text:
# The peculiar cluster HS 327 in the Large Magellanic Cloud: can OH/IR stars and carbon stars be twins?based on observations obtained at the European Southern Observatory (La Silla, Chile)

## 1 Introduction

Stars of intermediate mass ($`1`$ to 8 M) evolve along the Asymptotic Giant Branch (AGB) before ending their life as a white dwarf (Iben & Renzini 1983). The energy production during the final part of the AGB ascent normally takes place in a hydrogen shell surrounding the degenerated carbon-oxygen core, but episodically an inner helium shell ignites (thermal pulse = TP) which may cause material enriched with the products of nuclear processing such as carbon and s-process elements to enter the convective mantle. This is called $`3^{\mathrm{rd}}`$ dredge-up, and may result in a photospheric C/O ratio exceeding unity, creating a carbon star. Thus the most luminous AGB stars are expected to be carbon stars. These concepts seem to be confirmed by the observation that in clusters in the Large Magellanic Cloud (LMC) no M-type stars are found brighter than the brightest carbon star in that cluster (Aaronson & Mould 1985; Westerlund et al. 1991).

The relative efficiency of the $`3^{\mathrm{rd}}`$ dredge-up is higher for lower metallicity, leading to the prediction of a large population of carbon stars in the Magellanic Clouds (Iben 1981). Hence, the lack of observed carbon stars with luminosities greater than $`M_{\mathrm{bol}}=6`$ mag, a full magnitude below the AGB-tip luminosity, came as a surprise (Iben 1981; Costa & Frogel 1996). Several reasons for this have been suggested, of which the most promising are that carbon star formation is avoided by nuclear processing of carbon into oxygen and nitrogen at the base of the convective mantle for the most massive AGB stars (Hot Bottom Burning = HBB: Iben & Renzini 1983; Wood et al. 1983), or that luminous carbon stars become invisible at wavelengths shortward of $`1\mu `$m due to obscuration by a circumstellar dust shell as a result of intense mass loss on the TP-AGB. Recent theoretical work confirms the occurrence of HBB in massive AGB stars with LMC metallicity (Boothroyd et al. 1993; Frost et al. 1998; Marigo et al. 1998), and luminous obscured carbon stars have recently been found in the LMC (van Loon et al. 1997, 1998, 1999a,b; Trams et al. 1999a).

The luminous OH/IR star IRAS05298$``$6957 (Wood et al. 1992) was noticed by van Loon et al. (1998) to be situated in the core of the small cluster HS 327, and hence it may be possible to estimate its age by comparison of the Colour-Magnitude Diagram (CMD) with theoretical isochrones. They also serendipitously discovered a carbon star in the same cluster. This observation suggests that carbon stars and (oxygen-rich) OH/IR stars may be coeval. More TP-AGB stars have recently been identified in LMC clusters by Tanabé et al. (1997).

We have obtained optical and near-IR imaging photometry for the HS 327 cluster and surroundings, and (limited) spectroscopic observations for some of the brighter stars, in order to derive an age for the stars in the HS 327 cluster. The results are presented, and the implications for AGB evolution and carbon star formation are discussed.

## 2 Observations

### 2.1 Gunn gri-band imaging with the Dutch 0.9m

The direct imaging camera at the Dutch 0.9m telescope at La Silla, Chile, was used on the six nights of December 25 to 30, 1996, to obtain deep images of a $`3.77^{}\times 3.77^{}`$ region around the cluster HS 327, through Gunn g ($`\lambda _0=5148`$ Å, $`\mathrm{\Delta }\lambda =81`$ Å), r ($`\lambda _0=6696`$ Å, $`\mathrm{\Delta }\lambda =103`$ Å) and i ($`\lambda _0=7972`$ Å, $`\mathrm{\Delta }\lambda =141`$ Å) filters (Thuan & Gunn 1976; Wade et al. 1979). The total integration time amounts to $`3^h45^m`$ per filter, split into 5 minutes exposures to avoid saturation and to allow for refocussing in order to reach the best image quality. The pixels measure $`0.442^{\prime \prime }\times 0.442^{\prime \prime }`$ on the sky, and stellar images on the combined (shift-added) frames have a FWHM of $`1.5^{\prime \prime }`$, though some individual frames show stellar images of

<

1.1′′

<

superscript1.1′′\vbox{\hbox{$<$}\offinterlineskip\hbox{$\sim$}}1.1^{\prime\prime} FWHM. The CCD frames were reduced using standard procedures within the ESO-MIDAS package. The photometry was calibrated by means of regular observations of standard stars (see Appendix A and Sect. 3.3 for more details).

### 2.2 Ks-band imaging with SOFI at the ESO/NTT

SOFI at the ESO 3.5m NTT at La Silla, Chile, was used on February 15, 1999, to obtain a Ks-band ($`\lambda _0=2.162\mu `$m, $`\mathrm{\Delta }\lambda =0.275\mu `$m) image of HS 327 in order to identify the counterpart of IRAS05298$``$6957 and to derive accurate bolometric luminosities for the brightest stars in the vicinity of HS 327. Nine dithered images, each of $`10\times 2`$ second integration time were combined into one image with an effective integration time of 3 minutes, at an airmass of 1.322. Standard near-IR observing and data reduction techniques were employed. The sky background was derived from the median of the individual frames, and subtracted. The pixels measure $`0.292^{\prime \prime }\times 0.292^{\prime \prime }`$ on the sky, and stellar images on the final frame have a FWHM of $`1.0^{\prime \prime }`$. For photometric calibration the NICMOS standard star S 121-E ($`K_\mathrm{s}=11.781\pm 0.005`$ mag) was observed at an airmass of 1.224 by combining five shifted images, each of $`10\times 2`$ second integration time.

### 2.3 I-band spectroscopy with EMMI at the ESO/NTT

EMMI at the ESO 3.5m NTT at La Silla, Chile, was used on February 4, 1996, to obtain low-resolution (R$`500`$; grism #4) spectra between $`0.61`$ and 1.04 $`\mu `$m. The goal was to obtain a spectrum of IRAS05298$``$6957, but this was unsuccessful. However, four stars in the vicinity of IRAS05298$``$6957 were identified from their red colours on V and I-band acquisition images: $`(VI)3`$ to 4 mag, compared to normal red giants that have $`(VI)1`$ to 2 mag. One of these is a carbon star, which spectrum was published and discussed in van Loon et al. (1998). Here the results for the other three stars are presented. All spectra were exposed for 5 minutes. The CCD frames were corrected for the electronic offset (bias) and for the relative pixel response (flatfield). Wavelength calibration was performed relative to He+Ar lamp spectra. The sky-subtracted spectra were then corrected for the wavelength dependence of the instrumental response as measured from a spectrum of the standard star LTT 1020, and for atmospheric continuum extinction.

### 2.4 I-band spectroscopy with EFOSC ii at the ESO/3.6m

EFOSC ii at the ESO 3.6m telescope at La Silla, Chile, was used on July 5, 2000, to obtain a low-resolution (R$`400`$; grism #12) spectrum between 0.60 and 1.03 $`\mu `$m of a very red point source that was discovered on the Ks-band image, near HS 327. The spectrum was exposed 25 minutes. Data reduction was analogous to the EMMI spectra, but the observed standard star was LTT 7379. An appropriate filter was applied to remove charges from the impact of energetic particles. Flexure was found to be negligible. The thin, back-illuminated CCD #40 in use with EFOSC ii causes severe fringing at wavelengths λ

>

0.8μ𝜆

>

0.8𝜇\lambda\vbox{\hbox{$>$}\offinterlineskip\hbox{$\sim$}}0.8\mum. The telluric emission lines of the sky at dawn were especially bright and difficult to remove: preference was given to an accurate stellar continuum determination for λ

<

0.7μ𝜆

<

0.7𝜇\lambda\vbox{\hbox{$<$}\offinterlineskip\hbox{$\sim$}}0.7\mum, which in the crowded field allowed only small patches of sky near the object to be taken.

## 3 Analysis

### 3.1 Cluster morphology

The open cluster HS 327 (Hodge & Sexton 1966) is poor but rather compact, measuring $`0.5^{}`$ across ($`7`$ pc at the 50 kpc distance to the LMC). Close inspection of the region revealed an accompanying loose cluster of stars, that we call HS 327-E (East), at a distance of $`45^{\prime \prime }`$ from the western cluster HS 327-W originally listed by Hodge & Sexton (Figs. 1 & 2). The HS 327-E component may be identified with the small faint cluster KMK 59 (Kontizas er al. 1988), but there is some confusion: SIMBAD’s (J2000.0) $`\alpha =5^h29^m23^s\delta =69^{}55^{}18^{\prime \prime }`$ would indeed identify KMK 59 with HS 327-E, but Kontizas et al. themselves give (converted to J2000.0) $`\alpha =5^h28^m56^s\delta =69^{}55^{}28^{\prime \prime }`$, placing KMK 59 $`2.5^{}`$ to the West of HS 327-E. The Second Generation Digitized Sky Survey does not show anything obvious at Kontizas et al.’s position.

The morphology of the cluster pair becomes apparent when brightness contours are constructed from the images after smoothing by a Gaußian filter with $`\sigma =17.5^{\prime \prime }`$ (Fig. 2). HS 327 stands out most conspicuously in the g-band because bright blue field stars are relatively rare. The visible star density is highest in the i-band, where several individual bright (red) stars add detailed structure to the morphology of the cluster as well as some peaks not associated with the cluster. In the Ks-band bright stars become rare again, and only one of these (star “C”) causes a peak rivalling the cluster contours. What is most intriguing is that HS 327-W is blue, whilst HS 327-E is red.

The brightest stars are overlaid on the i-band image (Fig. 2) to aid in comparing the overall morphology with the location of individual sources. The stars for which spectra have been obtained are labelled: the carbon star (“carbon”: van Loon et al. 1998), three M-type stars (“A”, “B” and “C”), and a very red carbon star (“red”) discovered on the Ks-band image, as well as the location of the OH/IR star IRAS05298$``$6957 (cross).

The near-IR counterpart of IRAS05298$``$6957 is very prominent in the Ks-band image, but (completely) invisible in the i-band image (Fig. 3). Notice the blue star very near IRAS05298$``$6957. The 30 seconds i-band acquisition image obtained with EFOSC ii for the spectroscopy of the very red star in the same field reached the same depth thanks to the greater collecting area of the ESO/3.6m telescope and the $`1^{\prime \prime }`$ stellar images.

