usinv, Proposition 4-3, since:


n
f a({B} . . @(x}.) = \@{x}. is finite, (i=l, .•. , n), it is clear that no
j~l" - 1J - J - 1

{B} .. can be +00 and no row of B can consist entirely of -oo's. Hence B is row-G-
- 1J
astic.

If B is row-0-astic, let x s En be defined by {~}i=0 (i=l, ... , n) and let


\=0. Then:

n
{B @ x}.
-1
L a/{Bl.. @ 0)
j=l - 1J

=0 (by (12-1))

={\@x} .
- 1 tt
The following lemma will be useful in subsequent arguments.
Lemma 23-3. Let E be a b1og, and let ~ s n for given integer rt?l. Let 0 be a
circuit in ~(B), of circuit product p(o) and let T, of circuit product p(T), be
any circuit obtained from 0 by cyclic permutation of the nodes on o. Then p(T)~0
if and only if p(o)~0, where ~ is any given one of the symbols
------------------
186

Proof. Suppose a is (iO,i l , ••• , it_l,i O)' If p(a) is not finite then at least one
of {!}i i , ••• , {!}i i is infinite, and rearrangement of the factors of p(cr) will
lroduceOtAe same (infiai~e) value for p(T).
Now suppose all factors of p(a) are finite and that:

Pre-multiplying by {B}. . and post-multiplying by ({B}. . )-1 we have by


- 1t_1 1 0 - 1t_1 1 0
isotonicity:

{B}. •
- 1 1
t-l 0


And evidently we may proceed to generate all cyclic permutations in this way •
Moreover, the argument goes through similarly when ~ is = or ~.

Our study of (23-1) will extend over several chapters. First we shall
establish some results for definite matrices. These will then enable us to prove
some fundamental results regarding the eigenproblem for row-0-astic matrices.
Finally, we shall extend these results to all matrices for which (23-1) is finitely
soluble, by finding a transformation of such matrices into row-0-astic matrices.
So suppose a certain matrix B over a blog El is definite. Then ~(!) contains
at least one circuit with circuit-product equal to 0. An eigen-node of ~(!) is any
node on such a circuit. Two eigen-nodes are equivalent if they are both on anyone
such circuit. Lemma 23-3 implies that this defines an equivalence relation.

Lemma 23-4. Let El be a blog and let -B EAt


v'[nn , for given integer n~l, be definite.
Then L(!) is definite and if j is an eigen-node of ~(!), then:

{r(B)L.=0
- - JJ
Conversely, if El is linear, and {r(B)} .. =0 for some index j (l~j~n) then j is an
- - JJ
eigen-node.

~. If k(l~k~n) is any index, then each circuit from k to k of length r~l in ~(!)
has circuit product ~0 by hypothesis. Closing w.r.t that class of circuits we have by
Proposition 22-1 that {!r}kk~0 and hence by definition (22-14):

(k=l, ... , n) (23-2)

On the other hand, j is on some circuit in ~(!) of length r (say), with circuit
product 0, by hypothesis. By Lemma 23-3 we can assume this circuit to run from j to
j. Hence by Proposition 22-1, {B r } .• ~ 0, so by Theorem 22-6:
- JJ

{r(B)}.. ~0
- - JJ

Hence {!(!)}jj = 0. Now if k(~k~n) is any index, then any circuit cr of length r~l
from k to k in ~(L(!» has a circuit product p(a) which by Proposition 22-1 satisfies
187

pea) ~ {(~(~)r}kk' But by Corollary 22-7, {(I(~))r}kk ~ {I(~)}kk' Hence, using


(23-2): pea) ~ 0. So, since I(~) has at least one circuit-product equal to 0
o for eigen-node j), I(~) is definite.

Conversely, if El is linear and {f(B)} .. = 0 for some index j (l~j~n) then


- - JJ
r
{B } .. = 0 for some r (l~r~n), by (22-14) and the linearity of El . So by Proposition
- JJ
22-1 and the linearity of El there is a circuit (of length r) from j to j in b(~) with
circuit product equal to 0. But this means that j is an eigen-node.

Theorem 21-5. Let El be a blog and let B € ,for given integer n)l, be definite.
If j is an eigen-node of b(B), then B@~(j)=~(j) where ~(j) is the jth column of I(~).

Proof. From (22-17), ~@~(~) ~ i(~) so for the jth column:

(23-3)

On the other hand,

{Mf(B)}. . {~2 III III Bn III Bn + l }.. (i=l, ... , n) (23-4)


-- - q - - lJ

'?- {B 2 III III -Bn }.. (i=l, ... , n)


n lJ
Moreover, {B0f(B)}. .
- - - lJ I J~}'k
k=l l
@ {~(~)}kj (i=l, ... , n)

). {B} .. @ {r(B)} .. (i=l, ... , n) (by (3-15))


- lJ - - JJ

Hence {B@f(B)}. . ). {B}. . (i=l, ... , n) (by Lemma 23-4) (23-5)


- - lJ - lJ

Evidently (23-4) and (23-5) together imply:

(i=l, ... , n)

i.e.
which together with (23-3) implies the required result.
In other words, Theorem 23-5 states that columns of ~(~) which correspond to
eigen-nodes furnish eigenvectors for ~, with corresponding eigenvalue 0. We call such
columns of L(~) the fundamental eigenvectors of D. Such eigenvectors need not be
finite, even for a row-0-astic matrix. Consider for example:

B [: ~J
~ is row-0-astic, and L(~)=~' Both columns of B are fundamental eigenvectors,
but neither is finite.

23-2 . Blocked Matrices


Theorem 23-6. Let El be a blog and let B € , for given integer n~l be definite.

If ~(h), ~(k) € En are fundamental eigenvectors of B corresponding to equivalent

eigen-nodes hand k respectively then f(h), f(k) are finite scalar multiples of one
188

another.

Proof. For i=l ••••• n we have:

(by Corollary 22-7)

(by (3-15)) (23-6)

(by Corollary 22-7)

n
(,L tB({~<'~)}iJ' S {U~)}jk)) s q:. . (!)}kh
J=l

(by (3-15)) (23-7)

Now. by hypothesis. nodes hand k are both on some circuit cr in ~(!) of circuit
product p(cr)=0.
By Lemma 23-3 we may assume that cr consits of a (not necessarily elementary)
path a from h to k of length t(a) and path product p(a) (say). followed by a
(not necessarily elementary) path e of length t(e) and path product p(e) (say)
from k to h. Evidently:

p(a) S p(S) = p(cr) = 0 (23-8)

Now by Proposition 22-1:

Hence

(by TIteorem 22-6) (23-9)

From (23-6). (23-7). (23-8) and (23-9):

In other words: {E;(h)}. = {E;(k)}. 8 Jl (i=l ••••• n) (23-10)


-" 1 - 1

where Jl = {r~)}kh E Ei is a constant independent of i. TItus:


(23-11)
189

Evidently ~ is finite because from (23-10) with i~h, we have


(23-12)

But {l(h)}h ~ {~(~)}hh ~ ~ by Lemma 23-4, so ~ must be finite. Evidently also

l(k) ~ l(h) @~
-1

Theorem 23-6 shows that two equivalent eigen-nodes of 6(~) determine essentially the

same eigenvectors of~. We call two fundamental eigenvectors i(h), i(k) equivalent
if nodes hand k are equivalent, otherwise we say they are non-equivalent.
In future arguments it will sometimes be. convenient to assume that the indices
i~l, ... , n (and therefore the nodes in 6(~) have been (re)allocated in such a way
that equivalent nodes are numbered consecutively. Specifically, if there are q
eigen-nodes, which fall into r equivalence classes containing sl,s2' ... , sr eigen-
nodes each, with sl + .... + sr q ~ n, then we shall say that ~ is blocked if
indices are (re)allocated in such a way that nodes 1, .•. , sl are equivalent eigen-
nodes, ... , nodes (sl + + sr_l+l ), ... , (sl + ... + ~r) are equivalent eigen-
nodes, and nodes (sl + + sr+l) to n (if any) are not eigen-nodes.

For example, in the principal interpretation, let

l
-~ -3 -1

B
-6
-2
-2
-5
0
-:1
-3
_c
-5 -4 -2

,;:l
-3 -1
o 2

-2 o
-5 -3

Equivalent
~ .
Non-e~genvector

There are two circuits in 6(~) having circuit product ~O, namely:
(1,2,1) and (3,3)
Hence the eigen-nodesare 1,2 and 3, with 1 equivalent to 2. So B is blocked. If we
ring the elements in B which contribute to circuit products of value ~, we see that
they fall within blocks around the principal diagonal, corresponding to equivalence
classes of

1st :::::-:f;p
-~5
/
~_-!-_~f:i =~-:_ °2:~ j =
-5, 1-4
i .-
2nd block Non-e~gen-node
190

Evidently I(!) may be partitioned in the same way. We note en passant that the
first column of I(!) may be obtained from the second column by adding 3 to each
component, thus illustrating Theorem 23-6.

