Saturday 13 August 2022

Simultaneous Triangularization of Two Arbitrary Wide Matrices via the QR Decomposition

Simultaneous triangularization (ST) of an arbitrary number of matrices that satisfy certain algebraic properties is well known, see, e.g., [1]. However, for arbitrary wide matrices with the same number of columns, directly applying QR decomposition leads to a "pseudo-triangular" structure, i.e., there are more non-zero columns than the number of rows. However, for just two arbitrary wide matrices, a "true" ST scheme can be obtained exploiting their null spaces. In [2], this technique was presented and used in non-orthogonal multiple access (NOMA) downlink communication systems for interference mitigation. In the following post, an overview of the ST scheme is presented. A MATLAB example is provided.

The statement of the theorem is as follows.

[2, Theorem 2] Let $\boldsymbol{A} \in \mathbb{C}^{m_1\times n}$ and $\boldsymbol{B} \in \mathbb{C}^{m_2\times n},$ $m_1,m_2 \leq n,$ be complex-valued matrices of sizes $m_1\times n$ and $m_2\times n$ and have full row rank. Then, there exist unitary matrices $\boldsymbol{U}_1 \in \mathbb{C}^{m_1\times m_1}, \boldsymbol{U}_2 \in \mathbb{C}^{m_2\times m_2},$ and an invertible matrix $\boldsymbol{X} \in \mathbb{C}^{n\times n}$ such that

\begin{align}\boldsymbol{U}_1\boldsymbol{A}\boldsymbol{X} &= \begin{bmatrix}\boldsymbol{R}_1 & \boldsymbol{0}\end{bmatrix}, \label{eqn:std1}\\\boldsymbol{U}_2\boldsymbol{B}\boldsymbol{X} &= \begin{bmatrix}\boldsymbol{R}_2' & \boldsymbol{0} & \boldsymbol{R}_2''\end{bmatrix}, \label{eqn:std2}\end{align}

where $\boldsymbol{R}_1 \in \mathbb{C}^{m_1\times m_1}$ and $\boldsymbol{R}_2 = \begin{bmatrix}\boldsymbol{R}_2'& \boldsymbol{R}_2''\end{bmatrix} \in \mathbb{C}^{m_2\times m_2}$ are upper-triangular matrices with real-valued entries on their main diagonals.

As seen from the theorem, the ST scheme additionally requires the invertible matrix $\boldsymbol{X}$ apart from the unitary matrices $\boldsymbol{U}_1$ and $\boldsymbol{U}_2.$ Moreover, for $\boldsymbol{B},$ triangularization includes $n-m_2$ columns of zeros in the middle, which may be ignored to construct the matrix $\boldsymbol{R}_2.$ See [2] for generalizations of the theorem.

Below is the proof of the theorem.

Let  $\bar{\boldsymbol{A}} \in \mathbb{C}^{n\times (n-m_1)}$ and $\bar{\boldsymbol{B}} \in \mathbb{C}^{n\times (n-m_2)}$ be matrices that contain a basis for the null space of $\boldsymbol{A}$ and $\boldsymbol{B},$ respectively. Let $\boldsymbol{K} \in \mathbb{C}^{n\times \max(0,m_1+m_2-n)}$ denote the matrix containing a basis for the null space of $\begin{bmatrix} \bar{\boldsymbol{A}} & \bar{\boldsymbol{B}}\end{bmatrix}^\mathrm{H}.$ Let, by QR decomposition,

\begin{align}\boldsymbol{\mathcal{U}}_1 \boldsymbol{R}_1 &= \boldsymbol{A} \begin{bmatrix}\boldsymbol{K} & \bar{\boldsymbol{B}}\end{bmatrix}, \label{eqn:qr1}\\ \boldsymbol{\mathcal{U}}_2 \boldsymbol{R}_2 &= \boldsymbol{B} \begin{bmatrix}\boldsymbol{K} & \bar{\boldsymbol{A}}\end{bmatrix}.\label{eqn:qr2}\end{align}

