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# Convexity properties of twisted root maps

## Introduction

An important chapter in the theory of distribution of zeros of polynomials and transcendental entire functions pertains to the study of linear operators that preserve certain prescribed properties (cf., e. g., \[CC1, L, RS\] and references therein). The following example illustrates the viewpoint adopted in this paper. Denote by $`\text{End}\mathrm{\Pi }`$ the set of linear mappings from the vector space $`\mathrm{\Pi }:=[x]`$ to itself and let $`\mathrm{\Pi }(\mathrm{\Omega })`$ be the class of polynomials in $`\mathrm{\Pi }`$ whose zeros lie in a fixed set $`\mathrm{\Omega }`$. As noted in \[CC1\], the fundamental problem of characterizing all operators $`T\text{End}\mathrm{\Pi }`$ such that $`T\left(\mathrm{\Pi }(\mathrm{\Omega })\right)\mathrm{\Pi }(\mathrm{\Omega })`$ is open for all but trivial choices of $`\mathrm{\Omega }`$. Indeed, this question remains unanswered even in the important special cases when $`\mathrm{\Omega }`$ is a line or a half-plane. Moreover, in many applications such as stability problems one often needs additional information on the relative geometry of the zeros of $`T(P)`$ and $`P`$ for $`P\mathrm{\Pi }(\mathrm{\Omega })`$ when $`T\text{End}\mathrm{\Pi }`$ preserves $`\mathrm{\Pi }(\mathrm{\Omega })`$. For instance, if $`T=D:=\frac{d}{dx}`$ these questions amount to studying the geometry of zeros and critical points of complex polynomials, which is in itself a vast and intricate subject \[RS\]. In this case the Gauss-Lucas theorem implies that the zero set of $`T(P)`$ is contained in the convex hull of the zeros of $`P`$ and thus $`T\left(\mathrm{\Pi }(\mathrm{\Omega })\right)\mathrm{\Pi }(\mathrm{\Omega })`$ whenever $`\mathrm{\Omega }`$ is convex. However, this result can be substantially refined in various circumstances \[O, RS\].

In this paper we propose a general setting for studying the relative geometry of zeros of polynomials and their distribution under the action of various classes of linear operators. Let $`𝒞_n`$ be the manifold of monic complex polynomials of degree $`n1`$. For $`P𝒞_n`$ let $`𝒵(P)`$ be the unordered $`n`$-tuple consisting of the zeros of $`P`$, each zero occurring as many times as its multiplicity. Hence $`𝒵(P)^n/\mathrm{\Sigma }_n`$, where $`\mathrm{\Sigma }_n`$ is the symmetric group on $`n`$ elements. Denote by $`\mathrm{}𝒵(P)`$ (respectively, $`\mathrm{}𝒵(P)`$) the unordered $`n`$-tuple whose components are the real (respectively, imaginary) parts of the points in $`𝒵(P)`$. One says that $`P`$ is hyperbolic provided that $`\mathrm{}𝒵(P)=𝒵(P)`$, i. e., if all the zeros of $`P`$ are real. A hyperbolic polynomial with only simple zeros is called strictly hyperbolic. Let $`_n=𝒞_n\mathrm{\Pi }()`$ be the real submanifold of $`𝒞_n`$ consisting of hyperbolic polynomials. There is a natural set-theoretic identification between $`𝒞_n`$ and $`^n/\mathrm{\Sigma }_n`$ by means of the root map

$$\begin{array}{cc}\hfill 𝒵:𝒞_n& ^n/\mathrm{\Sigma }_n\hfill \\ \hfill P& 𝒵(P)\hfill \end{array}$$
(1)
whose restriction to $`_n`$ obviously induces a bijection between $`_n`$ and $`^n/\mathrm{\Sigma }_n`$. Let $`T\text{End}\mathrm{\Pi }`$ be an operator such that $`T(𝒞_n)𝒞_n`$. The composition $`𝒵T`$ is called the $`T`$-twisted root map. Note that if $`T`$ also acts on $`_n`$ then the restriction of the $`T`$-twisted root map to $`_n`$ has real components. Given a non-empty set $`\mathrm{\Omega }`$ we define a multiplicative monoid of linear operators by setting

$$𝒜_n(\mathrm{\Omega })=\{T\text{End}\mathrm{\Pi }T\left(𝒞_n\mathrm{\Pi }(\mathrm{\Omega })\right)𝒞_n\mathrm{\Pi }(\mathrm{\Omega })\}.$$
(2)
The relevance of twisted root maps in the present context is quite clear. Indeed, for degree-preserving linear operators the aforementioned questions on the distribution and the relative geometry of zeros of polynomials may be summarized as follows.

###### Problem 1.

Describe the properties of $`T`$-twisted root maps for $`T𝒜_n(\mathrm{\Omega })`$, where $`n`$ is a fixed positive integer and $`\mathrm{\Omega }`$ is an appropriate set of interest.

Below we shall mainly focus on the important special case of Problem 1 when $`\mathrm{\Omega }=`$. The following fundamental result from the theory of majorization is a key ingredient in our analysis of twisted root maps.

###### Theorem 1.

Let $`X=(x_1,x_2,\mathrm{},x_n)^t`$ and $`Y=(y_1,y_2,\mathrm{},y_n)^t`$ be two $`n`$-tuples of vectors in $`^k`$. The following conditions are equivalent:

1. For any convex function $`f:^k`$ one has $`_{i=1}^nf(x_i)_{i=1}^nf(y_i)`$.
2. There exists a doubly stochastic $`n\times n`$ matrix $`A`$ such that $`\stackrel{~}{X}=A\stackrel{~}{Y}`$, where $`\stackrel{~}{X}`$ and $`\stackrel{~}{Y}`$ are $`n\times k`$ matrices obtained by some (and then any) ordering of the vectors in $`X`$ and $`Y`$.

If the conditions of Theorem 1 are satisfied we say that $`X`$ is majorized by $`Y`$ or that $`X`$ is less than $`Y`$ in the spectral order, and write $`XY`$. One can easily check that $`_{i=1}^nx_i=_{i=1}^ny_i`$ if $`XY`$. Theorem 1 is due to Schur as well as to Hardy, Littlewood, and Pólya in the case $`k=1`$ \[HLP\], and to Sherman in the general case \[S\]. These cases are also known as (strong) classical and multivariate majorization, respectively. Surprisingly, Sherman’s theorem was long assumed to be an open problem and does not appear in \[MO\], which is the definite reference on majorization theory (see p. 433 in loc. cit.). We refer to \[B1\] for a simple new proof of this result. Note that although the spectral order is only a preordering on $`^n`$, Birkhoff’s theorem \[MO, Theorem 2.A.2\] implies that it actually induces a partial ordering on $`^n/\mathrm{\Sigma }_n`$. Therefore, Theorem 1 and the root map in (1) allow us to define a poset structure $`(_n,)`$ by setting $`PQ`$ if $`P,Q_n`$ and $`𝒵(P)𝒵(Q)`$.

In §1 we establish a general convexity property for twisted root maps associated with operators in $`𝒜_n()`$. Namely, we show that the restriction of any such map to arbitrary polynomial pencils in $`_n`$ is Gårding convex (Definition 1 and Theorem 2). This has several interesting consequences for the so-called span (or spread) function and its twisted versions (Corollaries 1-2).

In §2 we characterize the class of polynomial pencils of logarithmic derivative type contained in $`_n`$ by means of a local minimum property with respect to the partial ordering $``$ on $`_n`$ (Theorem 4).

Let $`𝒜:=_{k=0}^{\mathrm{}}𝒜_k()`$ and denote by $`𝒜^{}`$ the submonoid of $`𝒜`$ whose action on $`\mathrm{\Pi }`$ preserves the average of the zeros of any polynomial. In §3 we show that $`𝒜`$ consists of ordinary differential operators of Laguerre-Pólya type (Theorem 7) and that any polynomial in $`_n`$ is the global minimum of its $`𝒜^{}`$-orbit (Theorem 6). In particular, this implies that the action of $`𝒜`$ on $`_n`$ does not decrease the span of polynomials (Corollary 5) and that the polynomial pencils characterized in §2 satisfy in fact a global minimum property with respect to the spectral order.

As we point out in §4, a natural question that arises from our study is whether one can describe classical majorization by means of (differential) operators in $`𝒜_n()`$ acting on polynomials in $`_n`$ (Problem 2). We discuss this question as well as possible complex analogs of Theorem 6 (Conjecture 1) and extensions of this theorem to the Laguerre-Pólya class of functions.

###### Acknowledgements.

The author would like to thank Petter Brändén and Boris Shapiro for stimulating discussions on these and related topics and the anonymous referee for useful comments.

## 1. Polynomial pencils and Gårding convexity

A fundamental theorem of Gårding asserts that the largest root of a multivariate homogeneous polynomial which is hyperbolic with respect to a given vector is always a convex function \[G\]. The properties of such polynomials play a significant role in the theory of partial differential equations, convex analysis and matrix theory (see, e. g., \[BGLS\]). The following definition is motivated by Gårding’s result.

