On cone of nonsymmetric positive semidefinite matrices (Q979007): Difference between revisions
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English | On cone of nonsymmetric positive semidefinite matrices |
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On cone of nonsymmetric positive semidefinite matrices (English)
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25 June 2010
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A square real matrix is called a \(P_0\) (\(P\)) matrix if all its principal minors are nonnegative (positive). Let \(\mathcal P_0\) and \(\mathcal P\) denote the classes of \(P_0\) and \(P\) matrices, respectively. The authors study the cone of nonsymmetric positive semidefinite matrices (NS-psd cone). First they demonstrate that this cone is hyperbolic but not homogeneous. Then they prove that the NS-psd cone is a maximal convex subcone of \(\mathcal P _0\), which is not a convex cone and that the interior of the NS-psd cone is not a maximal convex subcone of the cone \(\mathcal P\). Some new sufficient and necessary conditions for a nonsymmetric matrix to be positive semidefinite are given. Applications are considered.
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nonsymmetric positive semidefinite matrix
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hyperbolic cone
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facial structure
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maximal convex subcone
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principal minors
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