Then, (\ref{eqn:std1}) and (\ref{eqn:std2}) are satisfied by setting $\boldsymbol{X}$ to

\begin{align}\boldsymbol{X} = \begin{bmatrix}\boldsymbol{K} & \bar{\boldsymbol{B}} & \bar{\boldsymbol{A}}\end{bmatrix}, \label{eqn:x}\end{align}

and choosing $\boldsymbol{U}_1 = \boldsymbol{\mathcal{U}}_1^\mathrm{H}$ and $\boldsymbol{U}_2 = \boldsymbol{\mathcal{U}}_2^\mathrm{H}$ from (\ref{eqn:qr1}) and (\ref{eqn:qr2}) above, to obtain

\begin{align}\boldsymbol{U}_1\boldsymbol{A}\boldsymbol{X} = \begin{bmatrix}\underbrace{\boldsymbol{\mathcal{U}}_1^\mathrm{H} \boldsymbol{A} \begin{bmatrix}\boldsymbol{K} & \bar{\boldsymbol{B}}\end{bmatrix}}_{\boldsymbol{R}_1} &  \underbrace{\boldsymbol{\mathcal{U}}_1^\mathrm{H} \boldsymbol{A} \bar{\boldsymbol{A}}}_{\boldsymbol{0}}\end{bmatrix}, \\ \boldsymbol{U}_2\boldsymbol{B}\boldsymbol{X} \overset{(a)}{=} \begin{bmatrix} \underbrace{\boldsymbol{\mathcal{U}}_2^\mathrm{H} \boldsymbol{B} \boldsymbol{K}}_{\boldsymbol{R}_2'} & \underbrace{\boldsymbol{\mathcal{U}}_2^\mathrm{H} \boldsymbol{B} \bar{\boldsymbol{B}}}_{\boldsymbol{0}} &  \underbrace{\boldsymbol{\mathcal{U}}_2^\mathrm{H} \boldsymbol{B} \bar{\boldsymbol{A}}}_{\boldsymbol{R}_2''}\end{bmatrix},\end{align}

where (a) holds because the QR decomposition in (\ref{eqn:qr2}) is unaffected by the zero columns introduced in the middle. QED.

Next, a MATLAB-based example is provided.

A = complex(randn(3,4),randn(3,4)) ;
B = complex(randn(3,4),randn(3,4)) ;
A_bar = null(A) ;
B_bar = null(B) ;
K = null([A_bar, B_bar]') ;
X = [K, B_bar, A_bar] ;
[U_cal1, ~] = qr(A*X) ;
[U_cal2, ~] = qr(B*X) ;
U1 = U_cal1' ;
U2 = U_cal2' ;


U1*A*X =

-2.0667 + 0.0000i -1.4910 + 1.2510i  0.1708 - 0.4198i  0.0000 + 0.0000i
 0.0000 - 0.0000i -1.0789 + 0.0000i  0.4117 - 0.4322i  0.0000 - 0.0000i
 0.0000 - 0.0000i  0.0000 + 0.0000i -1.5056 - 0.0000i -0.0000 + 0.0000i

U2*B*X =

-2.0667 + 0.0000i -1.1795 + 1.0534i -0.0000 + 0.0000i -0.7368 - 0.0662i
-0.0000 - 0.0000i -2.5202 - 0.0000i  0.0000 - 0.0000i  0.9798 - 1.9193i
-0.0000 + 0.0000i  0.0000 + 0.0000i  0.0000 + 0.0000i  0.8765 + 1.6384i



See also the example provided here: https://gitlab.com/aravindh.krishnamoorthy/mimo-noma

ark

References

[1] Heydar Radjavi and Peter Rosenthal. Simultaneous triangularization. Springer, 2012.
[2] Krishnamoorthy, Aravindh, and Robert Schober. "Uplink and downlink MIMO-NOMA with simultaneous triangularization." IEEE Transactions on Wireless Communications 20.6 (2021): 3381-3396. IEEE XplorearXiv

Saturday 9 July 2022

Ordered densities of squared singular values of a Gaussian matrix product

This rather simple result is a humble acknowledgement of the great work in finite-size random matrix theory (RMT) by Prof. Gernot Akemann and team at Uni Bielefeld. For finding the ordered densities, a straightforward recursive formulation, in terms of the MeijerG function, based on the work of Alberto Zanella at CNR in Italy, is utilized.

Note: Several integration formulas for the MeijerG function are known, e.g., see the MeijerG function reference.

Although the expressions are complex, they can be numerically evaluated quite easily via Mathematica or MATLAB. It amazes me that these finite-size RMT densities are even analytically approachable, although, undoubtedly, the asymptotic RMT theory is "more elegant."

The theorem is as follows. See below for Mathematica code and numerical simulations.

Theorem



Second projection notation: Let set $s := \{(1,2), (3,4), (5,6)\}$ be a set containing three tuples. Then, $\pi_2(s)$ is the second projection of $s$ given by $\pi_2(s) = \{2, 4, 6\}.$