Results 171 to 180 of about 49,764 (200)

Cholesky decomposition of a positive semidefinite matrix with known kernel

Applied Mathematics and Computation, 2011
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Dostál, Zdeněk, Kozubek, Tomáš, Markopoulos, Alexandros, Menšík, Martin   +3 more
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A note on Hermitian positive semidefinite matrix polynomials

Linear Algebra and its Applications, 2020
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S. Friedland, A. Melman
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Approximation by a Hermitian Positive Semidefinite Toeplitz Matrix

SIAM Journal on Matrix Analysis and Applications, 1993
The authors study the problem of finding the closest Hermitian positive semidefinite Toeplitz matrix of a given rank to an arbitrary given matrix (in the Frobenius norm = Hilbert-Schmidt norm). They introduce two methods, one is based on using a special orthonormal basis in the space of Hermitian Toeplitz matrices and the second is a modified ...
Suffridge, T. J., Hayden, T. L.
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On the Positive Semidefinite Nature of a Certain Matrix Expression

Canadian Journal of Mathematics, 1964
By "positive definite matrices" or, briefly, definite matrices, we mean in this note self-adjoint matrices all the characteristic values of which are positive. Alternatively, they can be defined as matrices, all the hermitian quadratic forms of which are real and positive.
Wigner, Eugene P., Yanase, M. M.
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Some Properties for the Euclidean Distance Matrix and Positive Semidefinite Matrix Completion Problems

Journal of Global Optimization, 2003
This paper gives a variety of results on the Euclidean distance matrix completion problem, which is, if some entries of an \(n\times n\) matrix are specified, when can the rest of the matrix be filled in such that it is a matrix of distances between \(n\) points in some Euclidean space, and the related problem of completing a positive semidefinite ...
Huang, Hong-Xuan, Liang, Zhi-An, Pardalos, Panos M.   +2 more
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Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem

North American Actuarial Journal, 2017
The manner in which a group of insurance risks are interrelated is commonly presented via a correlation matrix. Actuarial risk correlation matrices are often constructed using output from disparate modeling sources and can be subjectively adjusted, for example, increasing the estimated correlation between two risk sources to confer reserving prudence ...
Stefan Cutajar, Helena Smigoc, Adrian O’Hagan   +2 more
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Completing a positive semidefinite matrix as a graph

IOSR Journal of Mathematics
This paper explores the completion of positive semidefinite (PSD) matrices through graph representation, emphasizing the fundamental properties of PSD matrices and their relevance in various applications, including statistics, machine learning, and optimization.
Hawa Ahmed Alrawayati, Ümit Tokeşer
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The unique square root of a positive semidefinite matrix

International Journal of Mathematical Education in Science and Technology, 2006
An easy way to present the uniqueness of the square root of a positive semidefinite matrix is given.
Koeber, Martin, Schäfer, Uwe
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The Probability that a (partial) matrix is positive semidefinite

1998
Assuming that a ij is distributed uniformly in [—1,1] and a ii = 1, we compute the probability that a symmetric matrix A = [a ij ] 171-1 j=1 is positive semidefinite. The probability is also computed if A is a Toeplitz matrix. Finally, some results for partial matrices are presented.
C. R. Johnson, G. Nævdal
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Cones of real positive semidefinite matrices associated with matrix stability

Linear and Multilinear Algebra, 1988
Three cones of real positive semidefinite matrices are discussed. Characterizations for Lyapunov diagonal semistability and for Lyapunov diagonal near stability of matrices in terms of these cones are obtained. Also, a relation between Lyapunov diagonal semistability and D-stability is established.
Daniel Hershkowitz, Dafna Shasha
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