The general common Hermitian Nonnegative-definite solution to the matrix equationsAXA*=BandCXC*=D

2004 ◽  
Vol 52 (1) ◽  
pp. 49-60 ◽  
Author(s):  
Xian Zhang
Keyword(s):  
The Matrix ◽  
Nonnegative Definite ◽  
Definite Solution

On Projection of a Positive Definite Matrix on a Cone of Nonnegative Definite Toeplitz Matrices

2018 ◽  
Vol 33 ◽  
pp. 74-82 ◽  
Author(s):  
Katarzyna Filipiak ◽  
Augustyn Markiewicz ◽  
Adam Mieldzioc ◽  
Aneta Sawikowska
Keyword(s):  
Toeplitz Matrices ◽  
Positive Definite Matrix ◽  
Positive Definiteness ◽  
Positive Definite ◽  
Asymptotic Cone ◽  
The Matrix ◽  
Multi Level ◽  
Nonnegative Definite ◽  
Unknown Covariance ◽  
Numer Math

We consider approximation of a given positive definite matrix by nonnegative definite banded Toeplitz matrices. We show that the projection on linear space of Toeplitz matrices does not always preserve nonnegative definiteness. Therefore we characterize a convex cone of nonnegative definite banded Toeplitz matrices which depends on the matrix dimensions, and we show that the condition of positive definiteness given by Parter [{\em Numer. Math. 4}, 293--295, 1962] characterizes the asymptotic cone. In this paper we give methodology and numerical algorithm of the projection basing on the properties of a cone of nonnegative definite Toeplitz matrices. This problem can be applied in statistics, for example in the estimation of unknown covariance structures under the multi-level multivariate models, where positive definiteness is required. We conduct simulation studies to compare statistical properties of the estimators obtained by projection on the cone with a given matrix dimension and on the asymptotic cone.

scholarly journals Notes on the Hermitian Positive Definite Solutions of a Matrix Equation

2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Jing Li ◽  
Yuhai Zhang
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Point Theorem ◽  
Matrix Equation ◽  
Positive Definite ◽  
Nonlinear Matrix Equation ◽  
Positive Definite Solution ◽  
Hermitian Positive Definite Solution ◽  
The Matrix ◽  
Definite Solution

The nonlinear matrix equation,X-∑i=1mAi*XδiAi=Q,with-1≤δi<0is investigated. A fixed point theorem in partially ordered sets is proved. And then, by means of this fixed point theorem, the existence of a unique Hermitian positive definite solution for the matrix equation is derived. Some properties of the unique Hermitian positive definite solution are obtained. A residual bound of an approximate solution to the equation is evaluated. The theoretical results are illustrated by numerical examples.

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