23-3 .16-astic Definite Matrices

We examine now the possibility of linear dependence amon~ non-equivalent funda-


mental eigenvectors when El is a linear blog. We do this first for a particular class
of matrices; it is then a simple matter to derive results for general matrices.
Accordingly, i f El is a blog and BE.AI for given integer n~l, we shall say that B
- -'(nn
is 16-astic ·defirtite if:

! is definite, and {B} •• ~ 16 (i,j=l, ••• , n)


- 1J
Lemma 23-7. Let El.be a blog and let B E ~ for given integer n>l. Then! is 16-astic
- "'tnn
definite if and only if: B is definite and the elements of ! form a ~-astic set. In

particular, if ! is row-~-astic or column-16-astic, then B is ~-astic definite.

Proof. If B is definite then some product of elements of B (namely a circuit product)


equals 16. If also {B} •. ~ 1/1 (i,j=l, ••• , n) then Corollary 4-12 shows that the elements


- 1J
making up the circuit all eaual 1/1. Hence the elements of B form a ~-astic set. The
converse is trivial, and the rest follows from Theorem 22-3.

Theorem 23-8. AI , for given integer n~l, be l/1-astic


Let El be a blog and let -BE·v'tnn

definite. Then:
(i) I(!) is l/1-astic definite, and!r is· l/1-astic definite for each integer r)l.

(ii) If 5(h) , 5(k) are equivalent fundamental eigenvectors of !, corresponding to


equivalent eigen-nodes h,k respectively, then ~h) - I(k).

(iii) Each fundamental eigenvector of ! is column-l/1-astic.

(iv) The fundamental eigenvector ~(j) corresponding to a given eigen-node j of


~(!) contains components equal to 0 in all positions corresponding to eigen-
nodes equivalent to j.

Proof. (i) For i,j=l, ••• , n:

(since {B}·k'
- 1
{B}k·
- J
~ ~).

Similarly {B r } •• ~ 1/1 (i,j=l, ••• , n) and so {r(B)} •. ~ ~ (i,j=l, ••• , n). But
- 1J - - 1J
definite by Theorem 22-4, and I(!) is definite by Lemma 23-4.
(ii) From (i), {I(!)}kh ~ 16, so from (23-10) in the proof of Theorem 23-6,
I(h) ~ ~(k). Similarly ~(k) ~ ~(h) since equivalence is a symmetric relation.

(iii) If ~(j), the jth column of L(!) , is a fundamental eigenvector, then


{~(j)}. ~ 16 by (i), but {~(j)}.
- 1 - J
= 16 by Lemma 23-4.
191

(iv) If eigenvector .t(k) corresponds to eigen-node k, equivalent to eigen-node j,

(by (ii»

Lemma 23-9 Let El be a linear blog and let


(by Lemma 23-4).

~ € , for given integer n)l, be



~-astic

definite. If ~(j), ~(k) are fundamental eigenvectors corresponding to eigen-nodes j,


k of ~(B) respectively, and j,k are not equivalent, then:
either {~(j)}k ~ ~ or {f(k)}j':: ~

Proof. If the lemma is false then in the light of Theorem 23-8 (iii) the only possi-
(23-13)

Now {f(j)}k is {~(~)}kj = {~ @ ... ~ ~n}kj and is therefore a sum of path


products of all paths of lengths 1, ... ,n from k to j in ~(B). From the linearity of
El , {.t(j)}k must actually equal one such product. We may argue analogously for
{f(k)} j' Thus there are integers r,s (l~r~n; l~s<n) such that

{f(j)}k 9 {f(k)}j is a circuit product for some circuit of length (r+s) in

~(B) on which nodes j and k both occur. But in the light of (23-13), this would
imply equivalence of j and k. •

Theorem 23-10. Let El be a linear blog and let ~ € , for given integer n,l be
~-astic definite. If f(jl)"'" f(js) are fundamental eigenvectors corresponding to

pairwise non-equivalent eigen-nodes jl'" ., js respectively, then no orie of


f(jil, ... , iCQi~rlY dependent on the others.

Proof. Suppose on the contrary that

(23-14)

Considering row js' in (23-14), we have (using Lemma 23-4):

By the linearity of El , therefore, there is an index h (~h~s-l) such that:

~ = {fUh)}j 9 Cl h
s
-1
Hence Cl h is finite and Cl h {f(jh)}j ~ ~ (since ~(~) is ~-as tic defl,ni te) (23-15)
s
However, ~ ~ {~(js)}. (since ~(~) is ~-astic defini te)
- Jh

~ {f(jh)}jh 9 Cl (from row jh of (23-14»


h

(by Lemma 23-4) (23-16)


192

Evidently from (23-15) and (23-16) the only possibility is ~=0, giving also
{.£.(js)}J' = (I = {~(jh)}' (from the previous working).
h - Js

Bltby Lemma 23-9 this contradicts the assumption that jh and js are not eQuivalent ...
We conclude with the following lemma, which we shall require later.

Lemma 23-11. Let El be a blog and let B £ , for given integer n~l, be row-rl-astic.
Let .£.(jl)"'" .£.(js) be a maximal set of non-equivalent fundamental eigenvectors for
! and let !(B) £ ns be the matrix whose columns are l(jl)"'" .£.(js) in that order.
Then t(B) Ts doubly (I-as tic •

Proof. It follows from Theorem 22-3 and Theorem 23-8 (iii) that !(!) is column-(l-astic.
So:

(j=l, ••• , n; kal, ••• , s). (23-17) •

Moreover, if j is an eigen-node of ll(!) then j is equivalent to one of


jl"'" js: to jk' say. Then:

U(B)}.. = (I (by Theorem 23-8(iv» (23-18) •


- - JJ h
Now suppose j is a non-eigen-node of 6(!). Since! is row-(l-astic, there is for
each index i=l, ••• , n a least index c(i) (l~i~n) such that {!}ic(i) = 0.
Consider the path (j, c(j), c 2 (j), .•• , cn(j» in 6 (!), where c 2 (j) = c(c(j»
etc. This cannot consist exclusively of non-eigen-nodes since it must contain a
repeated index and would therefore identify a circuit consisting of non-eigen-nodes
but having circuit product 0 - a contradiction. Hence some eigen-node d occurs on this
path. Thus there is a path p, of length t (say), from j to d, havingpath-product (I.
So by Proposition 22-1 and Theorem 22-6:

o~ t
{! }jd :!i: {.!:.(!)}jd (23-19)

But since d is an eigen-node, it is equivalent to one of jl"'" js: to jh say.


Then by Theorem 23-8 (ii) column d of .!:.(!) equals t(jh)' Hence (23-19) gives:

{t(B)} ••
- - JJh
= {~(jh)}'
- J
~ 0 (23-20)

Summarising, we see that (23-17) and (23-18) imply that row j of !(!) is
(I-as tic when j is an eigen-node, whilst (23-17) and (23-20) imply the same when
j is a non-eigen-node. Hence !(!> is row-rl-astic and so doubly 0-astic. •
24. ASPECTS OF THE EIGENPROBLEM

24-1 • The Eigenspace

If B is a definite square matrix over a blog El , let f(jl)"." f(js) be a maximal


set of non-equivalent fundamental eigenvectors of B. The space <f(jl)'···' f(js) >
generated by these eigenvectors will be called the ei~enspace of B.

Lemma 24-1. Let El be a blo~ and let B E nn' for ~iven inte~er nil-l, be definite. Then
each element of the ei~enspace of ~ is an eigenvector of B with corresponding eigenvaluE>
equal to 0. Any maximal non-equivalent f(js)"'.' f(js) defines the same eigenspace.
s
Proof. Any element ~of the eigenspace may be written: Ll~(jk) I<l "k) ("kEEl' k=l, ••• , s) ;
Theorem 23-6 shm,s that each non-equivalent f (j l' ••. , f(Jks") give the same eigenspace.

s s
Now, B 0 u = B 0 \~lf(jk) !! "k» ( Lf)(~ !! f (jk» !! elk)
k=l

(by Theorem 23-5)


It is easy to see that the total set of eigenvectors of ~ which have corresponding
eigenvalue 0 is a space, containing the eigenspace of B. Our next aim is to derive
sufficient conditions for all finite elements of this space actually to lie in the
eigenspace of B.

Lemma 24-2 Let El be a blog and let ~ Eli n' for given integer n~,1, be 0-astic definite.
Let ~ E En be an eigenvector of B having corresponding eigenvalue 0. If h, k are(distinct)

equivalent eigen-nodes in A(~), then {~}h = {~}k.

Proof. By hypothesis and Lemma 23-3, there is some circuit starting at node hand
passing through node k, with circuit product 0. Let this circuit be (h,h l , ... , ht_l,h).
Then

(24-1)

and since {~}hh , ..• , {~}t-lh $ 0 but (by (24-1» are all finite Corollary 4-12 shows
that {~}hh = 1 = {~}t-lh = 0. Then, since ~ = ~ Q ~, we have by iteration:
1
n
jLf) ~hj!! {.!!\ ~ (by (3-15»

= {~}h ~ .•....................•••.•.
1
..................•........ ;: {~}t-lh Q {~}h


{~}h

Since {~}k occurs somewhere in this sequence, the result follows.