###### Definition 1.

Let $`K`$ be a convex subset of a vector space. A map $`f:K^n/\mathrm{\Sigma }_n`$ given by $`f(𝐱)=(f_1(𝐱),\mathrm{},f_n(𝐱))`$ is called Gårding convex if $`𝐱\mathrm{max}_{1in}f_i(𝐱)`$ is a convex function on $`K`$.

Gårding’s theorem is a rich source of examples of maps that satisfy Definition 1 (cf. \[G\] and \[BGLS\]). For instance, the restriction of the eigenvalue map to the real space of $`n\times n`$ Hermitian matrices is an important such example. The main result of this section shows that twisted root maps associated to operators in $`𝒜_n()`$ are Gårding convex when restricted to certain convex subsets of $`_n`$, as we shall now explain. Recall the notations $`𝒞_n`$, $`_n`$, $`𝒜_n()`$ from the introduction and denote by $`_n`$ the (real) submanifold of $`𝒞_n`$ consisting of monic real polynomials of degree $`n`$. The inclusion $`_n_n`$ is obviously strict if $`n2`$, which we assume henceforth.

###### Definition 2.

Let $`P_1`$ and $`P_2`$ be distinct polynomials in $`_n`$. The real line through $`P_1`$ and $`P_2`$, i. e., the set $`=\{(1\lambda )P_1+\lambda P_2\lambda \}`$, is called a polynomial pencil in $`_n`$. A basis of a polynomial pencil $`_n`$ is a pair of real polynomials $`\{P,Q\}`$ that satisfy the following conditions:

$$\begin{array}{cc}& P_n,\text{ the dominant coefficient of }Q\text{ equals }n,\hfill \\ & \mathrm{deg}Qn1,\text{ and }=\{P\lambda Q\lambda \}.\hfill \end{array}$$
(3)
A polynomial pencil $``$ is said to be of logarithmic derivative type or an $`LD`$-pencil if there exist $`Q_1,Q_2,Q_3`$ such that $`Q_3^{}=Q_1Q_2`$.

###### Remark 1.

As defined above, a polynomial pencil in $`_n`$ has only an affine structure. One can produce real polynomial pencils endowed with a natural linear structure by using an appropriate projective version of Definition 2 where a real polynomial pencil is defined instead as a real line in projective space $`^n`$ identified with the space of all homogeneous degree $`n`$ real polynomials in two real variables considered up to a constant factor. Such a pencil is called generic if it intersects the standard discriminant $`𝒟_{n+1}^n`$ transversally. A topological classification of all generic pencils in $`^n`$ was obtained in \[BS1\].

Clearly, any polynomial pencil has a basis. Moreover, if $`\{P,Q\}`$ and $`\{R,S\}`$ are two bases of the same polynomial pencil then $`S=Q`$ and $`R=P\mu Q`$ for some $`\mu `$. Note also that a polynomial pencil $`_n`$ is an $`LD`$-pencil if and only it has a (necessarily unique) basis of the form $`\{P,P^{}\}`$, which we call the canonical basis of the $`LD`$-pencil $``$. The main result of this section is as follows.

###### Theorem 2.

If $``$ is an arbitrary polynomial pencil in $`_n`$ and $`T𝒜_n()`$ then the $`T`$-twisted root map $`𝒵T|_{}`$ is Gårding convex.

Since we are mainly interested in polynomial pencils contained in $`_n`$ – which we shall alternatively refer to as hyperbolic (polynomial) pencils – let us first give a complete description of these pencils.

###### Theorem 3.

Let $`P`$ and $`R`$ be distinct polynomials in $`_n`$ and set $`Q=PR`$ and $`=\{P\lambda Q\lambda \}`$. The following statements are equivalent:

1. $`_n`$.
2. $`\alpha P+\beta R`$ is hyperbolic for any $`\alpha ,\beta `$ such that $`\alpha ^2+\beta ^20`$.
3. The polynomials $`P`$ and $`R`$ are in $`_n`$ and have weakly interlacing zeros.
4. $`P_n`$, $`Q`$ is hyperbolic, $`\mathrm{deg}Q=n1`$, and the zeros of $`P`$ and $`Q`$ are weakly interlacing. Equivalently, these conditions hold with $`R`$ instead of $`P`$.
5. The polynomial $`P+iR`$ or indeed $`P+iQ`$ or $`R+iQ`$ has all its zeros either in the closed upper half-plane or in the closed lower half-plane.

###### Proof.

It is clear that (ii) $``$ (i). Note that if (i) holds then $`\alpha P+\beta R_n`$ for any $`\alpha ,\beta `$ such that $`\alpha ^2+\beta ^20`$ and $`\alpha +\beta 0`$. By assumption the polynomial $`Q`$ is not identically zero and in fact $`\mathrm{deg}Q1`$, because otherwise $`P\lambda Q_n`$ for some $`|\lambda |0`$. Since $`\{Qk^1P\}_{k=1}^{\mathrm{}}`$ is a sequence of hyperbolic polynomials which tends to $`Q`$ uniformly on compact sets, Hurwitz’ theorem for analytic functions \[RS, Theorem 1.6.9\] implies that $`Q`$ is hyperbolic. This proves that (i) $``$ (ii).

The equivalence between (ii) and (iii) is known in the literature as Obreschkoff’s theorem \[O, Satz 5.2\] or the Hermite-Kakeya theorem \[RS, Theorem 6.3.8\] in the generic case when $`P`$ and $`R`$ are strictly hyperbolic polynomials with no common zeros. In the general case, this equivalence is due to Dedieu \[D, Theorem 4.1\]. Actually, the arguments used in loc. cit. yield also a proof of (i) $``$ (iv). Note that the roles of $`P`$ and $`R`$ may be interchanged and that the condition $`\mathrm{deg}Q=n1`$ may alternatively be seen as a consequence of (iii) since $`P`$ and $`R`$ are distinct.

The well-known Hermite-Biehler theorem \[RS, Theorem 6.3.4\] asserts that statements (iii) and (v) are equivalent if the words “weakly” and “closed” in these statements are replaced by “strictly” and “open”, respectively. For the general case, let us set $`\stackrel{~}{P}=P/S`$ and $`\stackrel{~}{R}=R/S`$, where $`S`$ denotes the greatest common monic divisor of $`P`$ and $`R`$. Note that $`\mathrm{deg}\stackrel{~}{P}=\mathrm{deg}\stackrel{~}{R}1`$ since $`P`$ and $`R`$ are distinct. If (iii) holds then $`\stackrel{~}{P}`$ and $`\stackrel{~}{R}`$ have strictly interlacing zeros (cf. \[RS, Remark 6.3.3\]). By the Hermite-Biehler theorem, the polynomial $`\stackrel{~}{P}+i\stackrel{~}{R}`$ must have all its zeros either in the open upper half-plane or in the open lower half-plane. It follows that the polynomial $`P+iR=S(\stackrel{~}{P}+i\stackrel{~}{R})`$ has all its zeros either in the closed upper half-plane or in the closed lower half-plane, which proves (v). Conversely, if the latter holds then $`\stackrel{~}{P}+i\stackrel{~}{R}`$ has all its zeros either in the open upper half-plane or in the open lower half-plane (since any real zero of this polynomial would have to be a common zero of $`\stackrel{~}{P}`$ and $`\stackrel{~}{R}`$). Thus $`\stackrel{~}{P}`$ and $`\stackrel{~}{R}`$ have strictly interlacing zeros so that $`P=S\stackrel{~}{P}`$ and $`R=S\stackrel{~}{R}`$ have weakly interlacing zeros, as stated in (iii). The claims in (v) $``$ (iv) concerning the polynomials $`P`$, $`Q`$, and $`P+iQ`$ can be verified in similar fashion by using the Hermite-Biehler theorem for the pair $`\{P,Q\}`$. ∎

