Factorization conjecture for the determinant of the Lyapunov Jacobian

Let Σ\Sigma be a symmetric covariance matrix, let EE denote the edge set of the underlying graph, and let A(Σ),EA(\Sigma)_{\cdot,E} be the corresponding Jacobian submatrix. Let H(Σ)Ec,H(\Sigma)_{E^c,\cdot} denote the restricted kernel matrix on the complement EcE^c of EE. The notation is as in the paper.

Factorization conjecture. The determinant of A(Σ),EA(\Sigma)_{\cdot,E} factorizes as

det(A(Σ),E)=2pdet(Σ)det(H(Σ)Ec,).\det(A(\Sigma)_{\cdot,E}) = 2^p\det(\Sigma) \det\left(H(\Sigma)_{E^c,\cdot}\right).

This conjecture would identify the determinant of the restricted kernel as the critical factor, up to the scalar factor 2p2^p, and complete the preceding corollary. The source reports substantial numerical evidence but no general proof for p>3p>3; the claim that the determinant of Σ\Sigma does not further factor the restricted-kernel determinant remains unproved.

Sources & referencesView supporting material

Primary source

Philipp Dettling, Roser Homs, Carlos Améndola, Mathias Drton and Niels Richard Hansen, “Identifiability in Continuous Lyapunov Models”, arXiv:2209.03835 (2023).

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