• Title/Summary/Keyword: Stein Transformation

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CHARACTERIZATION OF GLOBALLY-UNIQUELY-SOLVABLE PROPERTY OF A CONE-PRESERVING Z-TRANSFORMATION ON EUCLIDEAN JORDAN ALGEBRAS

  • SONG, YOON J.
    • Journal of applied mathematics & informatics
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    • v.34 no.3_4
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    • pp.309-317
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    • 2016
  • Let V be a Euclidean Jordan algebra with a symmetric cone K. We show that for a Z-transformation L with the additional property L(K) ⊆ K (which we will call ’cone-preserving’), GUS ⇔ strictly copositive on K ⇔ monotone + P. Specializing the result to the Stein transformation SA(X) := X - AXAT on the space of real symmetric matrices with the property $S_A(S^n_+){\subseteq}S^n_+$, we deduce that SA GUS ⇔ I ± A positive definite.

ON POSITIVE SEMIDEFINITE PRESERVING STEIN TRANSFORMATION

  • Song, Yoon J.
    • Journal of applied mathematics & informatics
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    • v.33 no.1_2
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    • pp.229-234
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    • 2015
  • In the setting of semidefinite linear complementarity problems on $S^n$, we focus on the Stein Transformation $S_A(X):=X-AXA^T$ for $A{\in}R^{n{\times}n}$ that is positive semidefinite preserving (i.e., $S_A(S^n_+){\subseteq}S^n_+$) and show that such transformation is strictly monotone if and only if it is nondegenerate. We also show that a positive semidefinite preserving $S_A$ has the Ultra-GUS property if and only if $1{\not\in}{\sigma}(A){\sigma}(A)$.

ON STEIN TRANSFORMATION IN SEMIDEFINITE LINEAR COMPLEMENTARITY PROBLEMS

  • Song, Yoon J.;Shin, Seon Ho
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.285-295
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    • 2014
  • 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.