###### Proof of Theorem 2.

Let $``$ be a polynomial pencil in $`_n`$ and $`T𝒜_n()`$. Then either $`T|_{}`$ is a constant map, in which case the conclusion of the theorem holds trivially, or the image $`T()`$ is again a polynomial pencil in $`_n`$. Thus, it is enough to prove the theorem for $`T=Id_\mathrm{\Pi }`$, which we assume henceforth. Fix a basis $`\{P,Q\}`$ of $``$ as in (3) and denote the zeros of $`P`$ and $`Q`$ by $`x_1x_2\mathrm{}x_n`$ and $`y_1y_2\mathrm{}y_{n1}`$, respectively. By Theorem 3 we know that

$$x_1y_1x_2\mathrm{}x_{n1}y_{n1}x_n.$$
(4)
Set $`R_\lambda =P\lambda Q`$, $`\lambda `$, and denote the zeros of $`R_\lambda `$ by $`x_i(\lambda )`$, $`1in`$, which we label so that $`x_i(0)=x_i`$, $`1in`$. Since $`R_\lambda \mu Q_n`$ for any $`\mu `$, Theorem 3 again implies that

$$x_1(\lambda )y_1x_2(\lambda )\mathrm{}x_{n1}(\lambda )y_{n1}x_n(\lambda )\text{ for }\lambda .$$
(5)
Step 1: $`P`$ and $`Q`$ have strictly interlacing zeros. This means that $`P`$ and $`Q`$ are strictly hyperbolic and have no common zeros. Clearly, any common zero of $`R_\lambda `$ and $`Q`$ would also have to be a zero of $`P`$. It follows that the interlacing properties in (4) and (5) are both strict. In particular, the polynomial $`R_\lambda `$ is strictly hyperbolic for any $`\lambda `$. We may therefore differentiate the identities $`R_\lambda (x_i(\lambda ))=0`$, $`1in`$, with respect to $`\lambda `$ to get

$$x_i^{}(\lambda )=\frac{Q(x_i(\lambda ))}{R_\lambda ^{}(x_i(\lambda ))}\text{ for }\lambda \text{ and }\mathrm{\hspace{0.17em}1}in,$$
(6)
where $`R_\lambda ^{}(x)=\frac{}{x}R_\lambda (x)`$. Note that (6) readily implies that $`x_i^{}(\lambda )>0`$ for all $`\lambda `$ and $`1in`$ since both $`Q(x_i(\lambda ))`$ and $`R_\lambda ^{}(x_i(\lambda ))`$ have constant signs while

$$\frac{Q(x_i(0))}{P^{}(x_i(0))}=\frac{Q(x_i)}{P^{}(x_i)}=n\underset{j=1}{\overset{n1}{}}(x_iy_j)\underset{\begin{array}{c}j=1\\ ji\end{array}}{\overset{n}{}}(x_ix_j)^1>0$$

because of the (strict) inequalities in (4). Thus, all the zeros of the polynomial $`R_\lambda `$ are increasing functions of $`\lambda `$. By differentiating (6) with respect to $`\lambda `$ we obtain

$$\begin{array}{cc}\hfill x_i^{\prime \prime }(\lambda )& =x_i^{}(\lambda )[\frac{Q^{}R_\lambda ^{}QR_\lambda ^{\prime \prime }}{R_\lambda ^2}](x_i(\lambda ))+[\frac{QQ^{}}{R_\lambda ^2}](x_i(\lambda ))=2x_i^{}(\lambda )\frac{Q^{}(x_i(\lambda ))}{R_\lambda ^{}(x_i(\lambda ))}\hfill \\ & \left(x_i^{}(\lambda )\right)^2\frac{R_\lambda ^{\prime \prime }(x_i(\lambda ))}{R_\lambda ^{}(x_i(\lambda ))}=\left(x_i^{}(\lambda )\right)^2[\frac{2Q^{}}{Q}\frac{R_\lambda ^{\prime \prime }}{R_\lambda ^{}}](x_i(\lambda ))\hfill \end{array}$$
(7)
for $`\lambda `$ and $`1in`$. The special case when $`i=n`$ in (7) yields

$$\begin{array}{cc}\hfill x_n^{\prime \prime }(\lambda )& =\left(x_n^{}(\lambda )\right)^2\left[\underset{j=1}{\overset{n1}{}}\frac{2}{x_n(\lambda )y_j}\underset{j=1}{\overset{n1}{}}\frac{2}{x_n(\lambda )x_j(\lambda )}\right]\hfill \\ & =2\left(x_n^{}(\lambda )\right)^2\underset{j=1}{\overset{n1}{}}\frac{y_jx_j(\lambda )}{(x_n(\lambda )y_j)(x_n(\lambda )x_j(\lambda ))}>0\hfill \end{array}$$

by (5). This implies that $`\lambda \mathrm{max}𝒵(R_\lambda )=x_n(\lambda )`$ is a convex function. Thus $`𝒵|_{}`$ is a Gårding convex map, which proves the theorem in the generic case.

Step 2: The general case. Let $`S`$ denote the greatest common monic divisor of $`P`$ and $`Q`$. Step 1 shows that the theorem is true if $`S1`$ and so we may assume that $`\mathrm{deg}S1`$. Set $`\stackrel{~}{P}=P/S`$, $`\stackrel{~}{Q}=Q/S`$, and $`\stackrel{~}{R}_\lambda =\stackrel{~}{P}\lambda \stackrel{~}{Q}`$, so that $`R_\lambda =S\stackrel{~}{R}_\lambda `$ and thus $`\mathrm{max}𝒵(R_\lambda )=\mathrm{max}(\alpha ,\mathrm{max}𝒵(\stackrel{~}{R}_\lambda ))`$ for $`\lambda `$, where $`\alpha `$ is the largest zero of $`S`$. If $`\stackrel{~}{Q}`$ is a constant polynomial (which by (3) would actually mean that $`\stackrel{~}{Q}n`$) then $`\mathrm{max}𝒵(\stackrel{~}{R}_\lambda )`$ is obviously a linear function of $`\lambda `$. Otherwise $`\stackrel{~}{P}`$ and $`\stackrel{~}{Q}`$ must have strictly interlacing zeros and so by step 1 the function $`\lambda \mathrm{max}𝒵(\stackrel{~}{R}_\lambda )`$ is convex. In either case it follows that $`\lambda \mathrm{max}𝒵(R_\lambda )`$ is a convex function so that $`𝒵|_{}`$ is a Gårding convex map, which completes the proof. ∎

###### Remark 2.

Theorem 2 generalizes the result announced in Theorem 1.7 of \[BS2\], where the Gårding convexity property was stated only for $`LD`$-pencils in $`_n`$.

Recall that the span (or spread) of a polynomial $`P_n`$ is the length of the smallest interval that contains all its zeros, i. e., $`\mathrm{\Delta }(P)=\mathrm{max}𝒵(P)\mathrm{min}𝒵(P)`$. A review of the literature on the span of hyperbolic polynomials and related questions may be found in \[RS, Ch. 6\]. Given an operator $`T𝒜_n()`$ we define the $`T`$-twisted span function on $`_n`$ to be the composite map $`\mathrm{\Delta }T`$. From Theorem 2 we deduce the following properties for twisted span functions:

###### Corollary 1.

If $``$ is an arbitrary polynomial pencil in $`_n`$ and $`T𝒜_n()`$ then the $`T`$-twisted span function $`\mathrm{\Delta }T|_{}`$ is convex and has a global minimum.

###### Proof.

As in the proof of Theorem 2, it is enough to consider the case $`T=Id_\mathrm{\Pi }`$. Let $``$ be a polynomial pencil in $`_n`$ with a basis $`\{P,Q\}`$ as in (3). Set $`\stackrel{~}{P}(x)=(1)^nP(x)`$ and $`\stackrel{~}{Q}(x)=(1)^{n1}Q(x)`$, so that $`𝒵(P\lambda Q)=𝒵(\stackrel{~}{P}+\lambda \stackrel{~}{Q})`$ for all $`\lambda `$. By Theorem 2 the function $`\lambda \mathrm{max}𝒵(\stackrel{~}{P}+\lambda \stackrel{~}{Q})`$ is convex and thus $`\lambda \mathrm{min}𝒵(P\lambda Q)=\mathrm{max}𝒵(\stackrel{~}{P}+\lambda \stackrel{~}{Q})`$ is a concave function. Hence $`\lambda \mathrm{\Delta }(P\lambda Q)`$ is a convex function and therefore also Lipschitz continuous on any compact interval. Since $`\mathrm{\Delta }(P\lambda Q)\mathrm{}`$ as $`|\lambda |\mathrm{}`$ it follows that $`\mathrm{\Delta }|_{}`$ has a global minimum, as required. ∎

Corollary 1 can be further refined in the case of hyperbolic $`LD`$-pencils:

###### Corollary 2.

If $``$ is an $`LD`$-pencil in $`_n`$ with canonical basis $`\{P,P^{}\}`$ then the span function $`\mathrm{\Delta }|_{}`$ is convex and has a global minimum at $`P`$. In particular, for any $`P_n`$ and $`\lambda `$ one has $`\mathrm{\Delta }(P)\mathrm{\Delta }(P\lambda P^{})`$. More generally, if $`\lambda _1,\lambda _2`$ are such that $`\lambda _1\lambda _20`$ and $`|\lambda _1||\lambda _2|`$ then $`\mathrm{\Delta }(P\lambda _1P^{})\mathrm{\Delta }(P\lambda _2P^{})`$.

