The complexity of positive semidefinite matrix factorization

Algorithms for Positive Semidefinite Factorization

This paper considers the problem of positive semidefinite factorization (PSD factorization), a generalization of exact nonnegative matrix factorization. Given an m-by-n nonnegative matrix X and an integer k, the PSD factorization problem consists in finding, if possible, symmetric k-by-k positive semidefinite matrices {A, ..., A} and {B, ..., B} such that Xi,j = trace(AB) for i = 1, ...,m, and ...

Singular value inequalities for positive semidefinite matrices

In this note‎, ‎we obtain some singular values inequalities for positive semidefinite matrices by using block matrix technique‎. ‎Our results are similar to some inequalities shown by Bhatia and Kittaneh in [Linear Algebra Appl‎. ‎308 (2000) 203-211] and [Linear Algebra Appl‎. ‎428 (2008) 2177-2191]‎.

Lower bounds on matrix factorization ranks via noncommutative polynomial optimization

We use techniques from (tracial noncommutative) polynomial optimization to formulate hierarchies of semidefinite programming lower bounds on matrix factorization ranks. In particular, we consider the nonnegative rank, the positive semidefinite rank, and their symmetric analogues: the completely positive rank and the completely positive semidefinite rank. We study the convergence properties of o...

On tropical and nonnegative factorization ranks of band matrices

Matrix factorization problems over various semirings naturally arise in different contexts of modern pure and applied mathematics. These problems are very hard in general and cause computational difficulties in applications. We give a survey of what is known on the algorithmic complexity of Boolean, fuzzy, tropical, nonnegative, and positive semidefinite factorizations, and we examine the behav...

New complexity analysis of a full Nesterov-Todd steps IIPM for semidefinite optimization

Fast implementation for semidefinite programs with positive matrix completion

Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems in practical time. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a structural sparsity of input SDP by factorizing the variable matrices, and it shrinks the computation time. In this paper, we propose a new factorization based on the inverse of the ...