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The Eigenvalues of Complementary Principal Submatrices of a Positive Definite Matrix

Canadian Journal of Mathematics, 1972
Let C be an n-square Hermitian matrix, presented in partitioned form aswhere A is a-square and B is b-square. Let denote the eigenvalues of C, A, B, respectively. In a recent paper [10] the following inequality was established:1.1if1.2This inequality is a ...
Thompson, R. C., Therianos, S.
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Positive definite matrix approximation with condition number constraint

Optimization Letters, 2013
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Mirai TANAKA, Kazuhide Nakata
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Positive-Definite Matrix Processes of Finite Variation

2006
Processes of finite variation, which take values in the positive semidefinite matrices and are representable as the sum of an integral with respect to time and one with respect to an extended Poisson random measure, are considered. For such processes we derive conditions for the square root (and the r-th power with 0 < r < 1) to be of finite ...
Barndorff-Nielsen, Ole Eiler   +1 more
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Positive Type and Positive Definite Functions on Matrix Valued Group Algebras

Results in Mathematics, 2020
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Symmetric decomposition of a positive definite matrix

Numerische Mathematik, 1965
Martin, R. S.   +2 more
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On the positive definiteness of a matrix. I

1991
Let \(A\) be an \(n\times n\) complex positive semi-definite matrix. The author gives some equivalent conditions for \(A\) to be positive semi- definite and obtains a relation between complex positive definite matrices and stable matrices. Moreover, complex generalized positive definite matrices are also discussed.
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On Orthogonal Polynomials With Respect to a Positive Definite Matrix of Measures

Canadian Journal of Mathematics, 1995
AbstractIn this paper, we prove that any sequence of polynomials (pn)n for which dgr(pn) = n which satisfies a (2N + l)-term recurrence relation is orthogonal with respect to a positive definite N × N matrix of measures. We use that result to prove asymptotic properties of the kernel polynomials associated to a positive measure or a positive definite ...
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Enclosing the square root of a positive definite symmetric matrix

International Journal of Computer Mathematics, 1999
Dharmendra Kumar Gupta, C. N. Kaul
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