### 3.2 Cluster membership

IRAS05298$``$6957, the carbon star and possibly also star “A” are seen in projection against the Eastern part of the HS 327 cluster complex. How likely is their physical association with the HS 327-E cluster?

Besides IRAS05298$``$6957 itself, there are five similarly bright mid-IR point sources within a radius of $`10^{}`$ from HS 327-E, and these are probably not all obscured AGB stars. This corresponds to a surface density of $`<70`$ obscured AGB stars per square degree, or a

<

6

<

6\vbox{\hbox{$<$}\offinterlineskip\hbox{$\sim$}}6% chance coincidence of an obscured AGB star within $`1^{}`$ of HS 327-E.

Similarly, there are nine known carbon stars including the cluster member, and one additional possible carbon star, within a radius of $`10^{}`$ from HS 327-E. This corresponds to a surface density of $`100`$ carbon stars per square degree, or a 10% chance coincidence of a field carbon star within $`1^{}`$ of HS 327-E. The nearest known carbon star other than the cluster member or the very red carbon star is SHV0530080$``$695949 at $`2.7^{}`$.

Star “A” is a moderately luminous M-type star, which are less rare objects than OH/IR stars or carbon stars. Indeed, the two similar stars “B” and “C” are found within $`2^{}`$ from HS 327. With three such objects in a field $`>10\times `$ the projected size of the cluster complex, the chance of encountering star “A” within the cluster boundaries by coincidence is

<

30

<

30\vbox{\hbox{$<$}\offinterlineskip\hbox{$\sim$}}30%.

Thus it is highly likely that both the OH/IR star IRAS05298$``$6957 and the cluster carbon star are physical members of HS 327-E, and probably the M-type AGB star “A” too. The M-type stars “B” and “C” and the very red carbon star (“red”) are considered not to belong to the cluster complex, as they are all situated well outside the faintest brightness contour that isolates the double cluster from the surrounding field.

### 3.3 Spectral types

Spectra are now available for the brightest and reddest IR point sources in the field around HS 327, which can be used to confirm that these are AGB stars and to determine whether they are oxygen-rich (M-type) or carbon stars.

The spectra of stars “A”, “B” and “C” are presented in Fig. 4 in arbitrary flux units, together with their J2000.0 coordinates. The spectra are classified by comparison with Turnshek et al. (1985). They are all M-type: strong TiO absorption bands dominate, and absorption by VO becomes noticable for the cooler star “C”. The Ca ii triplet is clearly visible in all three stars, and reflects slight redshifts consistent with these stars being members of the LMC. The Ca ii strength and the estimated luminosities (Section 3.8 and Table 2) indicate they are AGB stars.

The OH/IR star IRAS05298$``$6957 was already known to be an oxygen-rich AGB star: spectra in the 3 to 14 $`\mu `$m region indicate the presence of oxygen-rich circumstellar dust (van Loon et al. 1999a; Trams et al. 1999b), and a 1.6 GHz spectrum of OH maser emission suggests LMC membership and a wind velocity of $`11`$ km s-1.

The spectrum for the “red” star is presented in Fig. 5 in arbitrary flux units, together with the J2000.0 coordinates. The reddened continuum shows weak absorption of the strongest CN series and of C2 near $`0.77\mu `$m, identifying this star unambiguously as a carbon star. The star may be only moderately carbon-rich and/or rather warm. The absence of the Ca ii triplet around $`0.86\mu `$m might indicate that the photosphere is of low metallicity altogether. It is difficult to assign a spectral sub-type, but the overall appearance and the lack of any conspicuous features that prove otherwise suggest that it is of N-type, i.e. carbon enriched by $`3^{\mathrm{rd}}`$ dredge-up on the TP-AGB. (cf. Turnshek et al. 1985; Barnbaum et al. 1996).

For the spectrum of the cluster carbon star the reader is referred to van Loon et al. (1998). They argue that it is an AGB star, which agrees with the estimated luminosity (Section 3.8 and Table 2).

### 3.4 Multi-object photometry

Multi-object photometry was performed on the images using an implementation of DAOPHOT (version ii) and ALLSTAR (Stetson 1987) within ESO-MIDAS.

The Point Spread Function (PSF) was represented by an analytic Moffat function with $`\beta =2.5`$ plus a quadratic lookup table to take into account variations in the shape of the PSF across the frame. This PSF was established using bright, relatively isolated stars in an iterative scheme involving subtraction of contaminating neighbour stars. The multi-object photometry itself comprised between several and a dozen passes (per filter) through DAOPHOT & ALLSTAR, each time subtracting already measured stars in order to also find and measure fainter and/or blended stars. This resulted in the detection of $`2.4\times 10^4`$ sources in each of the gri-bands, and $`1.0\times 10^4`$ stars in the K-band in the $`3.7\times 10^3`$ square degree area around HS327.

The photometric calibration was established by comparison of aperture photometry on the standard star images with aperture photometry on a (few) dozen bright stars in the images of the HS327 area (after subtracting contaminating neighbour stars using PSF fitting). The multiple-object PSF photometry was then scaled accordingly. The calibration of the gri-band photometry, correcting for airmass dependencies of the photometric zero point, is mainly based on the December 25 night but the photometric zero point has been checked for the other nights too (see also Appendix A). Photometric calibration errors are unlikely to exceed a few %.

The completeness and photometric errors were estimated by a restricted number of artificial star experiments. Incompleteness is mainly due to blending and/or positional discrepancies as a result of crowding. The i-band point-source extraction reaches a completeness level of 98% at $`i18.75`$ mag, dropping to 55% and 5% at $`i21.75`$ and 23.75 mag, respectively. For stars with i

>

22.25𝑖

>

22.25i\vbox{\hbox{$>$}\offinterlineskip\hbox{$\sim$}}22.25 mag the error on the photometry is

>

1

>

1\vbox{\hbox{$>$}\offinterlineskip\hbox{$\sim$}}1 mag, with magnitudes systematically too bright by

>

0.1

>

0.1\vbox{\hbox{$>$}\offinterlineskip\hbox{$\sim$}}0.1 mag. The g and r-bands go $`0.75`$ mag deeper. The K-band images reach $`K_\mathrm{s}19`$ mag.

Point-sources were cross-correlated between the different filters after geometric transformation (rotation and linear translation), using an iterative scheme with a growing search radius, and rejecting extended sources on the basis of the sharpness parameter returned by ALLSTAR.

### 3.5 Colour-magnitude diagrams

The $`i`$ versus $`(gi)`$ and $`K_\mathrm{s}`$ versus $`(iK_\mathrm{s})`$ CMDs are given in Fig. 6 for the HS327 cluster and surrounding field. The cluster boundaries were defined by a rectangular box encompassing the faintest solid i-band contour in Fig. 2. The red stars for which spectra have been obtained are labelled, and the location of the AGB, RGB and Main Sequence are indicated. The Ks-band image barely reaches as faint as the Main Sequence. The reddening vector is determined by convolving the extinction curve compiled by Mathis (1990) with a Vega model (Kurucz 1993), yielding extinction coefficients $`A_\lambda /A_V=1.094`$, 0.796, 0.621 and 0.112 for the gri- and Ks-bands, respectively. Stars of other spectral types have somewhat different extinction coefficients, especially at shorter wavelengths. Kurucz (1993) and Fluks et al. (1994) spectra are used to transform the isochrones of Bertelli et al. (1994) into CMDs, taking into account the filter and CCD response curves. The metallicity of the intermediate-age population is assumed to be \[metals/H\]$`=0.4`$ (typical for the LMC).

The field contains stars with ages ranging from $`0.1`$ to $`10`$ Gyr. The age of the oldest stars is not very accurate because isochrones for stars of such ages do not differ much in colours and the photometry becomes incomplete above the Main Sequence turn-off for stars older than a few Gyr. Also, the reddening of the stars with respect to the isochrones is a priori unknown, although the general look of the CMDs suggests a visual extinction of no more than a few 0.1 mag.

### 3.6 Colour-colour diagrams

Colour-colour diagrams have the potential to identify stars with particular spectral signatures, such as carbon stars. In oxygen-rich cool stars the g-, r- and i-bands include TiO absorption, with the i-band also including VO absorption that is present in the coolest stars. In carbon stars the g-band includes C2 absorption, and the r- and i-bands include CN absorption (stronger in the i-band). The Ks-band mainly measures the continuum.

The carbon stars indeed exhibit somewhat different colours from the M-type stars (Fig. 7). Carbon stars may have bluer $`(gi)`$ colours than M-type stars if they do not have very strong C2 bands that absorb in the g-band, because the g-band intensity of M-type stars is suppressed by TiO absorption. As can clearly be seen in the synthetic, solar-metallicity M-type spectra from Fluks et al. (1994), the coolest M-type stars have relatively red $`(iK_\mathrm{s})`$ for their $`(gi)`$ colours due to the TiO and VO absorption that affects the i-band. The same happens for the carbon stars, but now it is due to the CN absorption in the i-band.

There is only a small mismatch between the synthetic colours for M0 to M3 stars and the observed red giant sequence. This may be due to differences in metallicity or slight inaccuracies in the synthetic models. The observed stars redder than these early-M type stars — including the three M-type stars A, B and C — are not represented by the synthetic sequence. This may be due to the spectral-type dependence of the inter- and circumstellar reddening, which is especially important for intrinsically red objects towards the blue wavelengths. Large-amplitude pulsation of AGB stars may be responsible for weaker TiO absorption bands in the i-band (Schultheis et al. 1998). It may be noted that spectra are available for nearly all late-type AGB stars in the field, and that there are no strong candidates for carbon stars that have escaped notice other than the two identified.

### 3.7 Mid-IR photometry

Mid-IR images at wavelengths of 4.5, 6.7, 12 and 14.3 $`\mu `$ exist that cover the HS 327 area. These were obtained with the CAM instrument onboard ISO for the ISOGAL (Omont et al. 1999) and mini-survey (Loup et al. 1999) projects. The details of observation and data reduction as well as the catalogue with point source photometry will be described in a subsequent paper by Loup et al.

Only very few objects in the HS 327 area are bright enough in the mid-IR to have been detected by these ISO observations. Amongst these, IRAS05298$``$6957, the carbon star, the “ABC” stars and the very red star are all detected in at least one of the mid-IR passbands, which can be used to better determine their bolometric luminosities. These stars also constitute six of the seven brightest stars in the K-band. Besides these stars that we had already identified as bright red giants on the basis of shorter wavelength data, no other such stars appear in the mid-IR images of the HS 327 area.