###### Proof.

It is clearly enough to prove only the last assertion of the corollary. Let $`P`$ be a strictly hyperbolic polynomial in $`_n`$ with zeros $`x_1<\mathrm{}<x_n`$. Denote by $`x_i(\lambda )`$, $`1in`$, the zeros of the strictly hyperbolic polynomial $`P\lambda P^{}`$, $`\lambda `$, and assume that these are labeled so that $`x_i(0)=x_i`$, $`1in`$. The arguments in the proof of Theorem 2 show that $`x_i(\lambda )<x_{i+1}(\lambda )`$ for all $`\lambda `$ and $`1in1`$. Moreover, by using (6) and (7) with $`Q=P^{}`$ we see that $`\lambda x_n(\lambda )\lambda `$ is a strictly convex function with a global minimum at $`\lambda =0`$ while $`\lambda x_1(\lambda )\lambda `$ is a (strictly) concave function with a global maximum at $`\lambda =0`$, which proves the corollary in the generic case when $`P`$ has simple zeros. If $`P`$ has multiple zeros then we consider the strictly hyperbolic polynomial $`P_\epsilon `$ with zeros $`x_k+k\epsilon `$, $`1kn`$, where $`\epsilon >0`$. Let $`\lambda _1,\lambda _2`$ be as in the corollary. The desired conclusion follows by letting $`\epsilon 0`$ in the inequality $`\mathrm{\Delta }(P_\epsilon \lambda _1P_\epsilon ^{})\mathrm{\Delta }(P_\epsilon \lambda _2P_\epsilon ^{})`$, which holds thanks to the first part of the proof since $`P_\epsilon `$ has only simple zeros. ∎

The study of the geometrical structure of $`_n`$ was initiated by Arnold in \[A\]. Subsequently, the convex subsets of $`_n`$ were characterized in \[D\]. In view of the above results one may ask whether twisted root maps are Gårding convex when restricted to arbitrary convex subsets of $`_n`$. This is definitely not true, as one can see by considering for instance the subset $`\{(1\alpha )P_1+\alpha P_2\alpha [0,1]\}`$ of $`_2`$, where $`P_1(x)=x^21`$ and $`P_2(x)=x^22`$. However, we can show that the following analog of Theorem 2 holds for arbitrary segments of hyperbolic polynomials:

###### Corollary 3.

Let $`P_1`$ and $`P_2`$ be distinct polynomials in $`_n`$ such that the segment $`[P_1,P_2]:=\{(1\alpha )P_1+\alpha P_2\alpha [0,1]\}`$ is contained in $`_n`$. There exists a (non-unique) polynomial $`P_3_n`$ such that for any $`T𝒜_n()`$ the $`T`$-twisted root maps $`𝒵T|_{[P_1,P_3]}`$ and $`𝒵T|_{[P_2,P_3]}`$ are Gårding convex.

###### Proof.

Let $`x_1\mathrm{}x_n`$ and $`y_1\mathrm{}y_n`$ be the zeros of $`P_1`$ and $`P_2`$, respectively. According to \[D, Theorem 2.1\], the segment $`[P_1,P_2]`$ is contained in $`_n`$ if and only if $`\mathrm{max}(x_i,y_i)\mathrm{min}(x_{i+1},y_{i+1})`$ for $`1in1`$. Let $`z_i`$, $`1in`$, be such that $`z_n\mathrm{max}(x_n,y_n)`$ and $`\mathrm{max}(x_i,y_i)z_i\mathrm{min}(x_{i+1},y_{i+1})`$, $`1in1`$. Denote by $`_k`$, $`k=1,2`$, the real line through $`P_k`$ and $`P_3`$, $`k=1,2`$, where $`P_3_n`$ is such that $`𝒵(P_3)=(z_1,\mathrm{},z_n)`$. Since both pairs of polynomials $`\{P_1,P_3\}`$ and $`\{P_2,P_3\}`$ have weakly interlacing zeros Theorem 3 implies that both $`_1`$ and $`_2`$ are polynomial pencils contained in $`_n`$. The result follows readily from Theorem 2. ∎

## 2. A characterization of hyperbolic $`LD`$-pencils

Hyperbolic pencils of logarithmic derivative type are particularly interesting for at least two reasons. On the one hand, they are obviously related to the action of linear differential operators on the manifold $`_n`$. On the other hand, these pencils have interesting connections with classical majorization via the partial ordering on $`_n`$ defined in the introduction. Indeed, the main result below states that the class of hyperbolic $`LD`$-pencils is actually characterized by a local minimum property with respect to the spectral order. This hints at possibly even deeper connections between hyperbolic polynomials, classical majorization, and differential operators, which we shall further investigate in the next sections.

###### Definition 3.

Let $``$ be a polynomial pencil in $`_n`$ with a basis $`\{P,Q\}`$ as in (3). The set $`_s(P,Q):=\{P(x+\lambda )\lambda Q(x+\lambda )\lambda \}`$ is called the $`\{P,Q\}`$-shift of $``$.

Note that all polynomials in the $`\{P,Q\}`$-shift of $``$ have the same zero sum as $`P`$.

###### Theorem 4.

A polynomial pencil $`_n`$ is an $`LD`$-pencil if and only if there is a shift $`_s(P,Q)`$ of $``$ such that the root map $`𝒵|_{_s(P,Q)}`$ has a local minimum with respect to the spectral order, i. e., there exist $`\lambda _0`$ and $`\epsilon >0`$ such that

$$P(x+\lambda _0)\lambda _0Q(x+\lambda _0)P(x+\lambda )\lambda Q(x+\lambda )\text{ for }\lambda (\lambda _0\epsilon ,\lambda _0+\epsilon ),$$

where $``$ denotes the partial ordering on $`_n`$.

The proof of the sufficiency part of Theorem 4 relies on the following lemma.

###### Lemma 1.

Let $``$ be a polynomial pencil in $`_n`$ with a basis $`\{P,Q\}`$ as in (3) and assume that there exists $`\epsilon >0`$ such that

$$P(x)P(x+\mu )\mu Q(x+\mu )\text{ for }\mu (\epsilon ,\epsilon ).$$
(8)
Then $`Q=P^{}`$, so that $``$ is an $`LD`$-pencil with canonical basis $`\{P,P^{}\}`$.

###### Proof.

Let $`S`$ denote the greatest common monic divisor of $`P`$ and $`Q`$. Then either $`S1`$ or $`\mathrm{deg}S1`$, in which case we denote by $`w_1,\mathrm{},w_k`$ the distinct zeros of $`S`$ with multiplicities $`s_1,\mathrm{},s_k`$, respectively. Hence we may write

$$S(x)=\underset{i=1}{\overset{k}{}}(xw_i)^{s_i},\stackrel{~}{P}(x):=\frac{P(x)}{S(x)}=\underset{i=1}{\overset{d}{}}(xx_i),\stackrel{~}{Q}(x):=\frac{Q(x)}{S(x)}=n\underset{i=1}{\overset{d1}{}}(xy_i),$$

where $`d1`$, $`_{i=1}^ks_i=nd`$, $`x_1<y_1<x_2<\mathrm{}<x_{d1}<y_{d1}<x_d`$ if $`d2`$, with the usual understanding that empty products are equal to one while empty sums equal zero. For $`\mu `$ let $`\stackrel{~}{R}_\mu =\stackrel{~}{P}\lambda \stackrel{~}{Q}`$ and $`R_\mu =P\mu Q=S\stackrel{~}{R}_\mu `$. Denote by $`x_i(\mu )`$, $`1id`$, the zeros of $`\stackrel{~}{R}_\mu `$, which we label so that $`x_i(0)=x_i`$ for $`1id`$. Since $`\stackrel{~}{R}_\mu `$ and $`\stackrel{~}{Q}`$ have strictly interlacing zeros if $`d2`$, all these zeros are simple. We may therefore use a computation similar to (6) to get

$$x_i^{}(\mu )=\frac{\stackrel{~}{Q}(x_i(\mu ))}{\stackrel{~}{R}_\mu ^{}(x_i(\mu ))}\text{ for }\mu \text{ and }\mathrm{\hspace{0.17em}1}id.$$
(9)
Choose $`c`$ such that $`\zeta +c0`$ whenever $`P(\zeta )=0`$ and consider the sequence of convex functions $`\{f_m\}_{m=1}^{\mathrm{}}`$ given by $`f_m(x)=(x+c)^m`$. Note that the complete list of zeros of $`R_\mu `$ consists of $`w_j\mu `$, $`1jk`$, with multiplicities $`s_1,\mathrm{},s_k`$, respectively, and $`x_i(\mu )\mu `$, $`1id`$, and that condition (8) reads $`R_0R_\mu `$ for $`|\mu |<\epsilon `$. By Theorem 1 this implies that the differentiable function

$$\mu \underset{i=1}{\overset{d}{}}f_m(x_i(\mu )\mu )+\underset{j=1}{\overset{k}{}}s_jf_m(w_j\mu )$$

has a local minimum at $`\mu =0`$ for any fixed $`m`$. Differentiation with respect to $`\mu `$ and formula (9) then yield the identities

$$\underset{i=1}{\overset{d}{}}\left(\frac{\stackrel{~}{Q}(x_i)}{\stackrel{~}{P}^{}(x_i)}1\right)(x_i+c)^{m1}\underset{j=1}{\overset{k}{}}s_j(w_j+c)^{m1}=0\text{ for }m.$$
(10)
From (10) and the choice of $`c`$ we deduce that the following relations must hold:

$$\begin{array}{cc}& kd;\stackrel{~}{P}(w_j)=0\text{ for }1jk;P(x)=\underset{i=1}{\overset{d}{}}(xx_i)^{n_i},\text{ where }n_i=s_i+1\hfill \\ & \text{if }S(x_i)=0\text{ and }n_i=1\text{ otherwise};\text{ and }\frac{\stackrel{~}{Q}(x_i)}{\stackrel{~}{P}^{}(x_i)}=n_i\text{ for }1id.\hfill \end{array}$$

Using these relations and a partial fractional decomposition we obtain

$$\frac{Q(x)}{P(x)}=\frac{S(x)\stackrel{~}{Q}(x)}{S(x)\stackrel{~}{P}(x)}=\frac{\stackrel{~}{Q}(x)}{\stackrel{~}{P}(x)}=\underset{i=1}{\overset{d}{}}\frac{\stackrel{~}{Q}(x_i)}{\stackrel{~}{P}^{}(x_i)}\frac{1}{xx_i}=\underset{i=1}{\overset{d}{}}\frac{n_i}{xx_i}=\frac{P^{}(x)}{P(x)}$$

for all $`xx_i`$, $`1id`$. It follows that $`Q=P^{}`$, as required. ∎

The proof of the necessity part of Theorem 4 is based on a criterion for classical majorization due to Hardy, Littlewood, and Pólya \[HLP\]. It should be mentioned that there are no known analogs of this criterion for multivariate majorization.

