All Questions
12 questions
11
votes
1
answer
1k
views
A square root inequality for symmetric matrices?
In this post all my matrices will be $\mathbb R^{N\times N}$ symmetric positive semi-definite (psd), but I am also interested in the Hermitian case. In particular the square root $A^{\frac 12}$ of a ...
- 5,380
4
votes
1
answer
1k
views
Generalizing inequality relating Euclidean distance & Frobenius norm to Bregman divergences such as relative entropy & von Neumann divergence
Motivation- A Special Case
Supposing $A,B\in\mathbb{S}^{m\times m}$ are symmetric positive semi-definite (SPD) matrices and $\mathbf{x}\in\mathbb{R}^m$ is a unit vector where $\|\mathbf{x}\|=1$, we ...
- 607
3
votes
1
answer
332
views
Positive semi-definite in the limit
Consider the $n\times n$ matrix $F$ defined by the following expression
$$
F=A-\varepsilon B
$$
where $A$ is a constant matrix such that $a_{ij}=a>0$ for all $i,j$ and where $B$ is a symmetric ...
- 389
3
votes
1
answer
135
views
Mapping a subset of semi-definite matrices through arcsinus
Hi
I am meeting a problem concerning semi-definite positive matrices, and I have no clue concerning them, the classical approaches I know have not given any result, maybe people used to manipulating ...
- 1,352
3
votes
1
answer
525
views
Linear and Isometric Automorphism Groups of the PSD Cone
Let $S_+$ be the cone of psd matrices ($n\times n$ real symmetric positive semidefinite matrices). This cone is a metric space induced from the inner product $\langle A,B\rangle = tr (AB)=tr(BA)$.
...
user2529
2
votes
1
answer
665
views
Covering the cone of positive semidefinite matrices by intervals
Is it possible to cover the cone of positive semidefinite matrices by a finite/countable/interesting family of closed intervals of matrices?
How about a general convex cone?
For the finite case the ...
- 6,962
1
vote
1
answer
313
views
Nonlinear low-rank approximation - corrected
I would like to state that this is related to a past question of mine which contained errors and now appears in the corrected form, with the erroneous one deleted and closed.
In my research of linear ...
- 620
1
vote
1
answer
206
views
Factorizing the doubly stochastic matrix where all entries are equal such that the factors are all convex combinations of few permutation matrices
Let $N_{n}=(1/n)_{i=1,j=1}^{n}$ be the $n\times n$-matrix where all the entries are equal.
Suppose $n>0$. Let $\delta_{n}$ be the least natural number such that $N_{n}$ can be factored as $N_{n}=A_{...
0
votes
1
answer
203
views
Eigenvalues of a given parametrized matrix.
Let $\mathbf{A}$ and $\mathbf{B}$ be two complex rank-one $N\times N$ positive semi-definite matrices. Let the matrix $\mathbf{C}$ be defined as
\begin{align}
\mathbf{C}=\left(\mathbf{I}*\frac{1}{\...
- 1,421
0
votes
0
answers
52
views
What are the injective embeddings of R^d into the cone of (semi-) positive definite matrices of dimension d?
How can we characterize the set of all injective functions from $\mathbb{R}^d$ to the set of all symmetric positive definite matrices of dimension d?
- 109
0
votes
0
answers
237
views
Geometric Mean of Positive Matrices
Hello all,
My question regards the geometric mean (GM) of two positive matrices. The definition of the GM for two positive matrices $(A,B)$ is given by:
$M_0(A,B)=A^{\frac{1}{2}}(A^{-\frac{1}{2}}BA^{-...
- 155
0
votes
1
answer
180
views
(probably simple) optimization question
Suppose you have a concave function defined over a non-polyhedral convex cone and you are interested in the infimum. What would be standard approaches to tackle the question? (The cone is actually PSD ...
- 6,962