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8 votes
2 answers
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Projecting onto space of matrices with spectral radius less than one

Consider the space $$ S = \left\{ A \in \mathbb{R}^{n \times n} : \mathrm{SpectralRadius}(|A|) \leq 1 \right\}$$ where $|A|$ is the entry-wise absolute value. Given a matrix $M \in \mathbb{R}^{n\times ...
CComp's user avatar
  • 123
-2 votes
1 answer
183 views

Property of positive semi-definite

Let $A$ is a positive semi-definite matrix like this: $$ A = \begin{bmatrix} 1 & \alpha_{1,2} & \alpha_{1,3} & \alpha_{1,4}\\ \alpha_{1,2} & 1 & \alpha_{2,3} & \alpha_{2,4}\\ \...
A. R.'s user avatar
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