Affine processes on positive semidefinite matrices
نویسندگان
چکیده
منابع مشابه
Singular value inequalities for positive semidefinite matrices
In this note, we obtain some singular values inequalities for positive semidefinite matrices by using block matrix technique. Our results are similar to some inequalities shown by Bhatia and Kittaneh in [Linear Algebra Appl. 308 (2000) 203-211] and [Linear Algebra Appl. 428 (2008) 2177-2191].
متن کاملA Remark on the Rank of Positive Semidefinite Matrices Subject to Affine Constraints
Let K n be the cone of positive semideenite n n matrices and let A be an aane subspace of the space of symmetric matrices such that the intersection K n \ A is non-empty and bounded. Suppose that n 3 and that codim A = ? r+2 2 for some 1 r n?2. Then there is a matrix X 2 K n \A such that rank X r. We give a short geometric proof of this result, use it to improve a bound on realizability of weig...
متن کاملsingular value inequalities for positive semidefinite matrices
in this note, we obtain some singular values inequalities for positive semidefinite matrices by using block matrix technique. our results are similar to some inequalities shown by bhatia and kittaneh in [linear algebra appl. 308 (2000) 203-211] and [linear algebra appl. 428 (2008) 2177-2191].
متن کاملSemidefinite Programming in the Space of Partial Positive Semidefinite Matrices
We build upon the work of Fukuda et al. [SIAM J. Optim., 11 (2001), pp. 647–674] and Nakata et al. [Math. Program., 95 (2003), pp. 303–327], in which the theory of partial positive semidefinite matrices was applied to the semidefinite programming (SDP) problem as a technique for exploiting sparsity in the data. In contrast to their work, which improved an existing algorithm based on a standard ...
متن کاملSingular Value Inequalities for Positive Semidefinite Matrices
In this note, we obtain some singular values inequalities for positive semidefinite matrices by using block matrix technique. Our results are similar to some inequalities shown by Bhatia and Kittaneh in [Linear Algebra Appl. 308 (2000) 203-211] and [Linear Algebra Appl. 428 (2008) 2177-2191].
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2011
ISSN: 1050-5164
DOI: 10.1214/10-aap710