• Title/Summary/Keyword: positive semi-definite matrix

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THE EQUIVALENT FORM OF A MATRIX INEQUALITY AND ITS APPLICATION

  • ZHONGPENG YANG;XIAOXIA FENG
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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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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    • v.10 no.1_2
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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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    • v.16 no.4
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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
    • Communications of the Korean Mathematical Society
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    • v.35 no.3
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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
    • Journal of the Korean Mathematical Society
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    • v.33 no.3
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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
    • Bulletin of the Korean Mathematical Society
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    • v.60 no.5
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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
    • Communications of the Korean Mathematical Society
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    • v.9 no.3
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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
    • Journal of the Korean Mathematical Society
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    • v.52 no.5
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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.

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

  • Yoon, Sang-Hoo;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.333-342
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    • 2008
  • Variable selection theorem in the linear regression model is extended to the analysis of covariance model. When some of regression variables are omitted from the model, it reduces the variance of the estimators but introduces bias. Thus an appropriate balance between a biased model and one with large variances is recommended.

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

  • Park, Minho
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.1
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    • pp.20-27
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    • 2020
  • In general, a nonlinear system is linearized in the form of a multiplication of the 1st and 2nd order system. This paper reports a design method of a weighting matrix and control law of LQ control to move the double poles that have a Jordan block to a pair of complex conjugate poles. This method has the advantages of pole placement and the guarantee of stability, but this method cannot position the poles correctly, and the matrix is chosen using a trial and error method. Therefore, a relation function (𝜌, 𝜃) between the poles and the matrix was derived under the condition that the poles are the roots of the characteristic equation of the Hamiltonian system. In addition, the Pole's Moving-range was obtained under the condition that the state weighting matrix becomes a positive semi-definite matrix. This paper presents examples of how the matrix and control law is calculated.