194

:r~F~{7fn~~·~~~~";~~t}}-~t~~~-[1J~ Hl
If we assume the matrix ~ is blocked. we can display the situation as in Fig 24-1.

>- I ' B l(I) l(sl+l) l(sl+s 2+l) .!l

Fig. 24-1. BLOCKED MATRIX


In Fig 24-1 we assume 3 equivalence classes of nodes. containing sl.s2.s3 nodes
respectively and with corresponding fundamental eigenvectors 1(1).l(sl+1). 1(sl+s2+1).
These eigenvectors contain blocks of components equal to ~ as shown (by Theorem 23-8(iv))
A given eigenvector ~ with corresponding eigenvalue ~ is also shown. with blocks of equal
components. The last (n-s 1-s 3-s 3) components have not yet been discussed. We discuss
them now.
Lemma 24-3. Let E1 be a linear blog and let ~ EO n' for given integer n~l. be ~-astic

definite. Let.!l EO En be a finite eigenvector of ~ having corresponding eigenvalue


If j is a non-eigen-node in 6(~) then there is an eigen-node d of 6(~) such that
{!:J}j ={I.(~)} jd 0 {.!l}d·

Proof. By hypothesis. ~ S .!l =.!l. i.e.


n
1: $ {~} rs S {.!l} s {.!l}r (r=l ••••• n) (24-2)
s=l
By the linearity of E1 • there is for each r (r=l •...• n) a (least) index c(r).
(l~c(r)~n) such that:

(24-3)

For the given non-eigen-node j consider the path:


(j.c(j).c2(j~ •• ,cn(j)) (24-4)
where c 2 (j) = c(c(j)) etc. We assert that this cannot consist exclusively of non-eigen-
nodes. For it must contain a repeated index. i.e. cU(j) = cU+S(j) for integers
U ~ o. S ~ 1. (where cO(j) j). But then by repeated use of (24-2):

{B} 1 8 ••• 8 {B} 1 8 {n}


- cU(j)cu + (j) -cu +S- (j)c (j) - cU(j)
But since .!l is finite. this would give
{B} 1 8 ••• 9 {B} 1 ~
- cU(j) C U+ (j) - cu+(;l- (j)cu(j)

But this would indicate a cycle composed exclusively of non-eigen-nodes and having
cycle-product 0. a contradiction.
Hence some eigen-node d occurs in (24-4) and there holds by repeated use of (24-2):
195

{n}j = {BL (') II ••• II {~) Y-l II {!l)d (24-5)


- - JC J c (j)d
for some integer Y? 1.

(24-6)
n
Hence {n}J' = LID C!'..(~)} jk II {.!l)k (from (24-6» (24-7)
k=l

~ {L(~)}jd II {.!l}d (by (3-15» (24-8)

(by Theorem 22-6)

~ {BL (.) II
- JC J

= {n}. (by (24-5».


-J

Hence equality applies throughout. and to (24-8) in particular.

Theorem 24-4. Let El be a linear blog and let -B E~JV


"'{nn
• for given integer n?l. be
0-astic definite. If.!l E En is a finite eigenvector having corresponding eigenvalue
¢. then.!l lies in the eigenspace of ~.

Proof. Let ~(jl)"'" ~(js) be a maximal set of non-equivalent eigenvectors for B.


We shall prove:

Now. since ~(jl)"'" ~(js) form a subset of the columns of L(~):


s
L & <,,~(jk)
1I{!1\)~ L(~) II .!l = .!l (by (24-6» (24-9)
k=l k
Now let j be an eigen-node of 6(~). Then one of jl ••••• js is equivalent to
j: say jh is. We have:
s
{ L &(~(jk) ~ {.!l}' )L 3- {~(jh)L 9 {.!J.}J' (by (3-15»
k=l Jk J - J h

=011{nL (by Theorem 23-8 (iv) and Lemma 24-2)


- J

= {n}. (24-10)
- J

Finally. let j be a non-eigen-node of 6(~). Then by Lemma 24-3. there is an eigen-


node d such that:
{nL (24-11)
-J
Now. one of jl ••••• js is equivalent to d: say jh is. Then:
196

(by (3-15»

(by Theorem 23-8(iv) and Lemma 24-2)

= {n}. (by (24-11)) (24-12)


- J

Evidently (24-9). (24-10) and (24-12) imply the desired result.

Taking Theorem 24-4 with Theorem 23-10 we see that every finite eigenvector of B
having corresponding eigenvalue ~ is a linear combination of certain linearly
independent fundamental eigenvectors.

24-2 • Directly Similar Matrices

Theorem 24-4 is the essential key to the eigenproblem for more general square
matrices. The following discussion establishes the connection. We shall say that
two matrices A. B E.Af over a blog are directly similar if there are n finite
- - V'"{nn -1
elements nl ••••• n E El such that {B}.. = n. 8 {A} .. 9 n.. We shall write:
n - 1.J 1. - 1.J J
A:!.

Lemma 24-5. Let El be a blog. Then: is an equivalence relation onJt.n for any

__nn ~nd A : B then there are p. Q EJ(

-
given integer n~1. If A. B E~ ~nn
such that'
B = P 8 A 8 Q and P 8 Q = Q 8 =1 • the (n><n) identity matrix. Then Br =
P 8 Ar 8 Q for all integers r~O and reB) = P8r(A)8Q.

Proof. Given finite elements n l ••••• nn E


El define ~ (n!' •••• n n) to be EJtm
-.
a matrix having diagonal elements nl •.••• nn in that order and off-diagonal elements

. -1 -1 .
If Pd1.ag (n l ••••• nn ) and Q = d1.ag (n l ••••• nn)' we readily verify that
=

P 9 Q = Q 9! = .!.n and that A : B if and only i f ~ =! 9! 9Q for suitable

nl • • • .• nn' Now! = .!.n 9 ! 9 .!.n so : is reflexive. And Q 9 (! 9 ! 9 Q) 9 !'. = !


so : is synnnetric. And with an obvious notation. ! 9 (! 9 ! 9 Q) 9 S = (! 9!) 9
A
- -S)
~ (Q 8 where (R 9 P) 9 (Q 9 S) "'I
-- --~
so: is transitive.
:Further. C!...9!=c 8Q} r = !8 ~ 8(Se!) 8 A 1"1 ••• 9 (Q9!) 9 A 1"1 .9.
=!9.f"I"IQ (~l)
n
l ,(!8!8Q)r


r=l
n
= P 8 ( l ~r) 8 Q = !'.8r(!)8Q.
r=l
Lemma 24-6. Let El be a blog and let A. B E. n' for given integer n~l. be directly
similar. Then A is definite if and only if B is definite; and then a set of indices
j1 ••••• js give a set of non-equivalent eigen-nodes in 6(!) if and only if they give
a set of non-equivalent eigen-nodes in 6(B).

Proof. Let a set of indices (i o .i 1 ••••• i t - 1 • iO) constitute a circuit cr in 6(!)


197

with corresponding circuit products p(cr) and p (T). We have, for suitable finite
elements n l ,···, nn £ El :

-1 g
p(T) (n i ) {A}. . 9 n.
- 1 1 11
0 o 1

-1
9 (n. ) 9 {A}. . 9 n.
1, - 1112 12

0 (n. )-1 9 {A}. . 9 ni


1t- l - 1 1
t-l 0 0

-1
(n i ) 9 p(cr) 9 ni
0 0

It follows that p(T) ~ ~ if and only if p(cr) ~ ~, where ~ is any of the relations
~,=,? Hence A is definite if and only if ~ is definite. Hence also, if ~ and ~ are
definite, then the same indices are eigen-nodes in ~(~) and in ~(~), and two indices
give equivalent eigen-nodes in ~(~) if and only if they give equivalent eigen-nodes
in M~). •

Lemma 24-7. Let El be a blog and let ~, ~ £~nn for given integer n~l be such that
A: B. Let jl"'" js+l (s~l) be indices (1.;\", n; k-l, ... , s+l). Then column js+l

in B is linearly dependent on columns jl"'" js in B if and only if the same holds in

A. An analogous result holds for the rows.


Proof. If such a dependence holds 1n B then for certain scalars 6k (k=l, ... , s)
there holds:
s
{B}. .
- 1J s + l
L@ ({B}.. 9 6k ) (i=l, ... , n)
k=l - 1J k

futby hypothesis, {B}.. n~l II {A}.. 9n. (i,j=l, ... , n) for certain finite scalars
- 1J 1 - 1J J
ni(i=l, ••• , n). HencS
-1
ni 9 {A}.. ~ n.
- 1J s + l J s +l

1 s
n· - 0( L '" ({A}.. 9 ex )) 9 n·
1 k=l'" - 1J k k Js+l
h ex n 9 6 9 n-:-l Pr.e- and post- multiplying, we obtain the desired result.
were k = jk k J s +l
The converse fiolds by the symmetry of the relation:. The argument for the rows is
similar.

