• 제목/요약/키워드: positive semi-definite matrix

검색결과 11건 처리시간 0.021초

THE EQUIVALENT FORM OF A MATRIX INEQUALITY AND ITS APPLICATION

  • ZHONGPENG YANG;XIAOXIA FENG
    • Journal of applied mathematics & informatics
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    • 제20권1_2호
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    • pp.421-431
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    • 2006
  • In this paper, we establish a matrix inequality and its equivalent form. Applying the results, some matrix inequalities involving Khatri-Rao products of positive semi-definite matrices are generalized.

TWO INEQUALITIES INVOLVING HADAMARD PRODUCTS OF POSITIVE SEMI-DEFINITE HERMITIAN MATRICES

  • Cao, Chong-Guang;Yang, Zhong-Peng;Xian Zhang
    • Journal of applied mathematics & informatics
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    • 제10권1_2호
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    • pp.101-109
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    • 2002
  • We extend two inequalities involving Hadamard Products of Positive definite Hermitian matrices to positive semi-definite Hermitian matrices. Simultaneously, we also show the sufficient conditions for equalities to hold. Moreover, some other matrix inequalities are also obtained. Our results and methods we different from those which are obtained by S. Liu in [J. Math. Anal. Appl. 243:458-463(2000)] and B.-Y Wang et al in [Lin. Alg. Appl. 302-303: 163-172(1999)] .

ON SOME MATRIX INEQUALITIES

  • Lee, Hyun Deok
    • Korean Journal of Mathematics
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    • 제16권4호
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    • pp.565-571
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    • 2008
  • In this paper we present some trace inequalities for positive definite matrices in statistical mechanics. In order to prove the method of the uniform bound on the generating functional for the semi-classical model, we use some trace inequalities and matrix norms and properties of trace for positive definite matrices.

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POSITIVENESS FOR THE RIEMANNIAN GEODESIC BLOCK MATRIX

  • Hwang, Jinmi;Kim, Sejong
    • 대한수학회논문집
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    • 제35권3호
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    • pp.917-925
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    • 2020
  • It has been shown that the geometric mean A#B of positive definite Hermitian matrices A and B is the maximal element X of Hermitian matrices such that $$\(\array{A&X\\X&B}\)$$ is positive semi-definite. As an extension of this result for the 2 × 2 block matrix, we consider in this article the block matrix [[A#wijB]] whose (i, j) block is given by the Riemannian geodesics of positive definite Hermitian matrices A and B, where wij ∈ ℝ for all 1 ≤ i, j ≤ m. Under certain assumption of the Loewner order for A and B, we establish the equivalent condition for the parameter matrix ω = [wij] such that the block matrix [[A#wijB]] is positive semi-definite.

BOUNDARIES OF THE CONE OF POSITIVE LINEAR MAPS AND ITS SUBCONES IN MATRIX ALGEBRAS

  • Kye, Seung-Hyeok
    • 대한수학회지
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    • 제33권3호
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    • pp.669-677
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    • 1996
  • Let $M_n$ be the $C^*$-algebra of all $n \times n$ matrices over the complex field, and $P[M_m, M_n]$ the convex cone of all positive linear maps from $M_m$ into $M_n$ that is, the maps which send the set of positive semidefinite matrices in $M_m$ into the set of positive semi-definite matrices in $M_n$. The convex structures of $P[M_m, M_n]$ are highly complicated even in low dimensions, and several authors [CL, KK, LW, O, R, S, W]have considered the possibility of decomposition of $P[M_m, M_n] into subcones.

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SINGLE STEP REAL-VALUED ITERATIVE METHOD FOR LINEAR SYSTEM OF EQUATIONS WITH COMPLEX SYMMETRIC MATRICES

  • JingJing Cui;ZhengGe Huang;BeiBei Li;XiaoFeng Xie
    • 대한수학회보
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    • 제60권5호
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    • pp.1181-1199
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    • 2023
  • For solving complex symmetric positive definite linear systems, we propose a single step real-valued (SSR) iterative method, which does not involve the complex arithmetic. The upper bound on the spectral radius of the iteration matrix of the SSR method is given and its convergence properties are analyzed. In addition, the quasi-optimal parameter which minimizes the upper bound for the spectral radius of the proposed method is computed. Finally, numerical experiments are given to demonstrate the effectiveness and robustness of the propose methods.