The mid-IR photometry is summarised in Table 1. Stars A and B and the carbon star are too faint and/or too close to IRAS05298$``$6957 to have been included in the Loup et al. catalogue that was compiled using a homogeneous automatic multiple-object photometry procedure. Photometry is obtained by aperture photometry on the original images. The magnitudes follow the IRAS/ISO convention, with zero magnitudes of the LW1 (4.5 $`\mu `$m), LW2 (6.7 $`\mu `$m), LW10 (12 $`\mu `$m) and LW3 (14.3 $`\mu `$m) filters corresponding to 181.8, 89.5, 34.7 and 20.7 Jy, respectively. Additional near- and mid-IR photometry and spectroscopy for IRAS05298$``$6957 can be found in Trams et al. (1999). This object was also detected by MSX (Price & Witteborn 1995) at 0.27 Jy in Band A (Egan et al. 1999), centred at 8.3 $`\mu `$m (range: 6.8 to 10.9 $`\mu `$m). Inspection of the MSX images (http://www.ipac.caltech.edu/ipac/msx/msx.html) reveals that IRAS05298$``$6957 was also detected in Band D, centred at 14.6 $`\mu `$m, and that the red field carbon star was marginally detected at $`0.03`$ Jy in Band A (below the nominal sensitivity limit). This is all consistent with the ISO photometry. The optical, near- and mid-IR photometry in Table 1 was gathered at different epochs, which is important because IRAS05298$``$6957 — and possibly the other red stars as well — is a long-period variable star with a K-band amplitude of $`2`$ mag (Wood et al. 1992). LW2 and LW10 observations are available for two epochs, for which the photometry was averaged.

The photometric SEDs of the six red stars near HS 327 are plotted in Fig. 8. IRAS05298$``$6957 is optically invisible because of the severe circumstellar extinction by its massive dust envelope, whose emission produces a strong IR excess. The cluster carbon star does not suffer from much circumstellar extinction, but some IR excess emission is visible at the longest wavelengths. The field carbon star (“red”) does experience significant extinction, but it is yet unclear whether it is of interstellar or of circumstellar origin. The three M giants are not noticeably reddened nor do they exhibit IR excess emission, and their mass-loss rates must therefore be very low: M˙

<

108˙𝑀

<

superscript108\dot{M}\vbox{\hbox{$<$}\offinterlineskip\hbox{$\sim$}}10^{-8} M yr-1 (see van Loon et al. 1999b). The derivation of accurate mass-loss rates requires additional photometry at wavelengths of $`\lambda 20`$ to 60 $`\mu `$m.

### 3.8 Luminosities

Bolometric luminosities (Table 2) are estimated by integrating under the SED. The luminosity derived for IRAS05298$``$6957 here is consistent with the more complete derivation of the bolometric luminosity given by van Loon et al. (1999b): $`M_{\mathrm{bol}}=5.21`$ to $`6.72`$ mag. It is certainly the most luminous AGB star in the field. Both the cluster and field carbon stars are a few times less luminous, with luminosities typical for optically bright carbon stars (Costa & Frogel 1996). The red field star is less luminous than obscured carbon stars detected by IRAS (van Loon et al. 1997, 1998, 1999a,b).

### 3.9 Search for short-period variable stars

The imaging data comprises six nights of intensive observation, which would, in principle, allow the detection of variability on timescales of a few days and with amplitudes of the order of several tenths of a magnitude, e.g. Cepheids. To this aim we investigated the 46 individual r-band images, using only a single pass through DAOPHOT & ALLSTAR. The $`4^{\mathrm{th}}`$ epoch (December 25) was taken as a reference, for it contained the largest number of extracted stars (4868). Of these, 3706 were recovered at least once more during the time series. The relative photometric calibration between the different epochs was improved by subtracting a baseline constructed from 146 stars that had been recovered at $`30`$ epochs. All lightcurves were then checked by eye for variability. No convincing variable star candidates could be identified: a selection of $`50`$ best cases were all consistent with variations due to inaccuracies in the source extraction and photometry.

## 4 Discussion

### 4.1 The age of the HS 327 cluster

It is difficult to assess ages of the individual cluster stars. The locations in the CMD of the cluster carbon star and star “A” suggest ages of $`t<1`$ Gyr for these stars, depending on the exact amount of interstellar reddening. For IRAS05298$``$6957 an age cannot be derived directly from the CMD because of the difficulty to correct for its circumstellar extinction. It’s luminosity of log(L/L)

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4.3𝑙𝑜𝑔𝐿subscript𝐿direct-product

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4.3log(L/L_{\odot})\vbox{\hbox{$>$}\offinterlineskip\hbox{$\sim$}}4.3 and likely evolutionary state at the very tip of its AGB suggests an age of t

<

500𝑡

<

500t\vbox{\hbox{$<$}\offinterlineskip\hbox{$\sim$}}500 Myr (Bertelli et al. 1994).

The best indicators for the cluster age in the optical CMD are: (i) The compact red clump at $`(gi)=1.1`$, $`i=18.2`$ and $`(iK_\mathrm{s})=1.2`$, $`K_\mathrm{s}=16.8`$ represents stars with ages 1

<

t<101

<

𝑡101{\vbox{\hbox{$<$}\offinterlineskip\hbox{$\sim$}}}t<10 Gyr; (ii) The bulk of the Main Sequence stars for which photometry could be extracted have ages of a few Gyr, but the data is incomplete for Main Sequence stars that are older; (iii) An extension of the Main Sequence to younger stars with ages t

>

2×108𝑡

>

2superscript108t{\vbox{\hbox{$>$}\offinterlineskip\hbox{$\sim$}}}2\times 10^{8} yr; (iv) Luminous AGB stars with ages of a few $`\times 10^8`$ yr.

It is difficult to disentangle field and cluster due to the low contrast in stellar density (Figs. 1 & 6). In order to estimate whether the cluster belongs to the dominant field population of a few Gyr, or to the sparse younger field population of a few hundred Myr, statistics are obtained about the relative frequency of stars of different classes as defined in the CMD (Fig. 9): Main Sequence stars of a few Gyr (MS0), $`t500`$ Myr to 1 Gyr (MS1) and $`t200`$ to 500 Myr (MS2); red clump stars, RGB stars of similar ages as the red clump stars, and AGB stars that generally represent ages of several hundred Myr. The counts are normalised to their sum (Table 3), and compared between cluster and field taking into account the differences in area.

Although the statistics are not striking, the different classes of stars all suggest that the cluster is associated with the younger population of a few hundred Myr (that is also present in the field), and that the older population of a few Gyr belongs entirely to the field. The statistics of the AGB stars and youngest Main Sequence stars in particular favours the interpretation of HS 327 having an age of $`t200`$ Myr. This agrees with the age of $`t160\pm 20`$ Myr as derived by Pietrzyński & Udalski (2000a,b), which happens to correspond to an epoch of intensified star formation that also seems to have occurred in the field surrounding HS 327.

AGB stars seem to be relatively abundant within the cluster. As a simple consistency check, the number $`N_{\mathrm{MS}}`$ of Main-Sequence stars within a certain mass interval $`[M_1,M_2]`$ may be compared to the number $`N_{\mathrm{post}}`$ of post-Main Sequence stars within the mass interval $`[M_3,M_4]`$, where $`M_2=M_3=3.3`$ M the current (200 Myr) Main-Sequence Turn-Off mass, and $`M_4=4.0`$ M the Main-Sequence progenitor mass corresponding to the current tip of the AGB (Bertelli et al. 1994). Assuming a Salpeter Initial Mass Function (Salpeter 1955)

$$\frac{\mathrm{d}N}{\mathrm{d}M}=\xi M^{2.35}$$
(1)
the observed $`N_{\mathrm{MS}}=12`$ for $`M_1=2.2`$ M (500 Myr: MS2) predicts $`N_{\mathrm{post}}=5`$, and the observed $`N_{\mathrm{MS}}=81`$ for $`M_1=1.75`$ M (1 Gyr: MS1+MS2) predicts $`N_{\mathrm{post}}=14`$. These very rough estimates agree reasonably well with the observed $`N_{\mathrm{post}}15`$ (“AGB”). There are two TP-AGB stars (the carbon star and the OH/IR star) where less than one would be expected, but this is a bias as the cluster was studied exactly for reason of the presence of these two stars.

### 4.2 Cluster binarity

The LMC contains several populous binary clusters (Dieball et al. 2000; Dieball & Grebel 2000). HS 327 appears double (see also Pietrzyński & Udalski (2000a,b), showing that binarity also occurs amongst sparse open clusters. The moderate age of HS 327 implies that such clusters can resist tidal disruption for some while, although we do not know of course how many of HS 327’s members have already been stripped off in the past.

There is some indication for a difference in the stellar content of the West and East components: HS 327-E is redder, or rather brighter in the $`K_\mathrm{s}`$ band. An analysis as performed in Table 3 but now comparing the East and West components of HS 327 suggests that HS 327-W might be somewhat younger than HS 327-E. Perhaps star formation in the West part was triggered by momentum input into the ISM by massive evolved stars in the East part. This result is not statistically significant, though, and Pietrzyński & Udalski (2000a,b) derive ages that are equal to within $`50`$ Myr.

### 4.3 Progenitor masses of carbon stars and OH/IR stars

The obscured oxygen-rich AGB star IRAS05298$``$6957 is more luminous than the cluster carbon star, which in its turn is more luminous than the oxygen-rich cluster star “A”. Because these three stars have formed simultaneously, the sequence in luminosities strongly suggests a sequence in evolutionary state as a result of a sequence in progenitor mass, with IRAS05298$``$6957 the most evolved and with the most massive progenitor. How can the sequence in chemistry be understood?

Intermediate-mass AGB stars become carbon stars as $`3^{\mathrm{rd}}`$ dredge-up becomes effective on the upper AGB. This process is counteracted upon in massive AGB stars by carbon burning at the base of the convective mantle (HBB). Clearly, the progenitor mass of the cluster carbon star must be high enough to support $`3^{\mathrm{rd}}`$ dredge-up but too low for the onset of HBB, whilst the progenitor of IRAS05298$``$6957 was sufficiently massive for HBB to occur. Star “A” has yet to experience (enough) thermal pulses to become a carbon star.

