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PathSignatures/documentation.m2

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@@ -43,7 +43,7 @@ Node
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ambient
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(ambient, NCPolynomialRing)
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Headline
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eported from the NCALgebra package.
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exported from the NCALgebra package.
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Node
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Key
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L = tensorArray(s)
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Description
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Text
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Returns the $k$-level component of a tensor as multi-dimensioal array, represented by a nested @TO List@.
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Returns the $k$-level component of a tensor as multi-dimensional array, represented by a nested @TO List@.
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Example
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R = QQ[t];
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X = polyPath({t,t^2});
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pwLinPath(pwlMatrix)
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Description
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Text
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Creates a piecewise lienar @TO Path@ whose increments are the columns of the given matrix.
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Creates a piecewise linear @TO Path@ whose increments are the columns of the given matrix.
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Example
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M = id_(QQ^3)
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pwLinPath(M)
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wA2 = wordAlgebra(2); -- signatures of paths in dimension 2
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wA3 = wordAlgebra(3); -- signatures of paths in dimension 3
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Text
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Then we define a path in the domain space and explicitely compute its image under the polynomial map above:
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Then we define a path in the domain space and explicitly compute its image under the polynomial map above:
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Example
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R = QQ[t];
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X = polyPath({t,t^2}) -- A path in 2 dimensional space
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Text
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In this package, tensors are represented as elements of free associative algebras, using the package @TO2 {"NCAlgebra :: NCAlgebra", "NCAlgebra"}@.
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More precisely, the free associative algebra on the alphabet $\{\texttt 1,...,\texttt d\}$ is isomorphic to the tensor algebra $T(\mathbb R^d)$ via the algebra homomorphism induced by $\texttt i \mapsto e_i$. This allows us to interpret tensors as non-commutative polynomials, or equivalently, linear combinations of words.
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Given an alphabet $l$, the free assocative algebra over it can be obtained by using @TO wordAlgebra@, where the letter corresponding to $x \in l$ is represented by $\texttt{Lt}_x$.
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Given an alphabet $l$, the free associative algebra over it can be obtained by using @TO wordAlgebra@, where the letter corresponding to $x \in l$ is represented by $\texttt{Lt}_x$.
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Example
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d = 5;
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l1 = {getSymbol "a", getSymbol "b", getSymbol "c"};
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We start with the mathematical definition, based on @HREF("#ref1","[1]")@ (where the operation is called {\em right half-shuffle}). Let
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$T^{\geq 1}(\mathbb{R}^d)$ be the vector space spanned by the non empty words on $d$ letters. Then the half shuffle $>>$ is defined
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recursively to be $$ w >> i := wi$$ for $w$ a word and $i$ a letter and $$ w >> vi := (w >> v + v >> w)\bullet i$$ for $w, v$ words
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and $i$ a letter, where $\bullet$ is the contatenation product on words.
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and $i$ a letter, where $\bullet$ is the concatenation product on words.
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Text
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As stated in the reference, the @TO shuffle@ on non empty words can be seen as a symmetrization of the half-shuffle. As a usage example, we verify this in a particular instance.
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Example
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Description
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Text
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A word $l$ on the alphabet $\{1,\dots, d\}$ is a {\em Lyndon word} if it is strictly smaller, in lexicographic order, than all of its rotations.
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To any Lyndon word we can associate an iteretaed Lie braketing $b(l)\in T(\mathbb{R}^d)$ defined iteratively as follows. If $l$ is a letter $i\in \{1,\dots, d\}$
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To any Lyndon word we can associate an iterated Lie braketing $b(l)\in T(\mathbb{R}^d)$ defined iteratively as follows. If $l$ is a letter $i\in \{1,\dots, d\}$
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we simply define $$ b(i) := e_i$$
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where as ever $e_i$ is the $i-th$ vector in the canonical basis of $\mathbb{R}^d$. For the length of $l$ greater than 1 we define $$
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b(I) := [b(I_1), b(I_2)]$$

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