Finding a positive definite linear combination of two Hermitian matrices

Matrices with Positive Definite Hermitian Part : Inequalities and Linear

The Hermitian and skew-Hermitian parts of a square matrix A are deened by H(A) (A + A)=2 and S(A) (A ? A)=2: We show that the function f(A) = (H(A ?1)) ?1 is convex with respect to the Loewner partial order on the cone of matrices with positive deenite Hermitian part. That is, for any matrices A and B with positive deenite Hermitian part ff(A) + f(B)g=2 ? f(fA + Bg=2) is positive semideenite: U...

Positive Eigenvalues of Generalized Words in Two Hermitian Positive Definite Matrices∗

We define a word in two positive definite (complex Hermitian) matrices A and B as a finite product of real powers of A and B. The question of which words have only positive eigenvalues is addressed. This question was raised some time ago in connection with a long-standing problem in theoretical physics, and it was previously approached by the authors for words in two real positive definite matr...

Joint Approximate Diagonalization of Positive Definite Hermitian Matrices

Positive Definite and Semi-definite Splitting Methods for Non-hermitian Positive Definite Linear Systems

In this paper, we further generalize the technique for constructing the normal (or positive definite) and skew-Hermitian splitting iteration method for solving large sparse nonHermitian positive definite system of linear equations. By introducing a new splitting, we establish a class of efficient iteration methods, called positive definite and semi-definite splitting (PPS) methods, and prove th...

On SSOR-like preconditioners for non-Hermitian positive definite matrices

We construct, analyze and implement SSOR-like preconditioners for non-Hermitian positive definite system of linear equations when its coefficient matrix possesses either a dominant Hermitian part or a dominant skew-Hermitian part. We derive tight bounds for eigenvalues of the preconditioned matrices and obtain convergence rates of the corresponding SSOR-like iteration methods as well as the cor...