The cluster age of $`t200`$ Myr implies a progenitor mass of $`M_{\mathrm{MS}}4.0`$ M for stars currently at the tip of the AGB (Bertelli et al. 1994). The range in progenitor masses of stars along the AGB is less than 0.1 M. Hence the first direct measurement for the threshold mass above which HBB occurs indicates MHBB

>

4.0subscript𝑀HBB

>

4.0M_{\rm HBB}{\vbox{\hbox{$>$}\offinterlineskip\hbox{$\sim$}}}4.0 M.

This agrees well with current stellar evolution models. The lower and higher mass limits for carbon star formation in the LMC are currently believed to be $`M_{\mathrm{low}}1.2`$ and $`M_{\mathrm{high}}4`$ M, respectively (Groenewegen & de Jong 1993; Marigo et al. 1999). Ventura et al. (1999) show that stars with $`M_{\mathrm{MS}}3.8`$ M first go through a short ($`\mathrm{\Delta }t30,000`$ yr) J-type (13C-enhanced) carbon star phase before HBB converts them back into oxygen-rich stars. Because of the short lifetime and the lack of evidence for 13C enhancement, it is unlikely that the cluster carbon star is currently going through this peculiar evolutionary phase. It is possible that IRAS05298$``$6957 may have done so in the past, though.

However, as the referee rightfully pointed out, it is difficult to reconcile the low luminosity of the cluster carbon star with a 4 M TP-AGB star. Stellar evolution models (Marigo et al. 1999) predict that for a star with $`M_{\mathrm{MS}}4.0`$ M the onset of the TP-AGB occurs around $`M_{\mathrm{bol}}6`$ mag. The luminosity of the cluster carbon star of $`M_{\mathrm{bol}}4.7`$ mag would rather suggest MMS

<

3.0subscript𝑀MS

<

3.0M_{\rm MS}{\vbox{\hbox{$<$}\offinterlineskip\hbox{$\sim$}}}3.0 M. The star may have been fainter than average due to either stellar surface pulsations, a post-TP luminosity dip or both, but it is unlikely that this would account for a difference of $`1.3`$ mag. It is also possible, but unlikely, that the carbon star is not a cluster member. We therefore suggest that current stellar models over-estimate the core mass (i.e. luminosity) at which AGB stars with $`M_{\mathrm{MS}}4.0`$ M start to experience $`3^{\mathrm{rd}}`$ dredge-up.

###### Acknowledgements.

We are grateful for generous allocation by ESO of Director’s Discretionary Time. This work has benefitted from the use of the SIMBAD database, operated at CDS, Strasbourg, France, and the Second Generation Digitized Sky Survey, produced at the Space Telescope Science Institute under U.S. Government grant NAG W-2166 and based on photographic data obtained using the Oschin Schmidt Telescope on Palomar Mountain and the UK Schmidt Telescope. We thank Fernando Comerón for help with the SOFI observations and for reading an earlier version of the manuscript. We also thank the referee for her/his valuable suggestions. O Jacco se sente muito afortunado ser gémeos unidos com o anjinho Joana.

## Appendix A Photometric standard stars

The standard stars used for the photometry in the Gunn system are listed in Table A1, together with their magnitudes from the literature (Thuan & Gunn 1976; Wade et al. 1979) and from our observations during the five nights from December 25 to 29, 1996. Of these, HD 19445 and BD$`+`$21 607 are used as primary standards because these are the only stars in our set that have known i-band magnitudes. Ross 683 and especially Ross 889 showed the largest discrepancies with respect to the full set of standard stars, and their use as standard stars may therefore be questioned. Ross 374 and Ross 786 were found to be in good agreement with their literature magnitudes. The magnitudes determined here are accurate to $`0.01`$ mag.


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# Reconstruction from projections using dynamics: Non-Stochastic Case

## 1 Introduction.

Reconstructing a series of 3 dimensional density distributions from a finite number of 2 dimensional measurements is impossible unless prior assumptions of some sort are used . The difficulty comes from the fact that, without fairly strict assumptions, many different density fields project to the same radiograph. To state this another way, a radiographic measurement device, thought of as a projection operator, has a nontrivial null space. Our approach in this paper is to discretize the object space and the radiograph (measurement) space. We then combine a sequence of radiographic measurements into one super-measurement. Combined with the operator which determines dynamics, the single time projection operator can be turned into an extended projection operator that maps a sequence of objects into a super-measurement. Due to the dynamical constraints, the dimension of the object sequence space does not grow as the length of that sequence increases. On the other hand, the size of the data space (the space of super-measurements) does, implying that eventually, the extended projection operator has a trivial null space.

Now a look ahead. In section 2, we briefly outline the problem. Section 3 outlines the notation used for the rest of the paper. In section 4 we introduce the problem in it’s linear setting. The key notion turns out to be that of *transversality* which we recall in section 5. In this section, we also introduce and prove a theorem which bounds how slowly the dimension of the projection operator null space decreases as the number of measurements incorporated in the super-measurement goes up. There is a lower bound on the number of measurements that are needed to get a unique inversion. If $`q=`$ (dimension of the object space) $`÷`$ (dimension of the measurement space), then the lower bound is simply $`q`$ – the smallest integer greater or equal to $`q`$. We will say that a particular combination of linear system, $`L`$ and measurement projection, $`P`$ has the optimal reduction property if the number of measurements needed to get an unique inversion equals this lower bound. Section 6 looks at the prevalence of linear systems which (w.r.t. a fixed $`P`$) having the optimal reduction property. Next, in section 7, we outline a proof of the extension of one of the results to the case of nonlinear dynamics. The relation to known results is discussed in section 8. We look at a few numerical examples in section 9 and begin to explore the relationship between over-determination and noise reduction. We close with a summary and discussion.

## 2 The Problem

Radiographic experiments measuring very fast events typically produce data consisting of a sequence of 2-d projections. These 2-d projections are created by bombarding some 3-d distribution of density – the object – with penetrating radiation of some sort such as high-energy x-rays or protons. The number of angles at which the data is taken is typically 1. We idealize this to get the following model. The object will be a point $`x`$ in an object space $`X`$ which changes from measurement to measurement as dictated by a linear operator $`L`$, acting on $`X`$. The measurements $`d`$ which lie in the measurement space $`D`$ will be generated by the action of a measurement or projection operator $`P`$. Thus, if the object and measurement at time $`t`$ are denoted $`x_t`$ and $`d_t`$ respectively, we can express the actions of the operators $`L`$ and $`P`$ in the following way: $`x_{t+1}=L\left(x_t\right)`$ and $`d_t=P\left(x_t\right)`$. See figure 1.

We define the extended (or experimental) spaces to be the product spaces $`\stackrel{~}{X}X^T`$ and $`\stackrel{~}{D}D^T`$ where T is the number of observation times in a particular experiment. If we have a particular sequence of points in the object space, then this sequence is a single point $`\stackrel{~}{x}=(x_1,x_2,\mathrm{},x_T)`$ in $`\stackrel{~}{X}`$. The measurement process produces a point $`\stackrel{~}{d}=(d_1,d_2,\mathrm{},d_T)`$ in the extended (or super-)measurement space $`\stackrel{~}{D}`$. This can be succinctly expressed using the extended projection operator $`\stackrel{~}{P}P^T`$ since then $`\stackrel{~}{d}_t=\stackrel{~}{P}\left(\stackrel{~}{x}_t\right)`$.

If A is defined to be the T-1 by T block matrix,

$$\left[\begin{array}{cccccc}\hfill L& \hfill I& \hfill 0& \hfill 0& \hfill \mathrm{}& \hfill 0\\ \hfill 0& \hfill L& \hfill I& \hfill 0& \hfill \mathrm{}& \hfill 0\\ \hfill 0& \hfill 0& \hfill L& \hfill 0& \hfill \mathrm{}& \hfill 0\\ \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill 0& \hfill 0& \hfill 0& & \hfill L& \hfill I\end{array}\right]$$

then the null space of this operator, denoted $`N_A`$, is exactly the set of elements of $`\stackrel{~}{X}`$ which satisfy the dynamics. That is, $`N_A=\left\{\stackrel{~}{x}\stackrel{~}{X}\right|x_{t+1}=Lx_t\text{ where }\stackrel{~}{x}=(x_1,x_2,\mathrm{},x_T)\}`$.

Let $`N_{\stackrel{~}{P}}`$ be denote the null space of $`\stackrel{~}{P}`$. The inverse problem is now solvable when $`N_AN_{\stackrel{~}{P}}=\left\{0\right\}`$.

## 3 Notation

We now establish the notation we will use throughout, except in section 7 where we find it more convenient to modify the notation. This section should be used as a reference.

The number of radiographs.

The Space of objects - we will use $`^n`$.

An element of $`X`$.

$`X^T=X\times X\times \mathrm{}\times X`$.

An element $`(x_1,\mathrm{},x_T)`$ of $`\stackrel{~}{X}`$.

The space of radiographs - we will use $`^m`$.

An element of $`D`$.

$`D^T=D\times D\times \mathrm{}\times D`$.

An element $`(d_1,\mathrm{},d_T)`$ of $`\stackrel{~}{D}`$.

The linear operator on $`X`$ that gives the dynamics: $`x_{i+1}=L\left(x_i\right)`$.

The projection (measurement) operator $`P:XD`$. We assume that $`P`$ is full rank since otherwise we may choose a smaller $`D`$ and consider $`P`$ with this restricted range to get a full rank $`P`$.

The null space of $`P`$.

The dimension of the null space of $`P`$.

The extended or product projection operator $`\stackrel{~}{P}:\stackrel{~}{X}\stackrel{~}{D}`$.

$$\stackrel{~}{P}=\left[\begin{array}{cccccc}\hfill P& \hfill 0& \hfill 0& \hfill 0& \hfill \mathrm{}& \hfill 0\\ \hfill 0& \hfill P& \hfill 0& \hfill 0& \hfill \mathrm{}& \hfill 0\\ \hfill 0& \hfill 0& \hfill P& \hfill 0& \hfill \mathrm{}& \hfill 0\\ \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill 0& \hfill 0& \hfill 0& & \hfill 0& \hfill P\end{array}\right]$$

An operator from $`\stackrel{~}{X}`$ to $`X^{T1}`$

$$\left[\begin{array}{cccccc}\hfill L& \hfill I& \hfill 0& \hfill 0& \hfill \mathrm{}& \hfill 0\\ \hfill 0& \hfill L& \hfill I& \hfill 0& \hfill \mathrm{}& \hfill 0\\ \hfill 0& \hfill 0& \hfill L& \hfill 0& \hfill \mathrm{}& \hfill 0\\ \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill 0& \hfill 0& \hfill 0& & \hfill L& \hfill I\end{array}\right]$$

null space of $`A`$

$`\stackrel{~}{P}\left(N_A\right)`$.