###### Theorem 5.

Let $`X=(x_1x_2\mathrm{}x_n)`$ and $`Y=(y_1y_2\mathrm{}y_n)`$ be two $`n`$-tuples of real numbers. Then $`XY`$ if and only if the $`x_i`$’s and the $`y_i`$’s satisfy the following conditions:

$$\underset{i=1}{\overset{n}{}}x_i=\underset{i=1}{\overset{n}{}}y_i\text{ and }\underset{i=0}{\overset{k}{}}x_{ni}\underset{i=0}{\overset{k}{}}y_{ni}\text{ for }\mathrm{\hspace{0.17em}0}kn2.$$

###### Lemma 2.

If $`P_n`$ then there exists $`\epsilon >0`$ such that for all real $`\lambda `$ with $`|\lambda |<\epsilon `$ one has $`P(x)P(x+\lambda )\lambda P^{}(x+\lambda )`$.

###### Proof.

We show first that for any $`P_n`$ there exists $`\epsilon _1=\epsilon _1(P)>0`$ such that if $`\lambda [0,\epsilon _1)`$ then $`P(x)P(x+\lambda )\lambda P^{}(x+\lambda )`$. Let $`x_1<\mathrm{}<x_d`$ denote the distinct zeros of $`P`$ with multiplicities $`n_1,\mathrm{},n_d`$, respectively. Set $`S(x)=_{i=1}^d(xx_i)^{n_i1}`$, $`\stackrel{~}{P}=P/S`$, $`Q=P^{}/S`$, and $`\stackrel{~}{R}_\lambda =\stackrel{~}{P}\lambda Q`$, $`\lambda `$. Clearly, $`\stackrel{~}{R}_\lambda `$ is a strictly hyperbolic polynomial for all $`\lambda `$. Denote its zeros by $`x_1(\lambda ),\mathrm{},x_d(\lambda )`$ and label these so that $`x_i(0)=x_i`$, $`1id`$. An argument similar to the one used in the proof of Theorem 2 shows that all these zeros are increasing functions of $`\lambda `$. Moreover, by analogy with (6) and (7) and some straightforward computations we obtain

$$\begin{array}{cc}& x_i^{}(0)=\frac{Q(x_i(0))}{\stackrel{~}{P}^{}(x_i(0))}=\frac{Q(x_i)}{\stackrel{~}{P}^{}(x_i)}=n_i\text{ and }x_i^{\prime \prime }(0)=\left(x_i^{}(0)\right)^2[\frac{2Q^{}}{Q}\frac{\stackrel{~}{R}_0^{\prime \prime }}{\stackrel{~}{R}_0^{}}](x_i(0))\hfill \\ & =n_i^2\left[\frac{2Q^{}(x_i)}{Q(x_i)}\frac{\stackrel{~}{P}^{\prime \prime }(x_i)}{\stackrel{~}{P}^{}(x_i)}\right]=2\underset{\begin{array}{c}j=1\\ ji\end{array}}{\overset{d}{}}\frac{n_in_j}{x_ix_j}\text{ for }1id;\underset{i=1}{\overset{d}{}}x_i^{\prime \prime }(0)=0;\hfill \\ & \text{and }\underset{i=1}{\overset{k}{}}x_i^{\prime \prime }(0)=2\underset{i=1}{\overset{k}{}}\underset{j=k+1}{\overset{d}{}}\frac{n_in_j}{x_ix_j}<0\text{ if }kd1\text{ since }x_1<\mathrm{}<x_d.\hfill \end{array}$$
(11)
Assume for now that $`\lambda 0`$ and set $`R_\lambda =P\lambda P^{}=S\stackrel{~}{R}_\lambda `$. Let $`z_m(\lambda )`$, $`1mn`$, be the zeros of $`R_\lambda `$, which we label as follows. Given $`m\{1,2,\mathrm{},n\}`$ there is a unique $`i=i(m)\{1,\mathrm{},d\}`$ such that $`_{j=0}^{i1}n_j<m_{j=0}^in_j`$, where $`n_0:=0`$. Then we set $`z_m(\lambda )=x_i`$, $`\lambda 0`$, if $`n_i2`$ and $`m<_{j=0}^in_j`$, and we let $`z_m(\lambda )=x_i(\lambda )`$, $`\lambda 0`$, otherwise. Note that with this labeling we have $`z_1(\lambda )z_2(\lambda )\mathrm{}z_n(\lambda )`$ for any $`\lambda 0`$. Furthermore, if $`1mn1`$ then for all small $`\lambda 0`$ we get

$$\begin{array}{cc}& \underset{j=1}{\overset{m}{}}\left(z_j(\lambda )\lambda \right)\underset{j=1}{\overset{m}{}}z_j(0)=(m\underset{j=0}{\overset{i(m)1}{}}n_j)\lambda +𝒪(\lambda ^2)\text{ if }m<\underset{j=0}{\overset{i(m)}{}}n_j,\hfill \\ & \underset{j=1}{\overset{m}{}}\left(z_j(\lambda )\lambda \right)\underset{j=1}{\overset{m}{}}z_j(0)=\frac{1}{2}(\underset{j=1}{\overset{i(m)}{}}x_j^{\prime \prime }(0))\lambda ^2+𝒪(\lambda ^3)\text{ if }m=\underset{j=0}{\overset{i(m)}{}}n_j.\hfill \end{array}$$
(12)
From (11) and (12) we see that there exists $`\epsilon _1=\epsilon _1(P)>0`$ such that if $`\lambda [0,\epsilon _1)`$ and $`1mn1`$ then $`_{j=1}^m(z_j(\lambda )\lambda )_{j=1}^mz_j(0)`$, which is the same as

$$\underset{i=1}{\overset{k}{}}z_{ni}(0)\underset{i=1}{\overset{k}{}}\left(z_{ni}(\lambda )\lambda \right)\text{ for }\lambda [0,\epsilon _1)\text{ and }0kn2$$

since $`_{j=1}^n(z_j(\lambda )\lambda )=_{j=1}^nz_j(0)`$ whenever $`\lambda 0`$. By Theorem 5 this means that $`P(x)P(x+\lambda )\lambda P^{}(x+\lambda )`$ for $`\lambda [0,\epsilon _1)`$, as required. In order to complete the proof let $`P_1(x)=(1)^nP(x)_n`$. The above arguments applied to $`P_1`$ show that there exists some $`\epsilon _2=\epsilon _2(P)>0`$ such that $`P_1(x)P_1(x+\mu )\mu P_1^{}(x+\mu )`$ for all $`\mu [0,\epsilon _2)`$. Since $`𝒵\left(P_1(x+\mu )\mu P_1^{}(x+\mu )\right)=𝒵\left(P(x+\lambda )\lambda P^{}(x+\lambda )\right)`$, where $`\lambda =\mu `$, it follows that $`P(x)P(x+\lambda )\lambda P^{}(x+\lambda )`$ for any real $`\lambda `$ with $`|\lambda |<\epsilon :=\mathrm{min}(\epsilon _1,\epsilon _2)`$. This finishes the proof of the lemma. ∎

###### Proof of Theorem 4.

Let $``$ be a polynomial pencil in $`_n`$ such that there exists a shift $`_s(P,Q)`$ of $``$ that satisfies the local minimum property stated in the theorem with $`\lambda _0`$ and $`\epsilon >0`$. Set $`\widehat{P}(x)=P(x+\lambda _0)\lambda _0Q(x+\lambda _0)`$, $`\widehat{Q}(x)=Q(x+\lambda _0)`$, and $`\mu =\lambda \lambda _0`$. Clearly, the local minimum condition translates into

$$\widehat{P}(x)\widehat{P}(x+\mu )\mu \widehat{Q}(x+\mu )\text{ for }\mu (\epsilon ,\epsilon ).$$

Applying Lemma 1 to the polynomial pencil $`\widehat{}:=\{\widehat{P}\mu \widehat{Q}\mu \}`$ we get $`\widehat{Q}=\widehat{P}^{}`$. Hence $`Q=P^{}\lambda _0Q^{}`$, so that $`(P\lambda _0Q)^{}=(P\lambda _0Q)(P(\lambda _0+1)Q)`$ and thus $``$ is an $`LD`$-pencil by Definition 2. Conversely, if $``$ is an $`LD`$-pencil in $`_n`$ with canonical basis $`\{P,P^{}\}`$ then Lemma 2 shows that the shift $`_s(P,P^{})`$ satisfies the local minimum property stated in the theorem. ∎

###### Remark 3.

The necessity part of Theorem 4 may also be seen as a corollary of Theorem 6 below, where it is shown that $`LD`$-pencils in $`_n`$ satisfy in fact a global minimum property with respect to the spectral order. Note also that unlike the property stated in Theorem 4, the minimum property for (twisted) span functions obtained in Corollary 1 is not specific for the class of hyperbolic $`LD`$-pencils.