24~ Structure of the Eigenspace



We are now in a position to prove our main result on the eigenproblem, which
follows after the next lemma.
Lemma 24-8. Let El be a linear blog and let ~ £Jr[nn for given integer n;"l. I f ex ,6£ El
are such that ex9A and 6@~ are both definite, then ex= 6 (and are finite).
198

Proof. If a is a circuit in 6(a8!) with circuit product p(a)=0, let T be the circuit
in 6(S8!) determined by the same nodes as cr. If alS, suppose without loss of ~enerality

that a<S. Since the product peT) is obtained by replacing a by S in the expression for
pea), it follows from Corollary 4-12 that peT) > pea) = 0. But this contradicts the
definiteness of S8A. Hence a=S. And evidently a is finite, since pea) = 0 contains a as
a~~. - •
Theorem 24-9. Let El be a linear blog and let ! E~n for given integer n~l. If the
eigenproblem for! is finitely soluble then every finite eigenvector has the same
unique corresponding finite eigenvalue A. The matrix A-I 8 ! is definite, and all
finite eigenvectors of ! lie in the eigenspace of A-l8A. The non-equivalent fundamental
eigenvectors which generate this space have the property that no one of them is linearly
dependent on (any subset of) the others.

Proof. Suppose we can find A,ll E El and I, !!. E En' all finite, such that
! 9 1. = A 9 I and ! I} !!. = II I} !!..
n
Now ~",({A} .. I} U;}.) = A I} U;}' (i=l, .•. , n)
j~l" - l.J - J - - l.
Hence, by the linearity of El there is for each index i=l, .•• , n a (leas~ index
c(i) (~c(ikn) such that:

{!} ic(i) I}
{Il c(i) A 8 {I;L (i=l, •.. , n)
- l.

But also {A}.. 8 U;} . ~ A I} U;L (i,j=l, ..• , n)


- l.J - J - l.

Hence: ({f;}.)-l 8 {A -1 8 !\c(i) I} q, (i=l, ... , n) (24-13)


-l. {I} c(i)

and ({!;}.)-l 8 {A -1 8 AL . 8 {f;} . ~ q, (i,j=l, ..• , n) (24-14)


-l. - l.J - J
Now if a=(i ,i l , •.. , it_I' io) is any circuit in 6(A- l 8!) (the graph associated
-1 0
with A 9!) and pea) is the circuit product for a, we have:

({I}i )-1 9 pea) 8 {I}i


o o
({!;}. )-1 8 {A -1 8 A}. .
-l. - l.ol.l
o

(by (24-14».

Premultiplying by {I}l.. and postmultiplying by ({!;}. )-1, we have:


-l.
o 0

pea) , 0 for all circuits a in 6(A- 18A) (24-15)


However, consider now the path (1,c(1),c2(1),~ •. , cn(l» where c 2 (1)=c(c(1» etc.
This must contain a circuit a and by using (24-13) in place of (24-14) in the foregoing
199

argument we have

p(a) = 0 for at least one circuit in ~(\-10~) (24-16)

Evidently, (24-15) and (24-16) show that \-10A is definite.


Similarly, ~-10A is definite. Hence \=~ by Lemma 24-8 so A can have only one value
for its finite eigenvalues corresponding to finite eigenvectors.
Now from (24-13) and (24-14) we see that the matrix B is row-0-astic (and so
0-astic definite) where:

{B} .. = ({s}.)-l 0 {\-l 0 A} .. 0 {s}. (i,j=l, ... , n)


- 1J - 1 - 1J - J
• -1
Evidently also, ~ - \ 0 A.
If u E En is the n-tuple having all components equal to 0, then by the proof of
Lemma 23-2 and Theorem 24-4, ~ is a linear combination of certain columns (jl"'" js'
say) of ~(~), these columns constituting non-equivalent fundamental eigenvectors of B.
Thus:

{ul. (i=l, ... , n) (24-17)


- 1

for suitable a k E El (k=l, ... , s)

From Lemma 24-5, we may rewrite (24-17):


s 1 1
o = k~19«{I}i)- 0 {~(A- 0~) }ijk 0 {l}jk 0 a k ) (i=l, ... , n)

({s}.)-
1
@ Is 1
a({r(\- 0A)} .. 0 Sk) (i=l, ... , n)
- 1 k=l''' 1J k

where S = {no @ (k=l, ... , n)


k - Jk ~
s
Hence {no
- 1 I ({r(\
k=19 -
-10A)l.. @ Sk)
- 1.1k
(i=l, ... , n) (24-18)

But (24-18) says that I is a linear combination of columns in ~(\-l@~) having the same
indices as those used in (24-17).
Since B % \-1 0 A and both Band \-l@A are definite, Lemma 24-6 then implies that
- -1
I is a linear combination of non-equivalent fundamental eigenvectors of \ @~, i.e.
-1
that I lies in the eigenspace of \ @~. Moreover Theorem 23-10 and Lemma 24-7 imply
the required independence of the non-equivalent fundamental eigenvectors of \ -l@~. •
We shall call the unique scalar \ (wben it exists) in Theorem 24-9 the principal
eigenvalue of A.
25. SOLVING THE EIGENPROBLEM

25-1 . The Paralileter A(.\}


Evidently, if we know the unique eigenvalue A referred to in Theorem 24-7, then
we can compute r(A-lS!) and so have all finite solutions to the eigenproblem at our
disposal. We investigate now conditions sufficient to guarantee the existence and
computability of A for a reasonably broad class of matrices.
We shall have to put extra conditions on El • Besides often assuming that El is
a commutative linear blog, we shall assume that El is radicable, that is to say:
For each a e: El and integer t3-l, there is a unique x e: El such that:
xt = a (25-1)
The following lemma embodies what we might call the isotonicityof root extraction.
Lemma 25-1. Let El be a linear radicable blog and for given integer n~l let x,y,a,be:E l

satisfy xn=a~b=yn. Then x)y. And ~ if and only if a ~ ~ where ~ is ~, = or~.

Proof. Since E! is linear, either x>y or ~y. In the latter case, x2~x8y{y2 and by
iteration, xn~y. So a~b, whence a=b. But then x=y by the uniqueness of x and y
entailed in (25-1). So x)y in all cases.

Now suppose a~. On putting b=y~, we deduce x~. And if b~~ we deduce Y$:~ on
putting x=a~. So on interchanging the roles of x and y, a and b we infer that ~0

if ~~, and hence that x~ if a=~.

Conversely if ~ where ~ is ), = or ~ 0 then xn ~ ~ also, by isotonicity. •


Now if El is a radicable belt and ! e:~n for given integer n)l, then for each
circuit a in 6(!), of length t(a) and circuit product pea) (say), we can compute a
unique circuit mean ~(a) e: El from:
(~(a))t(a) = pea) (25-2)
We define: A(!:) = l:.~(a) (25-3)

where the summation is taken over all elementary cycles in 6(!). This notation will
be standard in the sequel.
For example, if ! is the matrix associated with the graph of Fig 22-1, we may
compute the following data
Elem circuit Circuit Product Circuit length Circuit mean
(1,1) 5 1 5
(2,2) 6 1 6
(3,3) 7 1 7
(1,2,1) -5 2 -5/2
(2,3,2) -2 2 -1
(3,1,3) 1 2 1/2
(1,2,3) -6 3 -2
(3,2,1) 0 3 0
201

In the above table, we work in the principal interpretation. Thus for circuit (1,2,3)
the circui t product is:
(-2) " (-4) " (0) = (-2) + (-4) + 0 = -6
And to get the corresponding circuit mean we must solve:

~t ~"~,, ~ = -6
i.e. (in conventional arithmetic): 3~ = -6 or ~ = -2.
Since we are working with a commutative belt, we have not included in the table any
cyclic permutations of the circuits already recorded.
From the table, we see that A(~ = 7. It could happen in general, of course, that
A(!) occurred in association with more than one circuit.

25-2. Properties of A(!)

Lemma 25-2. Let EI be a radicable blog and let ! E~n' for given integer n~l. If A
is either row- or column-G-astic then A(!) is finite.

Proof. Suppose! is row-G-astic. Evidently then no circuit-product, and so no circuit


mean, will equal +=. Moreover, for each index i(i=l, ••• , n) there is a(least) index
c(i) (l~c(i)~n) such that {A}. (.) is finite, so by picking out a circuit from the
2 n - 1.C 1. 2
path (l,c(l),c (1), ••• , c (1» where c (1) = c(c(l» etc., we can find a circuit with
finite mean. Hence A(!) is finite. The proof is similar if A is column-G-astic. ~
Lemma 25-3. Let EI be a commutative linear radicable blog, a~d let ! E~n for given
integer n~1. Then for each a E EI there holds:

Proof. From the linearity of EI , there is an elementary circuit a in ~(a~!) for which
the maximum is athained in (25-3), i.e.:
(25-4)

If a is (io,i l , •.• , i t _ 1 ,i o ) (of length t) then the circuit product for a is:

pea) = {a9A} • •
-1. 1.
o 1

at 1I {A}. • 9 ••• 9 {A}. • (by commutativity)


- 1.01.1 - 1. t _ l 1. o

at 9 peT) (25-5)

where T is the cycle in 8(!) determined by the same nodes as determine a, having circuit
product peT), (and length t).
From (25-3), A(!) ~ircuit mean for T
whence (A(!»t ~(circuit mean for T)t

=peT) (25-6)
Hence (~(a»t = pea) (by definition)

= a t 8p(T) (by (25-5»


202

-=:;a t 8 (X (~» t (by (25-6)


(a8X<.!» t (by commutativity)

So using Lemma 25-1:


lI(a) -=:; a 8X(!)
Le. X(a(l!) ~ a (lX(!) (by (24-22» (25-7)
Now if we change the notation slightly so that T becomes an elementary circuit
in A(!) for which the maximum circuit mean is attained, then:
(X(!» t (circuit mean for T) t = peT)
so (a8;1.(!» t at(l("A(!»t (by commutativity)

a t 8p(T)

= pea) (by (25-5»

where a is the (now not necessarily maximal) circuit in 8(a(l!) determined by the same
nodes as determine T. Hence:
lI(a) = a(l"A(!)
whence from (25-3): "A (a8!) ~ a(l"A(!>_
Combining this with (25-7) yields the required result. 4t
Corollary 25-4. Let E1 be a commutative linear radicab1e b10g and let !E' nn for
g1ven 1nteger n~. If ).(!) is finite then the matrix ().(!»-1 ~ A is definite.