The Cartesian product $`A\times \mathrm{}\times C`$.

And we use the following standard notation.

The dimension of the space or subspace H

The orthogonal complement of $`M`$.

And the almost standard notation …

$`S`$ intersects $`Q`$ transversely.

with the slight twist that when $`S`$ and $`Q`$ are subspaces, the intersection always includes the zero vector. So for example, a transverse intersection of two 1-dimensional subspaces of $`R^3`$ is just {$`0`$}, instead of empty intersection as would be the case for two 1-dimensional curves in $`R^3`$.

## 4 Linear Stationarity implies easy solutions

Suppose now that $`X=^n`$. Pick a basis for $`X`$, $`\left\{b_i\right\}`$ where $`i=1\mathrm{}n`$. Then $`N_A`$ is spanned by $`\stackrel{~}{b}_i\stackrel{~}{X}`$ where $`\stackrel{~}{b}_i=(b_i,L\left(b_i\right),\mathrm{},L^{T1}\left(b_i\right))`$. For example, suppose that the linear operator $`L`$ has a complete set of eigenvectors $`\left\{\omega _i\right\}`$, where $`i`$ goes from $`1`$ to $`n`$. Then $`N_A`$ is spanned by $`\stackrel{~}{\omega }_i\stackrel{~}{X}`$ where $`\stackrel{~}{\omega }_i=(\omega _i,L\left(\omega _i\right),\mathrm{},L^{T1}\left(\omega _i\right))=(\omega _i,\lambda _i\omega _i,\mathrm{},\lambda _i^{T1}\omega _i)`$.

Now suppose that $`D=^m`$. Form $`E_{\stackrel{~}{b}}`$, the $`n`$ by $`mT`$ matrix where row $`i`$ is $`\stackrel{~}{b}_i=(b_i,L\left(b_i\right),\mathrm{},L^{T1}\left(b_i\right))`$. We then have that the inverse problem of getting $`\stackrel{~}{x}`$ from $`\stackrel{~}{P}\left(\stackrel{~}{x}\right)`$ has a unique solution iff the rank of $`E_{\stackrel{~}{b}}`$ is $`n`$. (This is virtually identical to the usual test for observability from control theory, except that I am not assuming that $`T=n`$. See for example  p. 178 or  p. 271). We would like to know how big T needs to be: how many measurements do we need? In the next section we begin to answer this question with an upper bound on T provided the null space of $`P`$ and $`L`$ do not have a special relation.

Before we do this, let us look at $`N_AN_{\stackrel{~}{P}}`$ a little more carefully. If the “true” sequence in $`\stackrel{~}{X}`$ is $`\stackrel{~}{x}^{}`$ and we have measured $`\stackrel{~}{d}^{}=\stackrel{~}{P}\left(\stackrel{~}{x}^{}\right)`$, then anything in $`N^T`$ can be added to $`\stackrel{~}{x}^{}`$ without changing the observed data $`\stackrel{~}{P}\left(\stackrel{~}{x}^{}\right)`$. But since we are only interested in those null sequences that also satisfy the dynamics, we can restrict ourselves to $`n^{}`$ satisfying,

$$n^{}=(n_1,n_2,\mathrm{},n_T)[N,NL\left(N\right),NL\left(NL\left(N\right)\right),NL\left(NL\left(NL\left(N\right)\right)\right),\mathrm{}],$$

where we are using $`[A,B,\mathrm{},C]`$ to denote $`A\times B\times \mathrm{}\times C`$. For ease of reference let

$$\begin{array}{cc}N_1\hfill & N\hfill \\ N_2\hfill & NL\left(N_1\right)\hfill \\ N_3\hfill & NL\left(N_2\right)\hfill \\ \mathrm{}\hfill & \mathrm{}\hfill \\ N_T\hfill & NL\left(N_{T1}\right).\hfill \end{array}$$

This permits us to rewrite the above expression for $`n^{}`$:

$$n^{}=(n_1,n_2,\mathrm{},n_T)[N_1,N_2,\mathrm{},N_T].$$

Now assume that $`L`$ is invertible. If $`N_T=\left\{0\right\}`$, it follows that $`E_{\stackrel{~}{b}}`$ has rank $`=n`$ and $`N_AN_{\stackrel{~}{P}}=\left\{0\right\}`$. If $`L`$ is not invertible, then $`N_T=\left\{0\right\}`$ does not imply that $`N_AN_{\stackrel{~}{P}}`$ is trivial since $`N_AN_{\stackrel{~}{P}}=\left\{\text{all possible values of}(L^1\left(L^1\left(\mathrm{}L^1\left(0\right)\mathrm{}\right)\right),\mathrm{},L^1\left(0\right),0)\right\}`$. Therefore, trivial $`N_T`$ is a necessary but insufficient condition for the invertibility of the data $`\stackrel{~}{d}^{}`$ when $`L`$ is not invertible.

Remark: Note that $`n^{}=(n_1,n_2,\mathrm{},n_T)[N,NL\left(N\right),NL\left(NL\left(N\right)\right),\mathrm{}]`$ is actually more than the set of “null” solutions. It turns out to be small enough to meet our needs.

## 5 Transversality is (more than) enough

We now study how the dimension of $`N_k`$ depends on $`k`$. What conditions imply that eventually dim($`N_k`$) becomes $`0`$ for some $`k`$? How prevalent are the $`L`$’s for a fixed $`P`$ that have $`T^F`$ { minimal T such that $`N_{T1}=\left\{0\right\}`$ } = $`n/d`$. That is, how prevalent are the $`L`$’s having the optimal reduction property?

Let us begin by reiterating the definitions of the $`N_k`$.

$$\begin{array}{cc}N_1\hfill & N\hfill \\ N_2\hfill & NL\left(N_1\right)\hfill \\ N_3\hfill & NL\left(N_2\right)\hfill \\ \mathrm{}\hfill & \mathrm{}\hfill \\ N_T\hfill & NL\left(N_{T1}\right).\hfill \end{array}$$

If $`G`$ and $`H`$ are linear subspaces of $`J`$ then the only situation stable to small perturbations is that the intersection of $`G`$ and $`H`$ has minimal dimension. That is, we expect dim($`GH`$) = dim($`G`$) + dim($`H`$) - dim($`J`$) where a non-positive result indicate the trivial intersection of dimension zero. If this is the case we shall say that $`G`$ and $`H`$ are transverse and will write this as $`GH`$.

Referring to the above definitions of the $`N_k`$’s we see that these sets decrease in size at the maximum allowable rate if the intersections defining them are transverse. For example, if as above,dim($`X`$) = $`n`$ and dim($`N`$) = $`p`$, transverse intersections imply that the sequence of dimensions is $`p`$ , $`p+pn`$ , $`p+p+pnn`$ ,… or if we note that $`d=np`$ then the sequence is $`p`$ , $`pd`$ , $`p2d`$ , $`p3d`$ ,… and we get that dim($`N_{n/d}`$) = $`0`$ (Remember that we are assuming that $`P`$ is full rank.)

Suppose that the intersections are not transverse. Then we still have the following lower bound on the rate at which the dimension of the $`N_i`$’s decrease.

###### Theorem 1 (Minimal Reduction Theorem).

If there is no nontrivial subspace $`G`$ of $`N`$ such that $`L(G)G`$ then for $`idimN+1`$, dim($`N_i`$) $``$ dim($`N`$)$`i+1`$.

###### Proof.

Assuming for the moment, that $`N_{i+1}N_i`$, we get that $`dimN_{i+1}dimN_i`$. Then, if $`dimN_{i+1}=dimN_i`$, we conclude that $`N_i=N_{i+1}`$. By definition of $`N_{i+1}`$, we then have $`N_i=NL\left(N_i\right)`$ so $`N_iL\left(N_i\right)`$, hence $`dimN_idimL\left(N_i\right)`$. Since $`L`$ is a linear operator, $`dimL\left(N_i\right)dimN_i`$ holds as well, so $`N_i=L\left(N_i\right)`$. But $`N_i`$ is a subspace of $`N`$, so it follows that $`N_i=\left\{0\right\}`$. This means that $`dim\left(N_{i+1}\right)=dim\left(N_i\right)`$ only if $`N_i=\left\{0\right\}`$ so that $`dim\left(N_{i+1}\right)dim\left(N_i\right)1`$ if $`dim\left(N_i\right)0`$. This implies our monotonically decreasing upper bound for the dimensions of the $`N_i`$.

To see that $`N_{i+1}N_i`$: we use induction. We have $`N_2=NL\left(N\right)N=N_1`$, so $`N_2N_1`$. If $`N_{k+1}N_k`$, then $`N_{k+2}=NL\left(N_{k+1}\right)NL\left(N_k\right)=N_{k+1}`$.

Can one find such a bad example? Yes! Consider the case in which $`X=^6`$ and

$$L=\left[\begin{array}{cccccc}0& 0& 0& 0& 0& 1\\ 1& 0& 0& 0& 0& 0\\ 0& 1& 0& 0& 0& 0\\ 0& 0& 1& 0& 0& 0\\ 0& 0& 0& 1& 0& 0\\ 0& 0& 0& 0& 1& 0\end{array}\right]$$

$$P=\left[\begin{array}{cccccc}1& 0& 0& 0& 0& 0\\ 0& 1& 0& 0& 0& 0\end{array}\right]$$

Then we get that N is given by

$$N=\left[\begin{array}{c}0\\ 0\\ x\\ x\\ x\\ x\end{array}\right]$$

where the $`x`$’s can be any value. This gives

$`N_1`$ $`=\left[\begin{array}{c}0\\ 0\\ x\\ x\\ x\\ x\end{array}\right]N_2`$ $`=\left[\begin{array}{c}0\\ 0\\ 0\\ x\\ x\\ x\end{array}\right]N_3`$ $`=\left[\begin{array}{c}0\\ 0\\ 0\\ 0\\ x\\ x\end{array}\right]N_4`$ $`=\left[\begin{array}{c}0\\ 0\\ 0\\ 0\\ 0\\ x\end{array}\right]N_5`$ $`=\left[\begin{array}{c}0\\ 0\\ 0\\ 0\\ 0\\ 0\end{array}\right]`$ (31)
## 6 Optimal Dynamics are generic

We now present and prove a theorem that addresses the point of how prevalent operators having the optimal reduction property are. In fact as the title of this section suggests, optimal $`L`$ are generic. By generic we mean open and dense (not residual).

