Minimizing the Condition Number of a Positive Deenite Matrix by Completion
نویسندگان
چکیده
We consider the problem of minimizing the spectral condition number of a positive deenite matrix by completion: minfcond(positive deeniteg; where A is an n n Hermitian positive deenite matrix, B a p n matrix and X is a free p p Hermitian matrix. We reduce this problem to an optimization problem for a convex function in one variable. Using the minimal solution of this problem we characterize the complete set of matrices that give the minimum condition number.
منابع مشابه
Minimizing the condition number of a positive definite matrix by completion
We consider the problem of minimizing the spectral condition number of a positive definite matrix by completion: min{cond( [ A BH B X ] ) : [ A BH B X ] positive definite}, where A is an n × n Hermitian positive definite matrix, B a p × n matrix and X is a free p× p Hermitian matrix. We reduce this problem to an optimization problem for a convex function in one variable. Using the minimal solut...
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تاریخ انتشار 1993