## 3. Spectral order and differential operators <br>of Laguerre-Pólya type

The monoid $`𝒜_n()=\{T\text{End}\mathrm{\Pi }T\left(_n\right)_n\}`$ was previously defined only for $`n1`$. Let us extend this notation to $`n=0`$ by putting $`_0=\{1\}\mathrm{\Pi }`$ and $`𝒜_0()=\{T\text{End}\mathrm{\Pi }T(_0)=_0\}`$. Given a non-constant polynomial $`P\mathrm{\Pi }`$ we denote by $`\sigma (P)`$ the sum of the zeros of $`P`$. Set

$$𝒜=\underset{n=0}{\overset{\mathrm{}}{}}𝒜_n()\text{ and }𝒜^{}=\{T𝒜\sigma \left(T(P)\right)=\sigma (P)\text{ if }P\mathrm{\Pi },\mathrm{deg}P1\}.$$

Thus $`𝒜`$ is the largest monoid of linear operators that act on each $`_n`$ for $`n0`$ while $`𝒜^{}`$ is the largest submonoid of $`𝒜`$ consisting of operators whose action on $`\mathrm{\Pi }`$ preserves the average of the zeros of any non-constant polynomial. As we already saw in §2, hyperbolic $`LD`$-pencils may be described by means of a local minimum property that involves the spectral order on $``$. More generally, the study of the relative location of the zero sets $`𝒵\left(T(P)\right)`$ and $`𝒵(P)`$ for $`T𝒜^{}`$ and $`P_n`$ reveals some interesting connections between the action of hyperbolicity-preserving linear operators on the manifold $`_n`$ and classical majorization. Indeed, the main result of this section shows that if $`n1`$ then any polynomial in $`_n`$ is the global minimum of its $`𝒜^{}`$-orbit with respect to the partial ordering on $`_n`$:

###### Theorem 6.

If $`n1`$ and $`P_n`$ then $`PT(P)`$ for any $`T𝒜^{}`$.

Before embarking on the proof let us point out that \[CPP, Theorem 1\] and the Hermite-Poulain theorem yield actually a complete description of the structure of the monoids $`𝒜`$ and $`𝒜^{}`$:

###### Theorem 7.

An operator $`T\text{End}\mathrm{\Pi }`$ belongs to $`𝒜`$ if and only if $`T=\phi (D)`$, where $`D=d/dx`$ and $`\phi `$ is a real entire function in the Laguerre-Pólya class of the form

$$\phi (x)=e^{a^2x^2+bx}\underset{k=1}{\overset{\mathrm{}}{}}(1\alpha _kx)e^{\alpha _kx}$$

with $`a,b,\alpha _k`$ and $`_{k=1}^{\mathrm{}}\alpha _k^2<\mathrm{}`$. In particular, $`𝒜`$ is a commutative monoid.

###### Corollary 4.

The monoid $`𝒜^{}`$ consists of linear operators of the form $`\phi (D)`$, where $`D=d/dx`$ and $`\phi `$ is a real entire function in the Laguerre-Pólya class given by

$$\phi (x)=e^{a^2x^2}\underset{k=1}{\overset{\mathrm{}}{}}(1\alpha _kx)e^{\alpha _kx}$$

with $`a,\alpha _k`$ and $`_{k=1}^{\mathrm{}}\alpha _k^2<\mathrm{}`$. Thus $`𝒜=𝒜^{}\times e^{bD}b`$.

In view of Theorem 7 it seems reasonable to adopt the following terminology: an operator $`T\text{End}\mathrm{\Pi }`$ is said to be a differential operator of Laguerre-Pólya type if $`T=\phi (D)`$, where $`D=d/dx`$ and $`\phi `$ is a real entire function in the Laguerre-Pólya class. Such operators were studied in e. g. \[CC2\] in connection with various generalizations of the Pólya-Wiman conjecture. Since $`𝒜^{}`$ contains only differential operators of Laguerre-Pólya type, it is enough to check that Theorem 6 is true for the “building blocks” of these operators, that is, differential operators of the form $`(1\lambda D)e^{\lambda D}`$ or $`e^{\lambda ^2D}`$ with $`\lambda `$. To do this we need the following lemma.

###### Lemma 3.

Let $`n2`$, $`𝐱=(x_1<\mathrm{}<x_n)^n`$, and $`P(x)=_{i=1}^n(xx_i)_n`$. For $`\lambda `$ denote by $`\zeta _i=\zeta _i(\lambda ;𝐱)`$, $`1in`$, the zeros of the strictly hyperbolic polynomial $`P\lambda P^{}`$. If these are labeled so that $`\zeta _i(0;𝐱)=x_i`$, $`1in`$, then

$$\left(\zeta _i(\lambda ;𝐱)x_j\right)^2\frac{\zeta _i}{x_j}(\lambda ;𝐱)=\lambda ^2\frac{\zeta _i}{\lambda }(\lambda ;𝐱)>0\text{ for }\lambda 0\text{ and }1i,jn.$$

In particular, for any fixed values $`x_1<\mathrm{}<x_{n1}`$ and $`\lambda 0`$ each of the functions $`(x_{n1},\mathrm{})x_n\zeta _i(\lambda ;𝐱)`$, $`1in`$, is increasing.

###### Proof.

Let $`1i,jn`$, $`𝐱^n`$, and set $`P(x)=(xx_j)Q(x)`$. For $`\lambda `$ we get

$$\begin{array}{cc}& P(x)\lambda P^{}(x)=(xx_j)\left[Q(x)\lambda Q^{}(x)\right]\lambda Q(x),\hfill \\ & P^{}(x)\lambda P^{\prime \prime }(x)=Q(x)2\lambda Q^{}(x)+(xx_j)\left[Q^{}(x)\lambda Q^{\prime \prime }(x)\right],\hfill \\ & P\left(\zeta _i(\lambda ;𝐱)\right)=\lambda P^{}\left(\zeta _i(\lambda ;𝐱)\right)=\left(\zeta _i(\lambda ;𝐱)x_j\right)Q\left(\zeta _i(\lambda ;𝐱)\right),\hfill \\ & \text{and }\left[P^{}\left(\zeta _i(\lambda ;𝐱)\right)\lambda P^{\prime \prime }\left(\zeta _i(\lambda ;𝐱)\right)\right]\frac{\zeta _i}{\lambda }(\lambda ;𝐱)=P^{}\left(\zeta _i(\lambda ;𝐱)\right).\hfill \end{array}$$

The arguments in the the proof of Theorem 2 show that if $`𝐱`$ is fixed then for any $`\lambda `$ one has $`\frac{\zeta _i}{\lambda }(\lambda ;𝐱)>0`$ and $`\zeta _i(\lambda ;𝐱)x_k`$, $`1kn`$, if $`\lambda 0`$. By differentiating the identity $`\left(\zeta _i(\lambda ;𝐱)x_j\right)\left[Q\left(\zeta _i(\lambda ;𝐱)\right)\lambda Q^{}\left(\zeta _i(\lambda ;𝐱)\right)\right]=\lambda Q\left(\zeta _i(\lambda ;𝐱)\right)`$ with respect to $`x_j`$ and using the relations listed above we arrive at the desired conclusion. ∎

###### Proof of Theorem 6.

The theorem holds trivially for $`n=1`$ since $`T|__1=Id__1`$ if $`T𝒜^{}`$ by Corollary 4. Hence we may assume that $`T𝒜^{}`$ and $`P_n`$ with $`n2`$.