Proof. By Lel!lIlla 25-3:


).«).(!»-1 (I!) =0
From (25-3) and the linearity of E1 it follows that the circuit mean lI(a)~ ~ for
every elementary circuit a in 8«"A(!»-1 8!) and lI(a) =0 for at least one such
circuit. So by Lemma 25-1, the circuit product pea) -=:; 0 for every elementary circuit
a in 8«"A(!»-1 (I !), and pea) = 0 for at least one such circuit. Thus ("A(!»-l (I A
is definite, by Lemma 22-2.

25-3. Necessary and Sufficient Conditions


The following result connects the parameter "A(!> with the eigenproblem for !.

Theorem 25-5. Let E1 be a commutative linear radicab1e blog and let A EvVnn for given
inte&e~ n~l. If the eigenprob1em for! is finitely soluble then "A(!) is finite; and
"A(!) is then.the only possible value for the eigenvalue in any finite solution to the
eigenprob1em for!. (i.e. "A(!) is the principal eigenvalue of !).

~. Suppose the eigenprob1em for! is finitely soluble. Then by Theorem 24-8,


there is only one possible finite value, "A(say), for the eigenvalue corresponding
to finite eigenvectors, and the matrix "A- 18A is definite. Hence by Lemma 22-2,
for every elementary circuit a in 8().-18!),-the circuit product p(a)~0, and p(a)=0
for at least one cycle. Thus by Lemma 25-1 the circuit ~ lI(a)~0 for every
-1
elementary circuit a in 8("A 8!) and 11(0)=0 for at least one elementary circuit.
Hence from (25-3):
203

A(A -1 M )


Hence A(~) (by Lemma 25-3).
And this shows in particular that A(~) is finite.

Theorem 25-5 shows that the finiteness of A(~) is a necessa~ condition for
finite solubility of the eigenproblem for A. It is not in general a sufficient
condition. For example if:

Then A(~) 0, but A has the single fundamental eigenvector

Hence every 2-tuple in the eigenspace has its second coordinate equal to _00. The
following result establishes necessary and sufficient conditions for finite solubility.

Theorem 25-6. Let El be a commutative linear radicable blog, and let ~ £~n for
given integer n'll. Then the eigenproblem for A is finitely soluble if and only if:
A(~) is finite and !«A(~»-18~) is doubly G-astic, where !«A(~»-18~) is any
~~trix whose columns form a maximal set of non-equivalent fundamental eigenvectors
for the definite matrix (A(~»-18~.

Proof. If the eigenproblem for A is finitely soluble, then by Theorem 25-5, A(A)
is finite, and from the proof o~ Theorem 24-7, the matrix (A(~»-18~ is direct7y
similar to a certain row-0-astic matrix~, and hence I«A(~»-18~) is directly
similar to feB) (Lemma 24-5). Now the matrix ~(B), which takes the same columns from
feB) as ~«~(;»-18A) takes from f(A) is, by L;~a 24-6 and Theorem 23-11, doubly 0-
-- - - - - -1
astic, and so certainly doubly G-astic. Since we can derive !«A(~» 8~) from
~(B) by mUltiplying matrix elements by finite scalars (by virtue of the direct
~i~ilarity), it follows that !«A(~)-18~) is also doubly G-astic.

Conversely, i f A(A) is finite, then (A(~»-18~ is definite by Corollary 25-4, so


the definition of ~«A(~»-18~) given in the theorem statement is meaningful; and if
this matrix has s columns, and ~ £ Es is finite then so is u £ En' where

~ : !«A(~»-18~) 8 x
(by Corollary 12-7). So u is a finite element of the eigenspace of (A(~»-lt9~.
-1 -
Thus, (A(~» 8~) 8 ~ = ~ (by Lemma 24-1)
Hence ~8~ = A(~)8~
showing that the eigenproblem for ~

We now draw some further corollaries from Theorem 25-6.


is finitely soluble.

Corollary 25-7. Let El be a commutative linear radicable blog and let ~ £ n' for
given integer n~l, be f1nite. Then the e1genproblem for ~ 1S f1n1tely soluble
-1 -1
Proof. Evidently A(~) is finite and so are(A(~» 8~and ~«A(~» 8~). Hence
204

!«A(~))-l@~) is finite, so row-G-astic.

The foregoing corollary shows that the eigenproblem is finitely soluble for a

substantial class of matrices of practical importance, namely finite (square)
matrices under the principal interpretation for E l : for the extended real numbers
form a commutative linear radicable blog, as may easily be verified.
The next corollary identifies another class of matrices, which we shall discuss
again later, for which the eigenproblem is always finitely soluble.

Corollary 25-8. Let El be a commutative linear radicable blog and let ~ E~n'
for given integer n>,l,be row-G-astic. If ~(A(~))-l@~) has n eigen-nodes (not
necessarily non-equivalent) then A is doubly G-astic and the eigenproblem for A is
finitely soluble.

Proof. Since A is row-G-astic, evidently then A(~) is finite by Lemma 25-2 and so
(A(~))-l@~ is definite by Corollary 25-4. Hence the term 'eigen-nodes' is permissible
in connection with ~«A(~))-l@~). If in fact ~«A(~))-18~) has n eigen-nodes then for
each index i(i=l, .. , n) there is an index h (l~h~n) such that {(A(~))-l@~}hi contri-
butes to a circuit product equal to ¢. Hence (A(~))-l@~ has a finite element on each
column and so is doubly G-astic, and then so is any sum of its powers, by Theorem 12-3.

Hence from (22-14), I«A(~))-l@~) is doubly G-astic and by hypothesis all its
columns are (not necessarily non-equivalen~) fundamental eigenvectors. Let these
columns be 1(1), .. , l(n) , and define ~ = I ~ l(j). since I«A(~))-l@~) is row-G-
astic, ~ is finite. We have: j=l

(by Theorem 23-5)

Hence

25- 4.
A@u = A(~)

The Cbmputational '(ask.


@ u with u finite.

We come now to considering the actual mechanics of



computing solutions to the eigenproblem. The following theorem characterises the set
of solutions in a convenient way.
Theorem 25-9. Let El be a commutative linear radicable blog and let ~ E~n' for given

integer n~, have A(~) finite. Let !«A(~))-l@~) its columns


a maximal set of non-equivalent The

following two sets (if non-empty) are spaces over G, the group of El :

(i) The set of finite eigenvectors of ~ having A(~) as corresponding eigenvalue.


205

If the first of these spaces is non-empty, then the two spaces are identical.

Proof. The verification that the sets are spaces is routine. Evidently, set (i) may
equivalently be characterised as set (iii): The set of finite eigenvectors of
(A(A))-1 0A having 0 as corresponding eigenvalue. Now, if set (i) is non-empty then A
has-finit;lY soluble eigenprob1em, so ~«A(~))-10~) is doubly G-astic, by Theorem 25-6.
So set (ii) consists of finite n-tup1es by Corollary 12-7, and by Lemma 24-1 is a subset
of set (iii) = set (i). Conversely, if b is in set (i) (and so finite) then the equation
~«A(A))-10A) 0 x = b is soluble because-by Theorem 24-9, b lies in the eigenspace of
- --1 - - - -1
(A(~)) 0~, which is generated by the columns of ~«A(~)) 0~).

But since b is finite and ~«A(~))-10~) doubly G-astic, the equation ~«A(A)-10A)0x=b
has a principal solution which is finite, by Theorem 14-4, so ~ lies in se~ (ii). it --
We shall refer to set (i) in the above theorem as the finite eigenspace of ~;

it yields all finite solutions to the eigenprob1em for A. (Notice that the concept
finite eigenspace is applicable to matrices in general, whereas the concept eigenspace
applies only to definite matrices).

With the aid of the foregoing theorems, together with the results of previous
chapters, we can now lay down a programme for the complete (finite) solution of the
eigenprob1em for a given matrix ~ (for the principal interoretation, say). First we
calculate A(A), which is a well-defined function of the elements {A} ... Then we
- -1 - 1J
evaluate ~(A(~) 0~) and select columns having {~}jj = 0, which are the fundamental
eigenvectors. By pairwise comparisons we can discover and eliminate equivalent
fundamental eigenvectors. If the remaining columns do not form a doub1y-G-astic matrix,
then the finite eigenprob1em for A is insoluble. If they do, then we have the entire
finite eigenspace at our disposal by taking finite linear combinations of these columns.

