Approximating a symmetric matrix (Q2641074): Difference between revisions

For symmetric matrices, it is sometimes necessary to study matrix approximations in which all the diagonal elements get weight w relative to all the off-diagonal elements. This paper studies such approximations for the special case when the approximating matrix is constrained to be positive semi-definite. The main result is that for \(w\geq\) the rank of the approximating matrix is never greater than p, and for \(w\leq\) the rank is at least p, where p is the positivity of the original matrix. Hence, \(w=\) marks a critical dichotomy. Related problems and other norms, in particular stress, are also considered.