Minimizing the condition number of a positive definite matrix by completion
نویسندگان
چکیده
منابع مشابه
Minimizing the condition number of a positive definite matrix by completion
We consider the problem of minimizing the spectral condition number of a positive definite matrix by completion: min{cond( [ A BH B X ] ) : [ A BH B X ] positive definite}, where A is an n × n Hermitian positive definite matrix, B a p × n matrix and X is a free p× p Hermitian matrix. We reduce this problem to an optimization problem for a convex function in one variable. Using the minimal solut...
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ژورنال
عنوان ژورنال: Numerische Mathematik
سال: 1994
ISSN: 0029-599X,0945-3245
DOI: 10.1007/s002110050077