Finding a positive semidefinite interval for a parametric matrix (Q1076107): Difference between revisions

For given symmetric \(n\times n\) matrices, positive semidefinite C and E of rank one or two, real numbers ṯ\(\leq 0\), \(\bar t\geq 0\) are obtained such that the parametric matrix \(C(t)=C+tE\) is positive semidefinite if and only if \(t\in [\underline t,\bar t]\). This problem arises in connection with parametric Hessian quadratic programming with applications in structural design and portfolio analysis. Methods for explicit computation of ṯ and \(\bar t\) along with results of limited numerical testing have been given.