Retaining positive definiteness in thresholded matrices
نویسندگان
چکیده
منابع مشابه
Extending Positive Definiteness
The main result of this paper gives criteria for extendibility of mappings defined on symmetric subsets of ∗-semigroups to positive definite ones. By specifying the mappings in question we obtain new solutions of relevant issues in harmonic analysis concerning truncations of some important multivariate moment problems, like complex, two-sided complex and multidimensional trigonometric moment pr...
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We show how the Mellin transform can be used to derive differential criteria for integral representations of functions as scale mixtures, and apply this idea to derive differential criteria for positive definiteness of functions in a manner similar to that of Gneiting (1999,2001). We also give a simple derivation of Williamson’s result on multiply monotone functions (Williamson, 1956), with a l...
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In matrix computations, such as in factoring matrices, Hermitian and, preferably, positive definite elements are occasionally required. Related problems can often be cast as that of existence of respective elements in a matrix subspace. For two dimensional matrix subspaces, first results in this regard are due to Finsler. To assess positive definiteness in larger dimensional cases, the task bec...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2012
ISSN: 0024-3795
DOI: 10.1016/j.laa.2012.01.013