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http://dx.doi.org/10.14317/jami.2014.285

ON STEIN TRANSFORMATION IN SEMIDEFINITE LINEAR COMPLEMENTARITY PROBLEMS  

Song, Yoon J. (Department of Mathematics, Soongsil University)
Shin, Seon Ho (Department of Mathematics Education, Hongik University)
Publication Information
Journal of applied mathematics & informatics / v.32, no.1_2, 2014 , pp. 285-295 More about this Journal
Abstract
In the setting of semidenite linear complementarity problems on $S^n$, we focus on the Stein Transformation $S_A(X)\;:=X-AXA^T$, and show that $S_A$ is (strictly) monotone if and only if ${\nu}_r(UAU^T{\circ}\;UAU^T)$(<)${\leq}1$, for all orthogonal matrices U where ${\circ}$ is the Hadamard product and ${\nu}_r$ is the real numerical radius. In particular, we show that if ${\rho}(A)$ < 1 and ${\nu}_r(UAU^T{\circ}\;UAU^T){\leq}1$, then SDLCP($S_A$, Q) has a unique solution for all $Q{\in}S^n$. In an attempt to characterize the GUS-property of a nonmonotone $S_A$, we give an instance of a nonnormal $2{\times}2$ matrix A such that SDLCP($S_A$, Q) has a unique solution for Q either a diagonal or a symmetric positive or negative semidenite matrix. We show that this particular $S_A$ has the $P^{\prime}_2$-property.
Keywords
Stein Transformation; Semidenite Linear Complementarity Problems (SDLCP); GUS-property; $P^{\prime}_2$-property;
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