All but one of these computational tasks are very straightforward to organise, are
easily carried out by hand for matrices of low order, and take only modest amounts of
computer time to execute for larger matrices. The exception is the evaluation of A(~)

if one proceeds by direction examination of all elementary cycles. The following theorem,
however, makes the task much more manageable.

Theorem 25-10. Taking the principal interpretation for E1 , let A


-
£.JJ
v"(nn
for given
integer n~l. If the eigenprob1em for ~ is finitely soluble, then A(~) is the
optimal value of A in the following linear programming problem in the (n+1) real
variables A, Xl'· •• , xn:

Minimise A
Subject to A + x1• - xJ. ~ {A}.. (25-8)
- 1J
where the inequality constraint is taken over all pairs i,j for which {A} .. is finite.
-1]
206

Proof. Since the eigenproblem for ~ is finitely soluble, ~ must be row-G-astic


(Lemma 23-2) so (25-8) is taken for all pairs i, j except where {~}ij = -00. (Since
A, xi' Xj are real variables, a choice of {A}.. = -<0 in (25-8) would give an empty
- 1.J
constraint). If ~ is a finite eigenvector of ~ then for i, j=l, ••• , n we have
A(A)@{x}. 7 {A} .. 8 {x}., so in the notation of the principal interpretation the values:
- - 1. - 1.J - J

A = A(~), x. = {x}. (i=l, ••• , n) (25-9)


1. - 1.

are clearly feasibly for the above linear programming problem, and give the object
function A the value A(~).

Now the dual of the above linear programming problem [3::iI can be wri tten in terms
of real variables Wij' one for each finite {~}ij' as:

Maximise I {A} . . w••


- 1.J 1.J
i,j
Subject to I w •• = 1
1.J
(25-10)
i,j

I w ••
1.J
-I w .•
J1.
0 (i=l, .•• , n)
j j

All w •• ~ 0
1.J

where summations are over all pairs i,j for which {~}ij is finite.

Let (i o ' i l , ••• , it-I' it) (with it=i o ) be a circuit in 6(~) with circuit-mean equal
to A(~) and length t. Choose values for the w •• as follows:
1.J

1
1
(k=l, ••• , t)
t
(25-11)
w ••
1.J
o otherwise
J
(Obviously {A}. . is finite (k=l, ••• , t) since it contributes to A(~), so each
- 1. k _ l 1. k

w.1. _ 1.. is actually a defined variable of the dual problem).


k l k

It is easily confirmed that (25-11) gives a set of values feasible for the dual
problem (25-10), giving its object function the value:
t
(1.)
t
I
k=l -
{A}. .
1. k _ l 1.k
A(~)

Hence we have found feasible solutions for a linear program and for its dual, giving


equal values to the two object functions. So by the theory of linear programming, this
common object function value is in fact the optimal value for both problems.

Even if the eigenproblem for ~ is not finitely soluble, the linear program in
Theorem 25-10 will always yield a finite solution if A is row-G-astic, for the following
reason. If A is row-G-astic, then by Lemma 25-2, A(~) is finite. Now the dual object
function (25-10) can take at least the value A(~) as the proof of Theorem 25-10 shows,
but is not unbounded because the primal problem is always feasible (we take
207

Xi = 0 (i=l ••••• n) and A ~ max{A} .. ). Hence the linear program in Theorem 25-10
i.j - 1J
has a solution. with optimal value of A given by A ~ A(!).

Now. if the linear program yields A>A(A). we can always detect this fact. because
(in max algebra notation) the matrix A-IliA then has all circuit means < CJ which is
easily seen to entail that L(A-llI!) has all diagonal elements < CJ. Hence we may draw
the flow-diagram of Fig 25-1 so as to cover all contingencies.

25-5. An Extended Example


Let us suppose that an industrial process is given. in which four machines
interact as described in Section 1-2.1 Let the following matrix A define the relevant
data:
2
3
A (25-12)
[ i_
:J
1
2

To simplify planning. the management wishes to schedule the activity so that it


proceeds in regular steps at maximum speed. the same constant time A elapsing between
the initiation of consecutive cycles on every machine. with A as small as possible.

-[!],
However. the marketing department has given delivery promises which entail that the
n.x' followin, ",01., '"., b. o..,l.,.d no, 1.", 'hon ,i.. , "

In order not to have perishable finished goods ready too early. the maximum earliness
relative to b must be minimised for these next following cycles. and after that the
regular pattern of activity must ensue.
We calculate as follows:
By linear progranmcing A(!) = 3

[-'
-1 3
Hence (A(!))-lll! -2 . o =B (say) (25-13)
-2 -2
-00 -1 -1

r J r-:
-1 2 -1 1
-2 0 0 0

i1
B2
= -4 -3 -4 -5 -3 0
-3 -2 -4 -4 -3

['
-1 0 0 -1 2
B4 = -2
-2
-5
0
-3
-4
-1
-1
0

-:]
-1
-2
-2
-3
0
-3
-4
0
0
-1
lJ (25-14)
208

All columns of I(~) have diagonal element equal to 0. so all are fundamental
eigenvectors. We accept the first column of I(~) and by comparison we observe
that columns three and four are scalar multiples of column one and so are equivalent.
(This assertion is the converse of Theorem 23-6 and is easy to prove. For if
{I(~)}hh = {I(~)}kk = 0. and column k is a scalar multiple a of column h then
{I(~)}kh ~ a = 0 and 0 ~ a = {I(~)}hk. So {I(~)}kh ~ {I(~)}hk = 0 showing, by
linearity of El , the existence of a circuit passing through both nodes h and k
having circuit product 0).

Column two remains. Hence the eigenspace is generated by:

0 _1]
[
-2
-2
°
-3
(25-15)

-3 -4

This is row-G-astic so the finite eigenspace is non-empty.


To find a set of completion times prior to the given times b but so as to minimise
the maximum earliness relative to~, such that the system will move forward in
regular steps, we must compute the projection of b on the column-space of !(~):

= c (say)

In order to calculate the times at which these next-following cycles must be


initiated, we must subtract A(~) from each component of,£, to give

.!!
[1 ]
= (say)

Since ~.!! = A(~) ~ d =,£, the 4-tuple .!! gives the required start-times for the next-
following cycle.
209

8 y
A e: M is given
Fig 25-1

Flow-diagram for non-equivalent


fundamental eigenvectors
"'lnn

Is
A NO
~ Eigenprob1em not
, finitely soluble

YES

A by
programming

NO

of r
26. SPECTRAL INEQUALITIES

26-1 • Preliminary Inequalities One of the more famous results of conventional linear
algebra is the spectral theorem which relates a self-conjugate linear operator ~ to a
sum of projection operators associated with the eigenvectors of~. In minimax algebra
we can, somewhat analogously, prove certain spectral inequalities, for which in fact
an assumption of self-conjugacy is not necessary.
We shall develop these spectral inequalities from a set of more general inequalities
which we prove after the following introductory remarks.
There are eight different formal products which we can derive by inserting one 8
symbol and one 8' symbol in the triple product AA*~ and then bracketing to give a well-
formed formula. The associative law reduces the number of algebraically distinct
products to six, of which two particular ones are the projections:

A 8 (~* 8' ~) and ~ 8' (~* 8 ~).


Our previous results enable us now to place these six products in order of
magnitude and to relate them to the projections of b induced by individual elements
of the column-space and dual column-space of A.

Theorem 26-1. Let El be a pre-residuated belt satisfying axiom X12 , let ~ C~mn'
~,~ C En and ~ C Em for given integers m,n~l. Let ~~@~ and ~_~@f~. Consider the
following sequence of relations:

*8b * (n)8b = \\ n8' (n*8b) * *


-A8A- ~
-P - - \- - - ~
-A8' (A
- 8b)
- ~ (~8'~ ) 8 ~ ~ ~
~@'~*8'~::: ~(.f)8'~ =\.f8(.f
\ 8'~) * ~ ~8(~*8'~) ~ (~8A*)8'b ~ ~
\

Then ail inequalities to the right of the dotted line are valid. Moreover, if El is
a blog and .f, ~ are finite then the relations to the left of the dotted line are also
valid.

Proof. We consider the second row of these inequalities, starting from the right. The
first inequality follows from Lemma 8-3 and the second follows from Theorem 6-3 (axiom
X12 for matrices). The next follows from Lemma 20-1, noting that .f8(.f*8'b)~~ from
Theorem 8-8 with .f in the role of A.