Step 1: $`P`$ is strictly hyperbolic and $`T=(1\lambda D)e^{\lambda D}`$ for some $`\lambda `$. Using the notations of Lemma 3 we denote the zeros of $`P`$ by $`x_1<\mathrm{}<x_n`$ and those of the (strictly hyperbolic) polynomial $`P_\lambda :=P\lambda P^{}`$ by $`\zeta _i=\zeta _i(\lambda ;𝐱)`$, $`1in`$, where $`𝐱=(x_1<\mathrm{}<x_n)^n`$. We further assume that the latter are labeled so that $`\zeta _i(0;𝐱)=x_i`$, $`1in`$. As in the first step of the proof of Theorem 2 we see that this labeling of the zeros yields $`\zeta _1(\lambda ;𝐱)<\mathrm{}<\zeta _n(\lambda ;𝐱)`$ for all $`\lambda `$. By Theorem 5 the relation $`PT(P)`$ is equivalent to the following inequalities:

$$\underset{i=1}{\overset{j}{}}\left(\zeta _i(\lambda ;𝐱)\lambda \right)\underset{i=1}{\overset{j}{}}x_i\text{ for }1jn1.$$
(13)
We now prove these inequalities by induction on $`n`$. Clearly, if $`P(x)=x^2+ax+b`$ with $`a,b`$ such that $`a^2>4b`$ then

$$2\left(\zeta _1(\lambda ;𝐱)\lambda \right)=a+\sqrt{a^24b+4\lambda ^2}a+\sqrt{a^24b}=2x_1\text{ for }\lambda .$$

Thus (13) is true for $`n=2`$. Let $`n3`$ and assume that (13) holds for all monic strictly hyperbolic polynomials of degree at most $`n1`$. Then we may write

$$\begin{array}{cc}& P(x)=(xx_n)Q(x)\text{ and }P_\lambda (x)=(xx_n)Q_\lambda (x)\lambda Q(x),\text{ where}\hfill \\ & Q(x)=\underset{i=1}{\overset{n1}{}}(xx_i),Q_\lambda (x):=Q(x)\lambda Q^{}(x)=\underset{i=1}{\overset{n1}{}}\left(x\omega _i(\lambda ;𝐱^{})\right),\hfill \\ & 𝐱^{}=(x_1<\mathrm{}<x_{n1})^{n1},\text{ and }\omega _i(0;𝐱^{})=x_i,\mathrm{\hspace{0.17em}1}in1.\hfill \end{array}$$

Note that with this labeling we get $`\omega _1(\lambda ;𝐱^{})<\mathrm{}<\omega _{n1}(\lambda ;𝐱^{})`$ for all $`\lambda `$ and that if we fix $`\lambda `$ then $`\zeta _i(\lambda ;𝐱)\omega _i(\lambda ;𝐱^{})`$ for $`1in1`$ while $`\zeta _n(\lambda ;𝐱)\mathrm{}`$ as $`x_n\mathrm{}`$. By Lemma 3 and the induction assumption applied to $`Q`$ we obtain

$$\underset{i=1}{\overset{j}{}}\left(\zeta _i(\lambda ;𝐱)\lambda \right)<\underset{i=1}{\overset{j}{}}\left(\omega _i(\lambda ;𝐱^{})\lambda \right)\underset{i=1}{\overset{j}{}}x_i\text{ for }\lambda 0\text{ and }1jn1.$$

which proves (13). We conclude that the theorem is true in this generic case.

Step2: The general case. Let $`P`$ be an arbitrary polynomial in $`_n`$ and consider first an operator $`T`$ of the form $`(1\lambda D)e^{\lambda D}`$ for some fixed $`\lambda `$. As in the proof of Corollary 2 we denote by $`P_\epsilon `$ the strictly hyperbolic polynomial with zeros $`x_k+k\epsilon `$, $`1kn`$, where $`\epsilon >0`$ and $`x_1\mathrm{}x_n`$ are the (possibly multiple) zeros of $`P`$. By step 1 we have $`P_\epsilon T(P_\epsilon )`$ for all $`\epsilon >0`$. Using a standard continuity argument we see that the relation $`PT(P)`$ is just the limit case $`\epsilon 0`$ of the aforementioned relations. Alternatively, we may approximate $`P`$ with the polynomial $`(1\epsilon D)^{n1}P`$, which is strictly hyperbolic for all $`\epsilon 0`$ by \[CC2, Lemma 4.2\]. Finally, if $`T`$ is an operator of the form $`e^{\lambda ^2D}`$ with $`\lambda `$ then

$$P\underset{m\mathrm{}}{lim}\left[\left(1\frac{\lambda D}{\sqrt{m}}\right)e^{\frac{\lambda D}{\sqrt{m}}}\right]^m\left[\left(1+\frac{\lambda D}{\sqrt{m}}\right)e^{\frac{\lambda D}{\sqrt{m}}}\right]^mP=T(P)$$

since $`P(1\mu D)e^{\mu D}P`$ for $`\mu `$. This completes the proof of the theorem. ∎

Note that Theorem 7 and Corollary 2 imply that operators in $`𝒜`$ do not decrease the span of hyperbolic polynomials. We can actually deduce an even more general result from Theorem 6 and some well-known properties of classical majorization. Recall that a function $`F:^n`$ is called Schur convex if $`F(X)F(Y)`$ for all $`X,Y^n`$ with $`XY`$ (cf., e. g., \[MO\]). Clearly, any such function is symmetric on $`^n`$ and may therefore be viewed as a function on $`^n/\mathrm{\Sigma }_n`$, where $`\mathrm{\Sigma }_n`$ denotes as before the symmetric group on $`n`$ elements. Theorem 6 and (11) yield the following conditions on the relative geometry of $`𝒵(P)`$ and $`𝒵\left(T(P)\right)`$ for $`P_n`$ and $`T𝒜^{}`$:

###### Corollary 5.

Let $`n2`$, $`P_n`$, and denote the zeros of $`P`$ by $`x_i(P)`$, $`1in`$.

1. If $`T𝒜^{}`$ then $`\mathrm{min}𝒵\left(T(P)\right)\mathrm{min}𝒵(P)`$ and $`\mathrm{max}𝒵(P)\mathrm{max}𝒵\left(T(P)\right)`$, so that $`\mathrm{\Delta }(P)\mathrm{\Delta }(S(P))`$ for any operator $`S𝒜`$. All these inequalities are strict unless $`T=S=Id_\mathrm{\Pi }`$.
2. The inequality $`(F𝒵)(P)(F𝒵)(T(P))`$ holds for any Schur convex function $`F`$ on $`^n/\mathrm{\Sigma }_n`$ and any operator $`T𝒜^{}`$. In particular, if $`f:`$ is a convex function then $`_{i=1}^nf\left(x_i(P)\right)_{i=1}^nf\left(x_i(T(P))\right)`$.

## 4. Related topics and open problems

### 4.1. Toward an analytic theory of classical majorization

Although we did not explicitly address the question of describing all operators in the monoid $`𝒜_n()`$, Problem 1 and the results of the previous sections are certainly a good motivation for studying this question. Indeed, these results show that even a partial knowledge of operators in $`𝒜_n()`$ can provide some interesting information on the relative geometry of the zeros of a hyperbolic polynomial and the zeros of its images under such operators. We therefore propose the following general problem.

###### Problem 2.

Let $`n2`$ and set $`P_{}=\{Q_nPQ\}`$ for $`P_n`$. Define the monoid $`_n=\{T𝒜_n()PT(P)\text{ if }P_n\}`$ and note that $`𝒜^{}_n`$ by Theorem 6 and that $`_nPP_{}`$ for all $`P_n`$, where $`_nP=\{T(P)T_n\}`$.

1. Is the inclusion $`𝒜^{}_n`$ strict for all $`n2`$? Describe all operators in $`_n`$.
2. Is it possible to describe classical majorization by means of the action of linear (differential) operators on hyperbolic polynomials? In other words, is it true that $`_nP=P_{}`$ for all $`P_n`$ if $`n2`$?
3. Characterize all operators in the monoid $`𝒜_n()`$.

Using Corollary 5 it is not difficult to show that $`𝒜^{}PP_{}`$ whenever $`n3`$ and $`P_n`$ is such that $`\mathrm{\Delta }(P)>0`$, where $`𝒜^{}P=\{T(P)T𝒜^{}\}`$. In particular, if $`P`$ is strictly hyperbolic then $`𝒜^{}PP_{}`$. Thus, if the answer to the first question in Problem 2 (i) were negative then it would not be possible to get a description of the spectral order on $``$ as suggested in part (ii) of Problem 2. Nevertheless, it seems likely that $`𝒜^{}_n`$ for $`n2`$.

Note also that an affirmative answer to Problem 2 (ii) would actually provide a description of classical majorization which in a way would be dual to the usual characterization by means of doubly stochastic matrices (cf. Theorem 1): the former deals with the set $`P_{}=\{Q_nPQ\}`$ while the latter deals with the “polytope” $`P_{}:=\{Q_nQP\}`$, where $`P`$ is an arbitrary polynomial in $`_n`$. We refer to \[B2\] for a further study of these questions and related topics.

