Noncentral indefinite quadratic expressions in possibly non- singular normal vectors are represented in terms of the difference of two positive definite quadratic forms and an independently distributed linear combination of standard normal random variables. This result also ap- plies to quadratic forms in singular normal vectors for which no general representation is currently available. The ...

In this paper, an efficient iterative method is presented to solve a new nonlinear matrix equation * r X A X A I   with real matrices and r 1  . Some properties of the positive definite solutions for the nonlinear matrix equation are derived. Moreover, necessary and sufficient conditions for the existence of the positive definite solutions are derived. The error estimation of the iterative m...

In this paper, we introduce and analyze new randomized and deterministic algorithms to approximate the product of two matrices. In addition we provide what is, to the best of our knowledge, the first relative error bound for the Nyström approximation of quadratic forms. While deriving the proofs of the results, we highlight several new connections between matrix products, the Nyström extension ...

A positive definite completion problem pertains to determining whether the unspecified positions of a partial (or incomplete) matrix can be completed in a desired subclass of positive definite matrices. In this paper we study an important and new class of positive definite completion problems where the desired subclasses are the spaces of covariance and inverse-covariance matrices of probabilis...

This note provides another proof for the convexity (strict convexity) of log det(I + KX) over the positive definite cone for any given positive semidefinite matrix K 0 (positive definite matrix K ≻ 0) and the strictly convexity of log det(K + X) over the positive definite cone for any given K 0. Equivalent optimization representation with linear matrix inequalities (LMIs) for the functions log ...