Computing a nearest symmetric positive semidefinite matrix
نویسندگان
چکیده
منابع مشابه
Deterministic Symmetric Positive Semidefinite Matrix Completion
We consider the problem of recovering a symmetric, positive semidefinite (SPSD) matrix from a subset of its entries, possibly corrupted by noise. In contrast to previous matrix recovery work, we drop the assumption of a random sampling of entries in favor of a deterministic sampling of principal submatrices of the matrix. We develop a set of sufficient conditions for the recovery of a SPSD matr...
متن کاملAppendix for Deterministic Symmetric Positive Semidefinite Matrix Completion
First, note that by assumption rank{A} > 0. Let Ω1 = ρ1 × ρ1 and Ω2 = ρ2 × ρ2 be the two index sets in the theorem. By assumption we have ρ1 × ρ1 ∪ ρ2 × ρ2 = Ω and Ω 6= [n]× [n]. If A1 is not met, then ρ1 ∪ ρ2 6= [n], and from lemma 6 we can conclude recovery of A is impossible. If ρ1 ∪ ρ2 = [n], but A2 is not met then ι2 = |ρ1 ∩ ρ2| < r so it must be that rank{A(ι2, ι2)} < r. Further, by assum...
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This paper presents a construction for symmetric, non-negative polynomials, which are not sums of squares. It explicitly generalizes the Motzkin polynomial and the Robinson polynomials to families of non-negative polynomials, which are not sums of squares. The degrees of the resulting polynomials can be chosen in advance. 2000 Mathematics Subject Classification: 12Y05, 20C30, 12D10, 26C10, 12E10
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A numerical method for computing the logarithm of a symmetric positive dee-nite matrix is developed in this paper. It is based on reducing the original matrix to a tridiagonal matrix by orthogonal similarity transformations and applying Pad e approximations to the logarithm of the tridiagonal matrix. Theoretical studies and numerical experiments indicate that the method is quite eecient when th...
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Convergence properties of additive and multiplicative Schwarz iterations for solving linear systems of equations with a symmetric positive semidefinite matrix are analyzed. The analysis presented applies to matrices whose principal submatrices are nonsingular, i.e., positive definite. These matrices appear in discretizations of some elliptic partial differential equations, e.g., those with Neum...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1988
ISSN: 0024-3795
DOI: 10.1016/0024-3795(88)90223-6