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Can all real positive semidefinite Hankel matrices be decomposed into sum of rank 1 real positive semidefinite Hankel matrices?

Denote the set of real positive semidefinite $d\times d$ Hankel matrices as $\mathcal{S}$. Can we always decompose one $S\in \mathcal{S}$ into sum of rank $1$ $S_i\in \mathcal{S}$, i.e., $S=\sum_i S_i$...
zzy's user avatar
  • 11
8 votes
1 answer
325 views

On a matrix inequality

$\newcommand{\R}{\mathbb R}\newcommand{\tr}{\operatorname{tr}}$It follows from Proposition 7 and this recent answer that, for any positive-definite $n\times n$ symmetric real matrices $A$ and $B$, $$\...
Iosif Pinelis's user avatar
4 votes
1 answer
408 views

Proof of Levinson-Durbin algorithm

Is there any article or reference book with a full proof of the Levinson-Durbin algorithm used for solving linear system with a Toeplitz matrix ?
jhn142143's user avatar
5 votes
2 answers
634 views

Reference request: continuity of Cholesky factor

It most books dealing with Cholesky decomposition, or it is variants, one finds a statement of the form if $A$ is symmetric $k\times k$ positive semi-definite (non-negative definite) then the $k\times ...
ABIM's user avatar
  • 5,405
3 votes
1 answer
421 views

Inequality for $AB + BA$ when $A,B\geq0$, reference request

Let $A,B\geq0$ be positive semidefinite matrices of arbitrary size $n\times n$. Denote by $\alpha$ and $\beta$ their largest eigenvalues. It is well-known that the eigenvalues of the expression $AB +...
Felix Huber's user avatar
8 votes
3 answers
663 views

Representation theorem for matrices (reference request)

Motivation. If $A \in \mathbb{C}^{n \times n}$ is self-adjoint (or, more generally, normal), then we all know that $$ A = \sum_{k=1}^n \lambda_k \, h_k \otimes h_k, $$ where $\lambda_1,\dots,\lambda_n$...
Jochen Glueck's user avatar
14 votes
4 answers
3k views

Vandermonde matrix is totally positive

A totally positive matrix $M\in \mathcal{M}_{n\times m}(\mathbb R)$ is such that all of its minors of all sizes are positive. It is true that any Vandermonde matrix (with well-ordered positive entries)...
Loïc Teyssier's user avatar
4 votes
0 answers
245 views

On the sum of the first row of the inverse of a certain symmetric Toeplitz matrix

(i) Consider a Toeplitz matrix $A_n = (a_{i, j})_{1 \le i, j \le n}$ of size $n$ defined as follows: $$ a_{i, j} := |i-j|^{-1/2}, \text{ if } i \ne j; \ \ a_{i, j} := 2, \text{ if }i = j. $$ Let $...
Kazuki OKAMURA's user avatar
2 votes
0 answers
275 views

Maximum spectral norm of matrices with given anti-Hermitian part and Hermitian part's spectrum

Let $M\in M_n(\mathbb C)$ be a $n\times n$ matrix over the complex field. It can be written uniquely as $M=H+A$, where $H=H^*$ denotes its Hermitian part and $A=-A^*$ its anti-Hermitian part. Its ...
francesco999's user avatar
26 votes
1 answer
1k views

Real square roots of symmetric matrices

In joint work with Andreas Fischle (TU Dresden, Germany) and Patrizio Neff (U Essen, Germany) we needed to use the following statement: If $S$ is a real $n\times n$ matrix with $S^2$ symmetric, then ...
Lev Borisov's user avatar
  • 5,186
3 votes
2 answers
940 views

Positive definiteness of infinite tridiagonal matrices

I am interested in the following problem: I have an infinite symmetric tridiagonal matrix $$ A= \begin{bmatrix} a_1 & b_1 & & & \\ b_1 & a_2 & b_2 & & \...
Giuseppe Negro's user avatar
1 vote
0 answers
90 views

Algorithms to compute the rank of a parametrized matrix [closed]

Motivated by my question on Mathematics StackExchange and by a question by Anirbit on the same site, I ask for some references on the problem of rank computation for a parametrized matrix. References ...
Kapoios's user avatar
  • 111