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8 votes
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A limiting sequence of positive definite matrices

Let $A\in\mathbb{R}^{n\times n}$ be a matrix with eigenvalues having (strictly) negative real part. Let $X\in\mathbb{R}^{n\times n}$, $X\succ 0$, be a positive definite matrix and let $P\succ 0$ be ...
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3 votes
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On a matrix algorithm involving rank-one projections

Let $\{v_i\}_{i=1}^N$ be a set of $n$-dimensional real vectors spanning $\mathbb{R}^n$. Let $p\in [0,1]$ be a rational number and consider the iteration \begin{equation} X_{k+1}=\frac{1}{N}\sum_{i=1}^...
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