In the following proof, we will use $`d_A`$ to denote dim($`A`$). Since the set of all invertible $`\widehat{L}`$ in $`𝔗`$ is open and of full measure in $`^{\left(T1\right)n^2}`$ we shall assume that $`\widehat{L}`$ is invertible throughout the proof. We shall also use the fact that for invertible $`L`$, $`L\left(AL\left(B\right)\right)=L\left(A\right)L^2\left(B\right)`$.

###### Theorem 2 (Extended Linear Transverse Intersection Theorem).

If the set of operators $`\widehat{L}=(L_1,L_2,\mathrm{},L_{T1})`$ is identified with $`^{(T1)n^2}`$ and we define $`𝔗^{(T1)n^2}`$ to be all those $`\widehat{L}^{(T1)n^2}`$ such that

$$L_i\left(N_i\right)Ni.$$

Then $`𝔗`$ is open and dense in $`R^{(T1)n^2}`$.

###### Proof.

We first observe that $`M_1M_2d_{P_{M_1^{}}\left(M_2\right)}=\text{min}(d_{M_1^{}},d_{M_2})`$ or equivalently that $`\text{rank}(P_{M_1^{}}P_{M_2})=\text{min}(d_{M_1^{}}`$,$`d_{M_2})`$. A little bit of thought is enough to convince oneself that $`\text{rank}\left(P_N^{}P_{L\left(N\right)}\right)=\text{rank}\left(P_N^{}LP_N\right)`$. Therefore we get that $`NL\left(N\right)\text{rank}\left(P_N^{}LP_N\right)=\text{min}(d_N^{},d_N)`$.(Here we have used the invertibility of $`L`$ to conclude that $`d_N=d_{L\left(N\right)}`$). Let us approach the problem a little more generally. We shall use the fact that $`KL\left(M\right)\text{rank}\left(P_K^{}LP_M\right)=\text{min}(d_K^{},d_M)`$ to show that the set $`𝔗_{}`$ of all $`L`$ in $`^{n^2}`$ such that $`KL\left(M\right)`$ is open and of full measure. Here $`K`$ and $`M`$ are linear subspaces of $`^n`$.

Define column vectors $`p_{,i}`$ for $`i=1,\mathrm{},d_K^{}`$ that are orthogonal to each other and span $`K^{}`$. Likewise let $`q_{,i}`$ for $`i=1,\mathrm{},d_M`$ be column vectors orthogonally spanning $`M`$. Define the $`n`$ by $`n`$ matrices $`P`$ and $`Q`$ as follows:

$$P=\left(\begin{array}{ccccccc}p_{1,1}& p_{1,2}& \mathrm{}& p_{1,d_K^{}}& 0& \mathrm{}& 0\\ p_{2,1}& p_{2,2}& \mathrm{}& p_{2,d_K^{}}& 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& & \mathrm{}\\ p_{n,1}& p_{n,2}& \mathrm{}& p_{n,d_K^{}}& 0& \mathrm{}& 0\end{array}\right)$$

and

$$Q=\left(\begin{array}{ccccccc}q_{1,1}& q_{1,2}& \mathrm{}& q_{1,d_M}& 0& \mathrm{}& 0\\ q_{2,1}& q_{2,2}& \mathrm{}& q_{2,d_M}& 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& & \mathrm{}\\ q_{n,1}& q_{n,2}& \mathrm{}& q_{n,d_M}& 0& \mathrm{}& 0\end{array}\right)$$

Then

$$P_K^{}=PP^T$$

and

$$P_M=QQ^T,$$

so that we get

$$P_K^{}LP_M=PP^TLQQ^T.$$

Now we note that

$$\text{rank}\left(PP^TLQQ^T\right)=\text{rank}\left(P^TLQ\right).$$

To show that $`𝔗_{}`$ is open in $`^{n^2}`$, observe that

$$P^TLQ=\begin{array}{cc}& \begin{array}{cccc}& d_M& nd_M& \end{array}\\ \begin{array}{c}d_K^{}\\ \\ \\ \\ nd_K^{}\end{array}& \left(\begin{array}{cc}U_L& 0\\ 0& 0\end{array}\right)\end{array}$$

and therefore

$$\text{rank}\left(P^TLQ\right)=\text{min}(d_K^{},d_M)U_L\text{is full rank}.$$

Note that $`U_L`$ is a continuous function of $`U`$, i.e. $`U_L:^{n^2}^{d_Md_K^{}}`$ is continuous (actually smooth). Assume without the loss of generality, that $`d_K^{}d_M`$. Let $`\varphi _{d_M}^{d_K^{}}\left(U_L\right)`$ be the $`d_M`$ dimensional measure of regions in $`^K^{}`$ applied to the parallelepiped with edges equal to the columns of $`U_L`$. Then $`𝔗_{}`$ is precisely equal to $`\left(U_L\right)^1\left(\left(\varphi _{d_M}^{d_K^{}}\right)^1\left(\left\{0\right\}\right)\right)`$. Since both $`U_L`$ and $`\varphi _{d_M}^{d_K^{}}`$ are continuous, we have that $`𝔗_{}`$ is open.

To show that $`^{n^2}𝔗_{}`$ has zero $`n^2`$-dimensional Lebesgue measure, we first introduce a change of coordinates. Define $`\widehat{P}`$ to be an orthogonal matrix obtained by filling in the zero columns of $`P`$ appropriately. Obtain $`\widehat{Q}`$ from $`Q`$ analogously. Then

$`P^TLQ=`$ $`P^T\widehat{P}\widehat{P}^TL\widehat{Q}\widehat{Q}^TQ`$
$`=`$ $`\left(\begin{array}{cc}I_{d_K^{}}& 0\\ 0& 0\end{array}\right)\widehat{L}_L\left(\begin{array}{cc}I_{d_M}& 0\\ 0& 0\end{array}\right)`$
$`=`$ $`\widehat{L}_L\left(\text{ul}\right)`$
$`=`$ $`\text{upper left}\left(d_K^{}\times d_M\right)\text{block of}\widehat{L}_L`$
where $`I_\zeta `$ is the identity matrix of dimension $`\zeta `$ and we have set $`\widehat{L}_L=\widehat{P}^TL\widehat{Q}`$. So

$$\begin{array}{cc}\hfill 𝔗_{}=& \left\{L\right|\text{rank}\left(\widehat{L}_L\left(\text{ul}\right)\right)=\text{min}(d_K^{},d_M)\}\hfill \\ \hfill =& \left\{L\right|\widehat{L}_L\left(\text{ul}\right)\text{is full rank}\}\hfill \end{array}$$

Since $`\widehat{P}`$ and $`\widehat{Q}`$ are orthogonal, we have that the $`n^2`$ dimensional Lebesgue measure of

$$𝔗_{}=\left\{L\right|\widehat{L}_L\left(\text{ul}\right)\text{is full rank}\}$$

and

$$\widehat{𝔗}_{}\left\{\widehat{L}\right|\widehat{L}\left(\text{ul}\right)\text{is full rank}\}$$

are equal.

We now prove that $`^{n^2}\widehat{𝔗}_{}`$ has measure zero. Any $`\widehat{L}`$ can be written as the block matrix with dimension of $`\widehat{L}_{ul}`$ being $`d_K^{}\times d_M`$.

$$\left(\begin{array}{cc}\widehat{L}_{ul}& \widehat{L}_{ur}\\ \widehat{L}_{ll}& \widehat{L}_{lr}\end{array}\right)$$

We can write $`\widehat{L}`$ out in terms of elements as

$$\widehat{L}=\left(\begin{array}{cccc}\widehat{l}_{11}& \widehat{l}_{12}& \mathrm{}& \widehat{l}_{1n}\\ \widehat{l}_{21}& \widehat{l}_{22}& \mathrm{}& \widehat{l}_{1n}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \widehat{l}_{n1}& \widehat{l}_{n2}& \mathrm{}& \widehat{l}_{nn}\end{array}\right).$$

Now assume that $`d_K^{}d_M`$. Identify $`^{n^2d_K^{}d_M+\left(d_M1\right)\left(d_K^{}+1\right)}`$ with the elements of $`f_{ij}`$ of an $`n\times n`$ matrix with the elements $`f_{d_M,d_M},f_{d_M+1,d_M},\mathrm{},f_{d_K^{},d_M}`$ removed.

Next, define a mapping of $`\varphi :^{n^2d_K^{}d_M+\left(d_M1\right)\left(d_K^{}+1\right)}^{n^2}`$ by

$$\widehat{l}_{ij}=\{\begin{array}{cc}f_{ij}\hfill & \text{for }(i,j)\text{ {}id_K^{}\text{ and }j=d_M\text{}\hfill \\ f_{kd_M}f_{ik}\hfill & \text{for }(i,j)\text{ {}id_K^{}\text{ and }j=d_M\text{}\hfill \end{array}$$

which has, as its image precisely those matrices in which $`\widehat{L}_{ul}`$ has column $`d_M`$ that is the linear combination of the first $`d_M1`$ columns. If we redefine our mapping to get a series of completely analogous mappings, each of which has a column of $`\widehat{L}_{ul}`$ being dependent on the other columns of $`\widehat{L}_{ul}`$, then we end up with $`d_M`$ such maps. Since each of these maps are smooth, and singular (the rank of the derivative is not equal to the dimension of the image space) Sard’s theorem  tells us that the $`n^2`$-dimensional measure of the image of each map is zero. Therefore the union of the images also has measure zero. But this union is exactly $`^{n^2}\widehat{𝔗}_{}`$. Since the case of $`d_K^{}<d_M`$ is completely analogous, we have now shown that $`𝔗_{}`$ is open and of full measure in $`^{n^2}`$.

To complete the proof we let the operator change at each step so that $`x_2=L_1\left(x_1\right)`$ , $`x_3=L_2\left(x_2\right)`$ , and so on. Now we have an extended operator $`\stackrel{~}{L}=(L_1,L_2,\mathrm{},L_{T1})\left(^{n^2}\right)^{T1}`$. We will show that the set $`𝔖\left\{\stackrel{~}{L}\right|NL_i\left(N_i\right)\text{for}i=1,2,\mathrm{},T1\}`$ is open and dense in $`\left(^{n^2}\right)^{T1}`$.

