We consider the nonlinear matrix equation X = Q+A (I⊗X−C)A (0 < δ ≤ 1), where Q is an n× n positive definite matrix, C is an mn×mn positive semidefinite matrix, I is the m×m identity matrix, and A is an arbitrary mn×n matrix. We prove the existence and uniqueness of the solution which is contained in some subset of the positive definite matrices under the condition that I ⊗Q > C. Two bounds for...

We determine the conditions for uniqueness of the solutions of several completion problems including the positive semi-definite completion, the distance matrix completion, and the contractive matrix completion. The conditions depend on the existence of a positive semi-definite matrix satisfying certain linear constraints. Numerically, such conditions can be checked by existing computer software...

Let A be a tridiagonal matrix of order n. We show that it is possible to compute and hence condo (A), in O(n) operations. Several algorithms which perform this task are given and their numerical properties are investigated. If A is also positive definite then I[A-[[o can be computed as the norm of the solution to a positive definite tridiagonal linear system whose coeffcient matrix is closely r...

We say that a symmetric matrix K is quasi-definite if it has the form K = [ −E AT A F ] where E and F are symmetric positive definite matrices. Although such matrices are indefinite, we show that any symmetric permutation of a quasi-definite matrix yields a factorization LDLT . We apply this result to obtain a new approach for solving the symmetric indefinite systems arising in interior-point m...