Let A and B be n × m matrices. The matrix B is said to be g-row majorized (respectively g-column majorized) by A, if every row (respectively column) of B, is g-majorized by the corresponding row (respectively column) of A. In this paper all kinds of g-majorization are studied on Mn,m, and the possible structure of their linear preservers will be found. Also all linear operators T : Mn,m ---> Mn...

For integers k and n with k ≤ n a vector x ∈ R is said to be weakly k-majorized by a vector q ∈ R if the sum of the r largest components of x does not exceed the sum of the r largest components of q, for r = 1, . . . , k. For a given q the set of vectors weakly k-majorized by q defines a polyhedron P (q; k). We determine the vertices of both P (q; k) and its integer hull Q(q; k). Furthermore a ...

This paper considers the problem of constructing a multidimensional Lorenz dominance relation (MLDR) satisfying normatively acceptable conditions. One of the conditions, Comonotonizing Majorization (CM), is a weaker form of the condition of Correlation Increasing Majorizaton considered in the literature on multidimensional inequality indices. A condition, called Prioritization of Attributes und...

A new notion of coneigenvalue was introduced by Ikramov in [Kh.D. Ikramov. On pseudo-eigenvalues and singular numbers of a complex square matrix (in Russian). Zap. Nauchn. Semin. POMI, 334:111–120, 2006.]. This paper presents some majorization inequalities for coneigenvalues, which extend some classical majorization relations for eigenvalues and singular values, and may serve as a basis for fur...

The Rayleigh-Ritz method finds the stationary values, called Ritz values, of the Rayleigh quotient on a given trial subspace as approximations to eigenvalues of a Hermitian operator A. If the trial subspace is A-invariant, the Ritz values are exactly some of the eigenvalues of A. Given two subspaces X and Y of the same finite dimension, such that X is A-invariant, the absolute changes in the Ri...

In this work we continue the nonsmooth analysis of absolutely symmetric functions of the singular values of a real rectangular matrix. Absolutely symmetric functions are invariant under permutations and sign changes of its arguments. We extend previous work on subgradients to analogous formulae for the proximal subdifferential and Clarke subdifferential when the function is either locally Lipsc...

A new notion of coneigenvalue was introduced by Ikramov in [On pseudo-eigenvalues and singular numbers of a complex square matrix, (in Russian), Zap. Nauchn. Semin. POMI 334 (2006), 111-120]. This paper presents some majorization inequalities for coneigenvalues, which extend some classical majorization relations for eigenvalues and singular values, and may serve as a basis for further investiga...

We propose two numerical methods, namely the block relaxation and majorization method, for the problem of nearest correlation matrix with factor structure, which is highly nonconvex. In the block relaxation method, the subproblem is of the standard trust region problem, which is solved by Steighaug’s truncated conjugate gradient method or by the trust region method of [21]. In the majorization ...

Let Mn,m be the set of all n × m matrices with entries in F, where F is the field of real or complex numbers. A matrix R ∈ Mn with the property Re=e, is said to be a g-row stochastic (generalized row stochastic) matrix. Let A,B∈ Mn,m, so B is said to be gw-majorized by A if there exists an n×n g-row stochastic matrix R such that B=RA. In this paper we characterize all linear operators that stro...