ITERATIVE METHODS FOR LARGE-SCALE CONVEX QUADRATIC AND CONCAVE PROGRAMS

  • Oh, Se-Young
    • 대한수학회논문집
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    • 제9권3호
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    • pp.753-765
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    • 1994
  • The linearly constrained quadratic programming(QP) considered is : $$ min f(x) = c^T x + \frac{1}{2}x^T Hx $$ $$ (1) subject to A^T x \geq b,$$ where $c,x \in R^n, b \in R^m, H \in R^{n \times n)}$, symmetric, and $A \in R^{n \times n}$. If there are bounds on x, these are included in the matrix $A^T$. The Hessian matrix H may be positive definite or negative semi-difinite. For large problems H and the constraint matrix A are assumed to be sparse.

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COMPLETION OF HANKEL PARTIAL CONTRACTIONS OF NON-EXTREMAL TYPE

  • KIM, IN HYOUN;YOO, SEONGUK;YOON, JASANG
    • 대한수학회지
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    • 제52권5호
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    • pp.1003-1021
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    • 2015
  • A matrix completion problem has been exploited amply because of its abundant applications and the analysis of contractions enables us to have insight into structure and space of operators. In this article, we focus on a specific completion problem related to Hankel partial contractions. We provide concrete necessary and sufficient conditions for the existence of completion of Hankel partial contractions for both extremal and non-extremal types with lower dimensional matrices. Moreover, we give a negative answer for the conjecture presented in [8]. For our results, we use several tools such as the Nested Determinants Test (or Choleski's Algorithm), the Moore-Penrose inverse, the Schur product techniques, and a congruence of two positive semi-definite matrices; all these suggest an algorithmic approach to solve the contractive completion problem for general Hankel matrices of size $n{\times}n$ in both types.

공분산분석 모형에서의 변수선택 정리 (Variable Selection Theorem for the Analysis of Covariance Model)

  • 윤상후;박정수
    • Communications for Statistical Applications and Methods
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    • 제15권3호
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    • pp.333-342
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    • 2008
  • 회귀모형에서의 변수선택에 관한 정리를 공분산분석 모형으로 확장하였다. 공분산분석 모형에서 몇개의 회귀변수를 제거한 축소모형을 세우는 경우에 추정량의 변화를 알아본 결과, 회귀계수 뿐만아니라 분산분석계수도 추정량의 편차는 증가하지만 분산은 감소하며, 어떤 경우에는 평균제곱오차도 감소한다는 결론을 얻었다.

LQ 제어와 근의 이동범위를 이용한 중근의 극배치 방법 (Pole Placement Method of a Double Poles Using LQ Control and Pole's Moving-Range)

  • 박민호
    • 한국산학기술학회논문지
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    • 제21권1호
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    • pp.20-27
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    • 2020
  • 일반적으로 비선형 시스템은 1차와 2차 시스템의 곱의 형태로 선형화되며, 시스템은 실근, 중근, 서로 다른 두 실근, 복소근의 4종류의 근을 가진다. 이 논문은 시스템이 가지는 4가지 근 중에서 조단블록을 갖는 중근을 복소근으로 이동시키는 LQ 제어의 가중행렬과 제어법칙을 설계하는 방법에 관한 것이다. 상태가중행렬을 제한 조건으로 하고 성능지수함수를 최소화하는 LQ 제어는 시스템의 안정성을 보장하고 시스템의 근을 이동시키는 극배치 기능을 가지고 있다. 그렇지만 이 방법은 시행착오 방법으로 설계 변수인 가중행렬을 설정하고, 이동되는 근의 위치를 정확히 지정할 수 없는 문제가 있다. 이 문제를 해결하기 위해 해밀토니안 시스템의 특성방정식을 대각행렬의 제어가중행렬과 삼각함수로 표현된 상태가중행렬을 이용하여 기술한다. 이동할 복소근이 이 특성방정식의 근이라는 조건에서 중근과 상태가중행렬의 관계식(𝜌, 𝜃)을 유도하고 상태가중행렬이 양의 반한정행렬이라는 조건에서 중근의 이동범위를 구하고, 좌표평면에 도시한다. 그려진 중근의 이동범위에서 복소근을 선택하여 관계식에 대입하여 상태가중행렬을 계산하고, 이것에서 제어법칙이 구한다. 예제에서 3차 시스템의 중근을 이동시키는 제어법칙의 설계과정을 통해 제안한 방법의 타당성을 확인하였다.