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How to solve for bounds restricting ${\Sigma}$ to symmetric-positive-semi-definiteness?

Scenario I have a equation for a covariance matrix ${\Sigma}$ where everything but a vector of correlations is known aka $x=(x_{1}, \dots, x_{D})$ for $x_{i}\in [-1, 1]$. Problem I know that ${x}$ ...
maxamillianos's user avatar
1 vote
0 answers
87 views

Approximation bounds for matrix multiplication

$\DeclareMathOperator{\op}{\mathrm{op}}$Since matrix multiplication is continuous, I expect that if $A_n\to A\in \mathrm{Mat}_{d\times d}(\mathbb{R})$ for the operator-norm and if $x_n\to x$ in $\...
ABIM's user avatar
  • 5,405
0 votes
2 answers
160 views

A matrix between vectors, and inequality!

I have an inequality as follows $$s^T\phi\leq -|s|^TA$$ where $s$, $\phi$ and $A$ are vectors with appropriate dimensions. I want to prove that this inequality holds for the following too $$s^TM\...
Has's user avatar
  • 29
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1 answer
246 views

Matrix equation

Let $A$ be $k\times n$ matrix i.e., $A=(a_{1},\ldots, a_{n})$ where $a_{j} \in \mathbb{R}^{k}$, $rank(A)=k$ and $1\leq k \leq n$. Let $q=(q_{1},\ldots, q_{n})\in\mathbb{R}^{n}$ be such that $0<q_{j}...
Paata Ivanishvili's user avatar