Moreover, i f El is a blog and.f is finite then .f8<'f*8'£)=!<,p8'~ by Theorem


21-7. But ~(.f)~@'~*by Lemma 21-9, so the remaining inequality follows by isotonicity
of matrix (dual) multiplication. The relations in the top row follow similarly. 4t
Using the operators g and ~ as defined in (21-1), (21-2) and the identity operator
i, we can re-express the relations of Theorem 26-1 in operator form, as follows.
Corollary 26-2. Let El be a pre-residuated belt satisfying axiom ~2' let ~

~,~ c En and ~ c Em for g1ven 1ntegers m,n~l. Let the columns of ~ be ~ 1 , ... ,
~(n) c Em in that order. Let i=~@~ and !1.=~@f~. Consider the following sequence of
relations:
211

I
* *). 7T* A*
:.'l
)- I 7T

* *
g~fj~* < : "I
;[.
"A = ~(I! ".::( j) :: gAfiII'A*$i E
J m
Then all relations to the right of the dotted line are valid. Moreover, i f El is a blog
and 1, ~ are finite then the inequalities to the left of the dotted line are also valid.

Proof. In the second row of given relations, everything follows by notational change
in Theorem 26-1 except for the equality "A = I "_a(j)' which is proved as follows:
- J(I!
;For arbitrary £. E Em and for i=l, ••. , m we have:


n
={ L ,,(.)(b)}.
j =1 .:: J - 1

26-2 . Spectral Inequality


The following result presents a spectral inequality which applies fairly generally.

Theorem 26-3. Let El be a pre-residuated belt satisfying axiom X12 ' and let ~ E nn
for given integer n~l. If s(jk) E En (k=l, .•. , s) are eigenvectors of A with

corresponding eigenvalues ~E El (k=l, ..• , s) respectively, then:

Proof. If SEEn is any eigenvector of A with corresponding eigenvalue). E El we


have for arbitrary £. E En!

A f8 "s(b) ).fjI0 (1* fill '£.) (by definition)

= A 0 I@ (1*@'£.)

~ A® b (by Theorem 8-8)


212

Hence (26-1)


If we write (26-1) with A=1t and! =f(jk) and close with respect to k, we have the
required result.

Theorem 8-5 furnishes an example of the foregoing result. For since (!8'!*)8!=!,
then each column ~(j) (j=l, ••• , n) of! is an ei~nvector of !8'!* with corresponding
eigenvector 0. Hence by Theorem 26-3: gA8'A* ~ L aW (.)' a result already contained
j=l ~ J
in Corollary 26-2.

Suppose now with the notation of Theorem 26-3 that we have another eigenvector
f(js+l) E En of! with corresponding eigenvalue As +l • Evidently Theorem 26-3 implies:
s+l
g! ~ kIla (~81rf(jk»

Hence on taking this extra eigenvector f(js+l) we may get a "better" spectral
inequality. However the following result shows that under particular circumstances
a certain set of eigenvectors gives a ''best'' spectral inequality which cannot be
improved by taking yet another eigenvector into consideration.

Theorem 26-4. Let El be a pre-residuated belt satisfying ~2 and let A E for

given integer n~l. If (jk) E En (k=l, ••• , s) are eigenvectors of! with a common
corresponding eigenvalue A EEl' and iEEn lies in the space generated by f(j]), ••• ,

In particular, this holds if El is a linear blog, f and A are finite, and f(j , ••• ,
f(js) are a maximal set of non-equivalent fundamental eigenvectoIS of A 8A.

~ Evidently f is an eigenvector of! with corresponding eigenvalue A.


From Corollary 26-2 with f(jl)' ••• ' f(js) in the roles of ~(1), ••• , ~(n):
s
~ L. '11"(. )


w(
- k=l - Jk

On left-multiplying by A we have the required result.


Evidently Theorem 26-4 implies, for a linear blog, that the spectral inequality
which uses all the fundamental eigenvectors cannot be improved by using any element
from the finite eigenspace of A.
213

26-3. The Other Eigenproblems. Let us now agree that the title the eigenproblem
for A (problem (23-1» is an abbreviation of the right eigenproblem for A. Then we
may define the (right) dual eigenproblem and the left eigenproblem and left dual
eigenproblem for ~ £~nas the following three problems respectively:

Find !l £ En and )1 £ El such that ~~'!l = )1~'!l ( 26-2)

Find .f £I/~m and \I £ El such that .f~~=.f~\I (26-3)

Find X £J{lm and 8 £ El such that X@'~ =X ~'8 (26-4)

We shall refer to (23-1) , (26-2) , (26-3) and (26- L, ) for short as the four
eigenproblems for ~.

We may also define left and right eigenproblems and dual eigenproblems for ~*

but this leads to nothing new since e.g. the left dual eigenproblem for ~* is
essentially just the right eigenproblem for~. We shall call n in (26-2), .f in (26-3)
and X in (26-4) a (right) dual eigenvector, left eigenvector, left dual eigenvector
respectively of ~, with corresponding eigenvalue )1,\1,8 respectively. The epithet
'right' will be suppressed unless needed for emphasis. Finite solubility of an
eigenproblem means solubility with both eigenvector and corresponding eigenvalue finite.
It is evident that appropriate left- and dual- variants of the material of Chapters
21 to 25 may be established, as in the following propositions.
Proposition 26-5. Let El be a blog and let ! £~n' for given integer n>l, be definite.
I f j is an eigen-node in 6(!U then ~(j)~! ~(j) where ,;,CJ) ~s the Jth row ot £<.!!). If
k is an eigen node in 6(~ equivalent to j and .fCk) ~s the kth row of IC!) then .fCJJ,
.f(k) are finite scalar multiples of one another. If El ~s actually a l~npar blog and
B is 0-astic definite and jl"'" js are pairwise non equ~valent e~gen nodes in 6C!)
and .f(jl)"'" l(js) are the corresponding rows of .I(!) then no one of .fCJl)'···'
l(js) is left linearly dependent on the others. Finally ~f El ~s a l~near blog and B
is -as tic definite and .f £
eigenvalue 0, then £ lies ~n 18 a matrlx


whose rows 1, ... , s are rows jl"'" J s respect~vely of _! '
constitute a maximal set of non-equivalent eigen-nodes in 6(!).

Proposition 26-6. II for given integer n)l. I f


Let El be a linear blog and let -A £V[nn
the left eigenproblem for A is finitely soluble then every f~n~te left eigenvector has
the same unique corresponding finite eigenvalue A. The matrix A~A-l is def~n~te
- -1
and all finite left eigenvectors of A lie in the left row space of '!J~fjA )~
~-l) £ sn ~s amatr~xwhose rows 1, ... , s are rows Jl , ... , J s respect~vely of

~(~~A-l)where jl"'" js constitute a maximal set of non-equivalent eigen-nodes in


- -1 1


6(~~A ). The rows of !(~~A ) have the property that no one of them is left linearly

dependent on (any subset of) the others.


214

We shall call the unique scalar A (when it exists) in Proposition 26-6 the
-1
principal left eigenvalue of!. The notation !(!8A ), with the significance
explained Proposition 26-6, will be standard throughout the sequel.
We observe that the ~(~) mentioned in Proposition 26-5 is the same as the ~(~)

in the corresponding results of Chapters 23 and 24, showing that the left and right
eigenproblems for! are by no means unrelated.
In fact the notions of circuit, ~(~) and ~(~) are essentially row-column symmetric
and so therefore are the notions definite, ~-astic definite, A(!), eigen-node and so
on.
This relationship between the left and right eigenproblems is brought out in the
following result and its corollary.
Lemma 26-7. Let E be a linear blog and let A E for given integer n~l. If
a,S EEl are such that a8! and !8S are both definite then a=S (are are finite).

Proof. Since both a and S are contained as factors in some circuit product equal to
~, both are finite. Now for i,j=l, ••. , n:

{A8S}.. S-18{S8A} .. 8 S
- 1J - 1J


Hence !8S % S8! and so by Lemma 24-6, S8A is definite. But so is a8A. Hence by
Lemma 24-8, a=S

Corollary 26-8. Let El be a linear blog and let! E· nn for given integer n~l. Then

the principal eigenvalue of A and the principal left eigenvalue of !, if they both
exist, are equal.

Proof. If A is the principal eigenvalue of A and ~ the principal left eigenvalue of


A, then A- 18A and A8~-1 are both definite (Theorem 24-9 and Proposition 26-6). Hence
--1 -1 - - •
A =~ by Lemma 26-7, so A=~.

If A is a matrix for which both the eigenproblem and the left eigenproblem are
finitely soluble, then both A- 18A and A8A- l are definite and in fact A- 18A: A8A- 1
-1 -1 - - - - ,
so ~(A 8!) ~ I(!8A ) and any linear dependencies among the rows (or columns) of
I(A-18!) are duplicated among the rows (or columns) of I(!8A- l ) and vice versa, by
Lemma 24-7. Moreover, if we assume (in the terminology of Section 23-2) that A-18A
is blocked then by Lemma 24-6, !8A- l is also blocked in the same way.
An example will make this clear. Taking! as in (25-12) we obtain the definite
.
matr1x ~=A -1 8! .
as 1n ( 5-13
2 ) and then ~ ( ~) .
as 1n (25-1
4) • We have a 1 ready observed
that columns three and four of ~(~) are scalar multiples of column one but that
columns two and one are not (right) linearly dependent. We can now confirm that
exactly the same pattern of dependencies holds among the rows of ~(~), namely that
rows three and four are scalar multiples of row one but that rows two and one are
not (left) linearly dependent.
The same would hold if we took B instead as A8A- l but this would lead to nothing
new in the present example since scalar multiplication is ~ommutativein the principal
interpretation.
215

In view of Corollary 26-8, we shall simply use the expression principal eigenvalue
when discussing either the left or the right eigenproblem for a matrix over a linear
blog.

