Computational Geometry of Positive Definiteness

نویسنده

  • MARKO HUHTANEN
چکیده

In matrix computations, such as in factoring matrices, Hermitian and, preferably, positive definite elements are occasionally required. Related problems can often be cast as that of existence of respective elements in a matrix subspace. For two dimensional matrix subspaces, first results in this regard are due to Finsler. To assess positive definiteness in larger dimensional cases, the task becomes computational geometric in a natural way. A Hermitian element of the Frobenius norm one with the maximal least eigenvalue is found. To this end, extreme eigenvalue computations are combined with ellipsoid and percepton algorithms.

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تاریخ انتشار 2011