Approximating a symmetric matrix (Q2641074): Difference between revisions
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Latest revision as of 11:28, 30 July 2024
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English | Approximating a symmetric matrix |
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Approximating a symmetric matrix (English)
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1990
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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.
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least squares
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symmetric matrices
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matrix approximations
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positive semi- definite
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critical dichotomy
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