### 4.2. Pencils of complex polynomials

The manifold $`𝒞_n`$ is a natural context for discussing possible extensions of the results in §1–3 to the complex case. Indeed, by analogy with the hyperbolic case we may view $`(𝒞_n,)`$ as a partially ordered set, where the ordering relation $``$ is now induced by the spectral order on $`n`$-tuples of vectors in $`^2`$ (cf. Theorem 1 and Birkhoff’s theorem). This means that zero sets of polynomials in $`𝒞_n`$ are viewed as subsets of $`^2`$ and that if $`P,Q𝒞_n`$ then $`PQ`$ if and only if $`Z(P)Z(Q)`$. The following example shows that if the partial ordering $``$ on $`𝒞_n`$ is defined in this way then one cannot expect a complex analog of Theorem 6.

###### Proposition 1.

Let $`P(z)=z^n1`$ and $`\lambda ^{}`$. If $`n5`$ and $`|\lambda |`$ is small enough then $`(1\lambda D)e^{\lambda D}P`$ and $`P`$ are incomparable as elements of the poset $`(𝒞_n,)`$.

###### Proof.

Let $`z_k(\lambda )`$, $`1kn`$, denote the zeros of $`(1\lambda D)e^{\lambda D}P`$, which we label so that $`z_k(0)=z_k:=e^{\frac{2\pi ki}{n}}`$ for $`1kn`$. Since $`z_k(\lambda )`$, $`1kn`$, are analytic functions of $`\lambda `$ in a neighborhood of 0 we can use formulas (6)–(7) to show that $`2\left(z_k(\lambda )\lambda \right)=2z_k+(n1)\overline{z}_k\lambda ^2+𝒪(\lambda ^3)`$, $`1kn`$. Hence

$$|z_k(\lambda )\lambda |=1+\frac{n1}{2}\mathrm{}\left(\overline{z}_k\lambda ^2\right)+𝒪(\lambda ^3)\text{ for }1kn.$$

It is geometrically clear that if $`n5`$ and $`\lambda 0`$ then there exist distinct indices $`k_1`$ and $`k_2`$ such that $`\mathrm{}\left(\overline{z}_{k_1}\lambda ^2\right)>0`$ and $`\mathrm{}\left(\overline{z}_{k_2}\lambda ^2\right)<0`$. This implies that if $`n5`$ and $`|\lambda |`$ is a small enough positive number then $`|z_{k_1}(\lambda )\lambda |>1`$ and $`|z_{k_2}(\lambda )\lambda |<1`$ for some $`1k_1k_2n`$. It follows that for these values of $`\lambda `$ there can be no inclusion relation between the convex hulls of the zeros of $`(1\lambda D)e^{\lambda D}P`$ and $`P`$, so that these polynomials are incomparable as elements of the poset $`(𝒞_n,)`$. ∎

We also note that the results of the previous sections concerning hyperbolic polynomials are valid only for real values of the parameter $`\lambda `$:

###### Proposition 2.

For any $`n3`$ and $`\theta (0,\pi )(\pi ,2\pi )`$ there exists $`\epsilon =\epsilon (n,\theta )>0`$ with the following property: if $`\lambda =re^{i\theta }`$ and $`r(0,\epsilon )`$ then one can find $`P_n`$ such that $`P`$ and $`(1\lambda D)e^{\lambda D}P`$ are incomparable as elements of the poset $`(𝒞_n,)`$.

###### Proof.

Given a function $`f:^2`$ and $`z`$ we shall write $`f(z)`$ instead of $`f(x,y)`$, where $`z=x+iy`$. Set $`I=(0,\pi )(\pi ,2\pi )`$ and assume first that $`\theta I\{\frac{\pi }{2},\frac{3\pi }{2}\}`$. Let $`P`$ be a strictly hyperbolic polynomial in $`_n`$ with zeros $`z_j`$, $`1jn`$, and denote the zeros of $`P\lambda P^{}`$ by $`z_j(\lambda )`$, $`1jn`$, where $`\lambda =re^{i\theta }`$ and $`r0`$. If $`r`$ is small enough we may label these zeros so that $`z_j(0)=z_j`$, $`1jn`$. Note that

$$\underset{j=1}{\overset{n}{}}\frac{z_jP^{\prime \prime }(z_j)}{P^{}(z_j)}=n(n1)\text{ and }z_j(\lambda )\lambda =z_j+\frac{z_jP^{\prime \prime }(z_j)}{2P^{}(z_j)}\lambda ^2+𝒪(\lambda ^3),\mathrm{\hspace{0.17em}1}jn,$$

by (6) and (7). Fix $`a`$ such that $`|a|>|\mathrm{cot}2\theta |`$ and consider the convex functions $`f_{\pm a}:^2`$ defined by $`f_{\pm a}(x,y)=(x+ay)^2`$. Using the above relations we get

$$\begin{array}{cc}\hfill F_{\pm a}(\lambda ):=& \underset{j=1}{\overset{n}{}}f_{\pm a}\left(z_j(\lambda )\lambda \right)\underset{j=1}{\overset{n}{}}f_{\pm a}(z_j)=r^2(\mathrm{cos}2\theta \pm a\mathrm{sin}2\theta )\underset{j=1}{\overset{n}{}}\frac{z_jP^{\prime \prime }(z_j)}{P^{}(z_j)}\hfill \\ & +𝒪(r^3)=n(n1)(\mathrm{cos}2\theta \pm a\mathrm{sin}2\theta )r^2+𝒪(r^3).\hfill \end{array}$$

Clearly, these formulas and the choice of $`a`$ show that there exists $`\epsilon _1=\epsilon _1(n,\theta )>0`$ such that $`F_a(\lambda )F_a(\lambda )<0`$ whenever $`|\lambda |(0,\epsilon _1)`$. By Theorem 1 we see that $`P`$ and $`(1\lambda D)e^{\lambda D}P`$ are incomparable with respect to the partial ordering $``$ on $`𝒞_n`$.

Let us now consider the case when $`\theta \{\frac{\pi }{2},\frac{3\pi }{2}\}`$, that is, $`\lambda =bi`$ with $`b`$. Set $`P(x)=x^nx^{n1}_n`$ and note that if $`|\lambda |`$ is small enough then there is a unique zero of $`P\lambda P^{}`$ with largest real part. We denote this zero of $`P\lambda P^{}`$ by $`z(\lambda )`$. A computation shows that $`z(\lambda )\lambda =1+(n1)\lambda ^2+𝒪(\lambda ^3)`$ and so there exists $`\epsilon _2=\epsilon _2(n)>0`$ such that $`\mathrm{}(z(\lambda ))=1(n1)b^2+𝒪(b^3)<1`$ if $`|b|(0,\epsilon _2)`$. Since $`n3`$ the polynomial $`(1\lambda D)e^{\lambda D}P`$ has at least one zero at $`\lambda `$. It follows that in this case there can be no inclusion relation between the convex hulls of the zeros of $`(1\lambda D)e^{\lambda D}P`$ and $`P`$. Thus, as in the proof of Proposition 1 we conclude that these polynomials are incomparable as elements of the poset $`(𝒞_n,)`$. To complete the proof of the proposition we simply let $`\epsilon (n,\theta )=\mathrm{min}(\epsilon _1,\epsilon _2)`$. ∎

Propositions 1 and 2 suggest that complex generalizations of Theorem 6, if any, should involve only classical majorization and real values of the parameter $`\lambda `$. Using the computations in (11) and (12) it is not difficult to show that if $`P`$ is a polynomial in $`𝒞_n`$ whose zeros have distinct real parts then there exists $`\epsilon =\epsilon (P)>0`$ such that $`\mathrm{}Z(P)\mathrm{}Z\left((1\lambda D)e^{\lambda D}P\right)`$ if $`\lambda `$ is real and $`|\lambda |\epsilon `$. Based on extensive numerical experiments we make the following conjecture.

###### Conjecture 1.

If $`T𝒜^{}`$ and $`n1`$ then for any $`P𝒞_n`$ at least one of the relations $`\mathrm{}Z(P)\mathrm{}Z\left(T(P)\right)`$, $`\mathrm{}Z\left(T(P)\right)\mathrm{}Z(P)`$ is valid.

### 4.3. The Laguerre-Pólya class of functions

There are several known extensions of majorization to infinite sequences of real numbers \[MO, p. 16\]. A natural question is whether these extensions could yield infinite-dimensional analogs of Theorem 6. For this one would need to find both a suitable set of functions in the Laguerre-Pólya class and an appropriate submonoid of $`𝒜^{}`$ that acts on this set. One could for instance consider the set of functions of genus 0 or 1 in the Laguerre-Pólya class. Indeed, using Lemmas 3.1 and 3.2 in \[CC2\] one can show that this set is closed under the action of operators in $`𝒜^{}`$. Finally, it would be interesting to know whether there are any analogs of Conjecture 1 for transcendental entire functions with finitely or infinitely many complex zeros.

### 4.4. Note added in the proof

The question of describing all linear operators that preserve the set $`\mathrm{\Pi }(\mathrm{\Omega })`$, where $`\mathrm{\Omega }`$ is a closed circular domain or the boundary of such a domain (in particular, $`\mathrm{\Omega }=`$), has been settled quite recently in \[BBS\].