Define $`_1`$ to be the open subset of full measure in $`^{n^2}`$ whose members, $`L_1`$, satisfy $`NL_1\left(N_1\right)`$. Choose a countable subset, $`𝔻_1`$, which is dense in $`_1`$. Now for each element $`D_1^k`$ of $`𝔻_1`$, define $`_2^k`$ to be the open full measure subset of $`^{n^2}`$ such that $`L_2^k`$ implies that $`NL\left(ND_1^k\left(N_1\right)\right)`$, or equivalently, $`N\left(L\left(N\right)LD_1^k\left(N_1\right)\right)`$. Define $`_2_k_2^k`$. Since $`_2`$ is dense in $`^{n^2}`$ we can pick a countable $`𝔻_2_2`$ that is also dense in $`^{n^2}`$. We have that $`L_1𝔻_1`$ and $`L_2𝔻_2`$ implies that $`NL_1\left(N_1\right)`$ and $`NL_2\left(NL_1\left(N_1\right)\right)`$. Continuing this process we obtain $`𝔻_i`$ for $`i=1,2,\mathrm{},T1`$ such that $`(L_1,L_2,\mathrm{},L_{T1})𝔻_1\times 𝔻_2\times ...\times 𝔻_{T1}`$ implies that all the intersections are transverse, i.e. that $`NL_i\left(N_i\right)`$ for $`i=1,2,\mathrm{},T1`$. We have therefore found a subset of $`𝔖`$ which is dense in $`\left(^{n^2}\right)^{T1}`$.

Now we show that $`𝔖`$ is open. The requirement that each of the intersections are transverse is equivalent to the requirement that

$$\begin{array}{cc}\hfill \text{dim}\left(NL_1\left(N\right)\right)& =d_N+d_Nn\hfill \\ \hfill \text{dim}\left(NL_2\left(N\right)L_2L_1\left(N\right)\right)& =3d_N2n\hfill \\ \hfill \text{dim}\left(NL_3\left(N\right)L_3L_2\left(N\right)L_3L_2L_1\left(N\right)\right)& =4d_N3n\hfill \\ \hfill \mathrm{}& =\mathrm{}\hfill \\ \hfill \text{dim}\left(NL_{T1}\left(N\right)L_{T1}L_{T2}\left(N\right)\mathrm{}L_{T1}\mathrm{}L_1\left(N\right)\right)& =Td_N\left(T1\right)n.\hfill \end{array}$$

which in turn is equivalent to a requirement involving orthogonal complements, specifically that

$$2\left(nd_N\right)\stackrel{𝑛}{\left[\begin{array}{c}rN^{}\\ rN^{}L_1^1\end{array}\right]}$$

$$3\left(nd_N\right)\stackrel{𝑛}{\left[\begin{array}{c}rN^{}\\ rN^{}L_2^1\\ rN^{}L_1^1L_2^1\end{array}\right]}$$

$$\mathrm{}$$

$$T\left(nd_N\right)\stackrel{𝑛}{\left[\begin{array}{c}rN^{}\\ rN^{}L_{T1}^1\\ \mathrm{}\\ rN^{}L_1^1\mathrm{}L_{T2}^1L_{T1}^1\end{array}\right]}$$

all have full rank where $`rN^{}`$ is the matrix with rows equal to independent n-dimensional vectors spanning the linear subspace $`N^{}`$. This last set of expressions follows from the fact that if $`M`$ and $`K`$ are linear subspaces of $`^n`$ then $`\left(MK\right)^{}=\text{span}(M^{},K^{})`$ so that the matrices immediately above have rank $`2\left(nd_N\right),3\left(nd_N\right),\mathrm{},T\left(nd_N\right)`$ iff the the previous intersections have dimensions $`2d_Nn,3d_N2n,\mathrm{},Td_N\left(T1\right)n`$ respectively. But this last expression can be seen to be exactly those matrices which satisfy the equations

$$\varphi _{2\left(nd_N\right)}^n\left(\text{rows from first matrix}\right)0$$

$$\varphi _{3\left(nd_N\right)}^n\left(\text{rows from second matrix}\right)0$$

$$\mathrm{}$$

$$\varphi _{T\left(nd_N\right)}^n\left(\text{rows from T - 1st matrix}\right)0$$

where $`\varphi _j^l\left(vectors\right)`$ measures the $`j`$-dimensional volume of the the parallelepiped spanned by the $`vectors`$ in $`^l`$. But since the inverse operation is continuous on the set of invertible matrices and these volume functions are smooth, we have that the set of $`(L_1,L_2,\mathrm{},L_{T1})`$ having the full rank property is open. Thus, $`𝔖`$ is open in $`\left(^{n^2}\right)^{T1}`$.

In the next section we conjecture an approach to the nonlinear case which uses the above derivation, but before we do this we show that the linear case can actually be made significantly simpler.

###### Theorem 3 (Linear Transverse Intersection Theorem).

If the set of operators $`L`$ is identified with $`^{n^2}`$ and we define $`𝔗^{n^2}`$ to be all those $`Ł^{n^2}`$ such that

$$L\left(N_i\right)Ni.$$

Then $`𝔗`$ is open and dense in $`R^{n^2}`$.

###### Proof.

As was seen in the proof of the previous theorem, the transversality requirement and the fact that we are considering the case of $`L_i=L`$ for all $`i`$, reduces to

$$2\left(nd_N\right)\stackrel{𝑛}{\left[\begin{array}{c}rN^{}\\ rN^{}L^1\end{array}\right]}$$

$$3\left(nd_N\right)\stackrel{𝑛}{\left[\begin{array}{c}rN^{}\\ rN^{}L^1\\ rN^{}L^2\end{array}\right]}$$

$$\mathrm{}$$

$$T\left(nd_N\right)\stackrel{𝑛}{\left[\begin{array}{c}rN^{}\\ rN^{}L^1\\ \mathrm{}\\ rN^{}L^{\left(T1\right)}\end{array}\right]}$$

all having full rank. But this is equivalent to another full rank condition as follows. Let $`cN^{}`$ be the transpose of $`rN^{}`$. In other words, while $`rN^{}`$ are the orthogonal row vectors that span compliment of the null space, $`cN^{}`$ are the column vectors that span the “same” space. This condition is equivalent to the following. For a dense and open set of $`L`$:

$$\text{dim}\left(S_k\text{span}(cN^{},LcN^{},\mathrm{},L^{k1}cN^{})\right)=\text{min}(kd_{cN^{}},n)$$

That is, for an open and dense set of $`L`$ the sequence of subspaces $`S_k`$ generated by the iterates $`L^jcN^{}`$ $`j=1,2,\mathrm{},k1`$, are of maximal dimension.

The proof of this fact is well known. For lack of a reference I give a proof here. Without loss of generality let $`cN^{}`$ be the k left most columns of the $`n\times n`$ identity matrix. Then the dimension of $`S_k`$ is the rank of the matrix formed by taking the k left columns of I, followed by the k left columns of L, followed by the k left columns of $`L^2`$, and so on.

Pick the upper left matrix minor and compute it’s determinate this will give a polynomial in $`l_{11},l_{12},l_{21},\mathrm{}l_{nn}`$ which we want to show is nonzero except on an open and dense set. As long as the polynomial is nonzero at one point then we are done since this implies that the set of zeros occupies a submanifold of $`R^{n^2}`$ that is at most, $`n^21`$ dimensional. (So we even have more … the set of “good” $`L`$ has full measure and is open!)

To show that the determinant of the upper left matrix minor is nonzero at a point, we consider $`L`$ = permutation matrix that shifts everything to the left k clicks. This gives us the identity matrix in the upper left matrix minor and so the determinant in question evaluates to 1!

Remark: As the above proof shows, $`𝔗`$ is in fact open and full measure. This improves the result from one stated which implies stable approximation by $`\widehat{L}`$ having the optimal reduction property, to one that implies this AND the improbability of non-optimal reduction. Further improvements would involve the characterization of $`𝔗_ϵ𝔗\left\{L^{n^2}\right|\text{cond}\left(L\right)<\mathrm{\hspace{0.33em}\hspace{0.33em}1}/ϵ\}`$.

Remark: The above proof also works with slight modifications to prove theorem 2, but the proof given there leads to a conjectured proof for the case of nonlinear dynamics, and so seems more useful even if it is more cumbersome.

## 7 Extension to the Nonlinear Case

The above theorem is extendable to the nonlinear case as follows. Actually, we are conjecturing such an extension in what follows. It should be noted that the nonlinear “extension” does not imply the linear theorem.

In this section the state space (object space) will be $`M`$, a compact manifold of dimension $`m`$. The projection operator will be a smooth function $`P:M^d`$ and the dynamics will be given by $`F_i`$’s which map $`M`$ to itself diffeomorphically. Instead of using linearity to get a fixed null space, we find the the “null” space we are now interested in is a level set of $`P`$. These sets can change in nontrivial ways as the point in the range of $`P`$ changes. We now want to know about intersections of these “null” sets with images of other of the “null” sets under $`F`$.

The transversality theorem found on page 74 of  implies that the set $`𝔗`$ of $`fC^r\left(M\right)`$ which map a submanifold $`K`$ of $`M`$ back into $`M`$ to intersect another submanifold $`N`$ transversely, is open and dense. (For compact $`M`$ the topology is nice, see  for details.) What we need is a bit more complicated.

Let $`𝔉`$ be the quasi-stratification of $`M`$ into the level-sets $`𝔉_x`$, $`xR^d`$ of $`P`$. Let N be the union of a finite number of (not-necessarily injectively) immersed submanifolds of dimension $`n`$ whose self-intersections are transverse in the sense that the tangent spaces of the “participants” in the intersection span the largest possible subspace of $`T_{i_x}M`$ where $`i_x`$ is a point of self-intersection.

###### Conjecture 1.

For an open and dense set of $`F`$ $`D^{\mathrm{}}(M)`$

$$dim\left(I_x\right)\text{max}(nd,0)x^d$$

where $`I_x(F(N)𝔉_x)`$ and,

$$I_x\mathrm{is}\mathrm{a}\mathrm{finite}\mathrm{union}\mathrm{of}\mathrm{stably}\mathrm{immersed}\mathrm{submanifolds}$$

.