26-4. More Spectral Inequalities. The spectral inequality of Theorem 26-3 related
the operator gA to the projection operators associated with the eigenvectors of ~, and
followed from the identities of Chapter 8. Now if we assume that the eigenproblem
for A is finitely soluble then we can obtain other spectral inequalities by quite
different arguments. These inequalities relate the matrix A to the projection
matrices associated with the eigenvectors of ~, although we can recast them in
oper ator form.
It is convenient to introduce the following notation.

If ~, .!!. are (m><n) matrices then we shall write A« B or equivalently.!!.» A to mean:

{M" ~ {B}"
- 1J - 1J
(i=l, ... , m; j=l, ... , n), but for each i=l, ... , m 1 (26-5)
there is at least one j O,;j:;n) such that {A}"
- 1J
= {B},.
- 1J J
We can paraphrase (26-5) by "~~.!!. wi th equality at least once per row". We shall
equivalently say that the inequality is row-tight. (26-6)

By interchanging the roles i,j in (26-5) we can in the obvious way define a relation
«, of column-tight inequality i.e. ~«I.!!. if and only if ~~ with equality at least
once per column. Extension of the notation to operators follows evidently.

We now prove some spectral inequalities, for which we recall the notation
~(f), ~(I) for projection matrices, introduced in Chapter 21.

Theorem 26-9. Let El be a linear blog and let A £ nn for given integer n~l. If the

eigenproblem for A is finitely soluble, and ~(jk) (k=l, ... , s) are any finite eigen-

vectors of A then:

s
A « A@' L iii' ~(I(jk» ( 26-7)
k=l

where A is the principal eigenvalue of ~.

Proof. Let ~ be any finite eigenvector of A.


n
From \ a ({A}" @ {~},) = A@{~}, (i=l, ... , n)
j~l'" -1J -J -1

We can infer, an opening w.r.t.j:

{A},,@ {~}, (\@{_01' (i,j=l, ... , n) (26-8)


- 1J - J
-1
i.e. {A} .. <,\@{O, @ ({~}.) (i,j=l, ... ,n) ( 26-9)
- 1J - 1 - J

And by the linearity of El , equality holds in (26-8) (and so in (26-9» for at least
one index j per i=l, •.. , n (the attained maximum). In other words, (26-9) may
216

be written

(26-10)

Since A is finite we may rewrite:

(26-11)


If we write (26-11) with ~=~(jk) and close with respect to index k. we have the
required result.

The operator version of Theorem 26- 9 now follows.

Theorem 26-10. Let El be a linear b10g and let A € n for given integer n~l. If the

eigenproblem for A is finitely soluble and ~(jk) (k=l ••..• s) are any finite eigen-

vectors of A then:

(26-12)

where A is the principal eigenvalue of A.

Proof. From (26-10) we have for arbitrary x € En and arbitrary finite eigenvector ~:

(26-13)

This follows by isotonicity. regarding (26-10) as a simple inequality. (Tight


inequality is not necessarily preserved under multiplication). since A and ~ are
finite we may (by Theorem 21-8) rewrite (26-13) as:

!8"}E ~ A8 I (!* (~) 8"}E)


A8 ' 1T *~*("}E)
Since x is arbitrary we infer:

A8
I
1T
*~* (26-14)

If we write (26-14) with ~=~(jk) and close with respect to index k. we have the required
result. •
It is evident that versions of the preceding inequalities hold for all four eigen-
problems for!. In particular. there will be a principal dual eigenvalue A' for! by
obvious analogy with A.

26-5. The Principal Interpretation


If E1 is a radicab1e belt with duality and ! ~n for given integer n)l. then for each
circuit cr in 6(~ of length t(cr) and circuit dual product p'(cr) (Section 22-1) we can
compute a unique circuit dual mean ~I(cr)€El from:
217

(]J'(a»t(a) = p'(a) (26-15)

We define (26-16)

where the summation is taken over all elementary cycles of ~(!). This notation will
be standard in the sequel.
Intuitively, X'(~ is the least circuit (dual) mean in ~(~, just as XC!) is the
greatest circuit mean. Thus, if ! is the matrix associated with the graph of
Fig 22-1 we infer from the data in the table in Section 25-1 that X'(!)=-5/2.

Proposition 26-11. Let El be a commutative linear radicable blog and let -A EN


v'lnn


for given integer n~l. If the left or right dual eigenproblem for A is finitely

soluble, then the principal dual eigenvalue for ~ is X' (!).

In order to present our principal result, we require some notation. Accordingly,


if -B E.AI
v1nn is definite, and jl' ••• ' j s are a maximal set of non-equivalent eigen-nodes
in ~(!), then D(!) will denote a certain set containing 2s n-tuples, namely columns
jl'···' js of ~(!) and of ~*(!9=(~(!»*.
Theorem 26-12. Let EI be a commutative linear radicable blog and let ~ E nn for given
integer n~l, be finite. Then all four eigenproblems for A are finitely soluble and
there holds X(A*)=(X,(!»-l; X'(A*)=(X(A»-l; and:

X'(!)@ l Et~(.':!) ~ A .. XC!) la' lEt' ~(Q (26-17)


n 1
where the first summation is over(J«X(A*»-I~A*) and the second summation is over
[]«X(!»-15!) and both inequalities are both-row-tight and column-tight.

* follows from
Proof. The finite solubility of all four eigenproblems for! (and for!)
Corollary 25-7 and its variants. And since ~9A=~X(A) for some finite left eigenvector
* * * * * - - - - -1 *
~, we have A ~'~ = (X(A» 5'~ sO (X(A» (i.e. (X(A» ) must be X'(A ) by uniqueness
~f the prin~ipa~ dual eigenvalue for A*. Similarly ~(A*) = (X'(A»-l.-
Now if i E[)«X(!~-19!) then by ~efinition there is an eige;-node j in ~«X(A»-lQA)
such that either i is column j of I«X(!»-19!) or 1* is row j of r«X(A»-l QA ). -In -
the first case, i is an eigenvector of A which is finite because I(X(!»-lQ!)-is finite.

(26-11):
By
-A « X(A)
- ~Ip(f;)
*-- (26-18)
In the second case, i is a finite left eigenvector of ! by Proposition 26-5, and
the appropriate variant of the proof of Theorem 26-9 leads to:

A «' !'.<,p9X(~)
= X(!Hl'~(i) (26-19)
(since El is commutative and XC!) is finite).
Combining (26-18) and (26-19) and closing with respect to the index j:
! ~ XC!) 9' lEt,!'.(i) (26-20)
i
218

And since (26-18) is row-tight and (26-19) is column-tight, evidently (26-20) is both
row- and column-tight. Summation is over [)«A(A))-18A).
Now relation (26-20) for the matrix ~* is: - -

~* ~ A(~*) 8' L$' ~(~) (26-21)


n
where summation is over O«(A(~*))-18~*) and the inequality is both row-tight and
column-tight. Dua1ising (26-21) gives

L$ ~*(~) 8 (A(~*))* ~ ~ (26-22)


~

Now ~
* (,!l) '" ~(~) by Theorem 21-8 and (A(~
* )) * A'(~). Hence, using the
commutativity of E1 :

A '(~) 8 L& ~ (~) ~ ~ (26-23)


~

where summation is over [] «A(A*))-18A*) and the inequality is both row-tight and
column-tight. Evidently (26-20) and (26-23) yield the required conclusion. •
We remark that inequality (26-17) cannot be improved by using further eigenvectors
belonging to finite solutions to any of the four eigenprob1ems for A because of
Theorem 26-4.
Evidently Theorem 26-12 covers an important set of cases for the principal inter-
pretation and we illustrate the theorem with the following example.

Suppose A -1 Then A(~) = 3 and A'(~) = -1.


3
1

-1
We obtain L«H~)) 9~)

There are two non-equivalent eigen-nodes, namely 2 and 3. Hence we construct four
projection matrices from:

-:]
0 -4
Col 2: 4 0 Col 3:
2 -2

n
-3 -2
Row 2: 0 1 Row 3:
-1 0

The minimum of these four matrices is P where:


219

So we confirm that ~~A(~)@ '!, the inequality being both row-tight and column-tight.

Now *
A -6
-' and A(~ )* =1

l:
-3 -1
J
j
-4 -3

[:
-7
* -1 e~)
We obtain i«A(A)) * -4
-2
-2
-5 0

There are two eigen-nodes but we observe that column three is obtained by subtracting 2
from column one. Hence there is just one non-equivalent eigen-node, namely 1. We
construct two projection matrices from:

[;
-,

[: -n
0 -2 t -7

-~J
Col 1: 0 Row 1: 0
2 -5

The maximum of these two matrices is g where:

-1
-: 1
r-:
A' (A)@Q -1
1 -1
...J

So we confirm that A'(~)@g~~ the inequality being both row-tight and column-tight.
27. THE ORBIT