This permits us to conclude that, for any initial point $`x_0X`$ and dense $`\stackrel{~}{F}=(F_1,\mathrm{},F_{T1})`$, the intersection obtained by $`T=m/d`$ measurements will have dwindled to a finite set of points, call it $`S`$. The next measurement ($`T=m/d+1`$) will generically have precisely one point in the intersection of the set $`S`$ and the level set corresponding to the next measurement. (We use the same argument as we used in the linear case to get a product of dense sets $`𝔇_1\times \mathrm{}\times 𝔇_{T1}`$.)

Now, if indeed the $`m/d+1`$“th” intersection is a single point, then the mapping $`G:xM(Px,PF_1x,PF_2F_1x,\mathrm{},PF_{T1}\mathrm{}F_1x)`$ has only one point in the inverse image of $`G\left(x_0\right)`$. Since the point we have “found” (the conjecture above) comes from stable intersections this should guarantee that the point $`G\left(x_0\right)`$ in fact has a neighborhood in which $`G`$ is invertible. This should in turn guarantee that there is an open neighborhood $`B_ϵ`$ of $`G`$ in $`C^{\mathrm{}}\left(M\right)`$ such that $`HB_ϵ`$ implies $`H^{}\left(H\left(x_0\right)\right)`$ is a single point. We then use the fact that a small neighborhood of $`\stackrel{~}{F}`$ maps into this small neighborhood under the mapping $`\stackrel{~}{J}(P,PJ_1,\mathrm{},PJ_{T1}\mathrm{}J_1)`$ for $`JD^{\mathrm{}}\left(M\right)`$.

We have arrived at our second conjecture.

###### Conjecture 2.

If $`M`$ is a compact smooth manifold of dimension $`m`$, $`P`$ is a smooth function mapping $`M`$ to $`^d`$, $`x_0`$ is a particular point in $`M`$, $`T=m/d+1`$, $`𝔇(𝔻)^{T1}`$ is the $`T1`$-fold product of the space of smooth diffeomorphisms from $`M`$ to $`M`$ ($`D^{\mathrm{}}(M)`$) and we define $`H_\delta (P,P\delta _1,\mathrm{},P\delta _{T1}\mathrm{}\delta _1):M^{dT}`$, where $`\delta =(\delta _1,\mathrm{},\delta _{T1})𝔇`$ , then the set $`𝔒`$ of $`\delta 𝔇`$ such that

$$H_\delta ^{}\left(H_\delta \left(x_0\right)\right)=\left\{x_0\right\}$$

is open and dense in $`𝔇`$.

## 8 Relation to Known Results

The results obtained above are known as observability results in control theory and phase space reconstructions (delay coordinate embedings) in dynamical systems. Our results are different in that we consider variations of the dynamics with the observation function kept fixed whereas other results either assume that the dynamics are fixed and the observation function changes or that both the dynamics and the observation function is variable, see . While Aeyels  does consider the case where the observation function is fixed and the dynamics are variable he does so for vector fields (not maps). He is also looking at the case where he wants all initial points to be recoverable from the sequence of measurements and there requires 2n+1 , 1-dim measurements to recover the n-dim initial points. Similar comments apply to the comparison to Stark’s more recent paper . Our minimal reduction theorem is a more precise version of the well known theorem in control theory that states that if the observability matrix is not full rank then no number of measurements can give you full information on the state of the system and if it is full rank then you need at most n measurements (of any dimension) of a system that has an n-dimensional state space.

## 9 Numerical Examples

We now give two examples in which we apply the technique described in section 4 to invert simulated sequences of (noiseless) radiographs using one view. Our purpose in this section is simply to demonstrate the procedure. We assume our object lies within a $`10\times 10`$ pixelation and has constant density within each pixel, so the object space $`X`$ is $`^{100}`$. We use the same initial condition with two different linear operators $`L_1`$ and $`L_2`$ which we describe below. In each case, the projection $`P`$ sums the values down the columns of the pixelation. We use, in a sense, the largest parameterization of our object space; namely, we assume nothing about the object and seek to determine the value in each pixel. At the end of this section, we comment briefly on the poor numerical conditioning of these problems and indicate first steps taken to improve the numerics. This is a subject of current study.

To reiterate the procedure, first choose a basis $`\left\{b_i\right\}_{i=1}^{100}`$ for $`X`$. With $`L`$ and $`P`$ representing the dynamics and projection operators respectively, we build a $`100\times 10t`$ matrix $`E`$ where the $`i`$th row of $`E`$ is $`(Pb_i,PLb_i,PL^2b_i\mathrm{},PL^{t1}b_i)=\stackrel{~}{P}_t\stackrel{~}{b}_i`$. As soon as $`t`$ is large enough so that $`\mathrm{rank}E=100`$, we have a unique solution $`x`$ for the equation $`xE=\stackrel{~}{d}^{}`$. Since we know the dynamics $`L`$, we can then reconstruct the sequence $`\stackrel{~}{x}^{}=(x,Lx,L^2x,\mathrm{},L^{t1}x)`$.

In each example, we chose the canonical basis $`\left\{e_i\right\}_{i=1}^{100}`$ for $`X`$ where $`e_i\left(j\right)=\delta _{ij}`$ $`\left(1j100\right)`$. The first linear operator $`L_1`$ can be described as a combination of a diffusion and a shift. The effect of $`L_1`$ is pictured below for various times $`t`$.

Here, the rank of $`E`$ increased by 10 each time step, so we achieved $`\mathrm{rank}E=100`$ in the minimal number of steps and were able to solve for the initial condition $`x`$.

Our second operator, $`L_2`$, was a diffusion operator where the diffusion coefficient varied over the pixelation. Namely, the diffusion coefficient in the $`i,j`$-pixel was $`\frac{1}{5}\left(i^3j^210^5\right)^{1/4}`$ (so the rate of diffusion was greatest in the lower right corner of the pixelation and was least in the upper left corner). The effect of $`L_2`$ is pictured below for a few times $`t`$.

In this example, the rank of $`E`$ again increased by 10 each step reaching 100 after 10 steps. Pictured below are the initial condition $`x`$ and the reconstructions obtained by using the data sequence $`(Px^{},PL_2x^{},PL_2^2x^{},\mathrm{},PL_2^tx^{})`$ for $`t=9,14`$.

With regard to the numerical conditioning of these problems, we note that the condition numbers of the matrices $`E`$ constructed using $`L_1`$ and $`L_2`$ were on the order of $`10^{12}`$ and $`10^{11}`$ respectively. By running the dynamics longer than the number of time steps required to achieve full rank, we were able to reduce the condition number in both cases. Namely, using $`L_1`$ for 15 time steps reduced the condition number of $`E`$ to $`10^{11}`$. But with $`L_2`$, using 12 time steps reduced the condition number of $`E`$ to $`10^9`$, and at 15 time steps the condition number reduced to $`10^8`$. In both cases, extending beyond 15 steps gave no significant improvement.

## 10 Summary and Discussion

In this paper we examined the use of dynamics in the inversion of projection data obtained at a sequence of times. The main results confirm that for any fixed measurement projection and generic dynamics, we can simply combine the number of measurements into one large super-measurement which we invert to obtain the state we are trying to reconstruct. A following paper will deal with some aspects of the stochastic or noisy case of reconstruction from projections using dynamics.

What we have established is only a first step in the direction leading to the fruitful combination of dynamics and measured data. Many variants of the proposed underlying tomography problem lead to the same abstract problem that we have begun to examine. For example, if the dynamical propagator f is known up to a set of parameters, the resulting abstract inverse problem is identical to the one stated above. There is still a state space one is trying to observe, only now it is $`n+p`$ dimensional where $`p`$ is the dimension of the parameter space. The projection (measurement) function now defines $`n+pd`$ dimensional level sets that are mapped forward by the dynamics as before. We end up needing $`\left(n+p\right)/d`$ measurements. It seems to us that there are at least two important directions to go next. One is the examination of the present formulation in the presence of noise. This will bring us much closer to “real” situations in that the prevalence of noise makes certain problems which are well posed in the noiseless case, ill-posed in the presence of noise. The second direction is the attack of a very carefully chosen concrete problem involving dynamics that we understand analytically or at least numerically. This will invariably involve certain toy-like characteristics which should nevertheless be useful for the approach to the large, more realistic problems.

Natural questions that arise include:

* How is the problem of reconstruction from a sequence of projections related to the reconstruction of a 3-dim object from a spatial sequence of slices? This arises when one wants to interpolate a set of CAT scans to generate a 3-dim density image. A related problem arises when one is trying to compress a video movie by using some clever interpolation in the uncompress process.
* How do we do (algorithmically, efficiently) the reconstruction in the case of nonlinear dynamics. Actually, even the linear case, while conceptually simple, is not easy in the case of high dimension and “noiseless” (only computationally induced uncertainties and approximation induced uncertainties). The difficulty is that extraordinary large condition numbers are pervasive and so any error , like roundoff, soon overwhelms you. We will begin to address these issues in the next paper which looks at reconstruction using dynamics in the presence of uncertainty.
* If one has a set of measurements, how does one use the knowledge of the underlying dynamics (incomplete maybe) and the freedom to choose the object (state space) parameterization in such a way as to get a well posed inverse problem with as little as possible “wasted” measured information. That is, How does one use all the prior information and measured information in the generation of the final reconstruction. Even if we are using all our information, there are different ways of distributing remaining uncertainty about the reconstructed object. At each for a given data set what sort of different parameterizations give rise to this no wasted information situation?
* In the high dimensional case, the questions asked in the previous bullet are incredibly hard to answer. What approximate answers can be generated? Can we tell how far from the optimum we are? for example, can we obtain bounds on the amount of information that our parameterization/reconstruction/use-of-priors wastes?
* Suppose we do the whole analysis with $`ϵ`$ fattened null spaces. In this case, what sort of volume do we get for the final intersection (which before was just one point)? This is along the same lines as the first remark at the end of section 6.

## 11 Acknowledgments

This research was supported by the University of California under contract to the Department of Energy, Contract # W-7405-ENG-36. We want to thank Tim Sauer for enlightening comments. The work was made possible by the thought conducive environment of our team devoted to difficult inverse problems. The members of that team are Dominic Cagliostro (team leader), Kevin Buescher, James Howse, John Pearson, Ed Mackerrow, and ourselves. We are thankful that John Pearson made an “irritating” remark that turned out to be inspiring. Finally, one of us (Kevin R. Vixie) thanks Andrew M. Fraser for inspiration and patience.