Dilations, Linear Matrix Inequalities, the Matrix Cube Problem and Beta Distributions

DOI10.1090/MEMO/1232MaRDI QIDQ5383906zbMATH OpenOpenAlexWikidataFDO

Authors J. William Helton, Igor Klep, Markus Schweighofer, Scott McCullough

Publication date 20 June 2019

Published in Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.1481

zbMATH Keywords

beta distributionbinomial distributioncompletely positive mapdilationfree analysisfree spectrahedronlinear matrix inequalitymatrix cube problemrobust stabilityspectrahedron

Mathematics Subject Classification ID

Gamma, beta and polygamma functions (33B15) Operator spaces and completely bounded maps (46L07) Research exposition (monographs, survey articles) pertaining to operator theory (47-02) Dilations, extensions, compressions of linear operators (47A20) Probability distributions: general theory (60E05) Semidefinite programming (90C22)

Abstract: An operator C on a Hilbert space H dilates to an operator T on a Hilbert space K if there is an isometry V from H to K such that C=V^*TV. A main result of this paper is, for a positive integer d, the simultaneous dilation, up to a sharp factor $vartheta(d)$, of all d-by-d symmetric matrices of operator norm at most one to a collection of commuting self-adjoint contraction operators on a Hilbert space. An analytic formula for $vartheta(d)$ is derived, which as a by-product gives new probabilistic results for the binomial and beta distributions. Dilating to commuting operators has consequences for the theory of linear matrix inequalities (LMIs). Given a tuple A=(A_1,...,A_g) of symmetric matrices of the same size, L(x):=I-sum A_j x_j is a monic linear pencil. The solution set S_L of the corresponding linear matrix inequality, consisting of those x in R^g for which L(x) is positive semidefinite (PsD), is a spectrahedron. The set D_L of tuples X=(X_1,...,X_g) of symmetric matrices (of the same size) for which L(X):=I-sum A_j otimes X_j is PsD, is a free spectrahedron. A result here is: any tuple X of d-by-d symmetric matrices in a bounded free spectrahedron D_L dilates, up to a scale factor, to a tuple T of commuting self-adjoint operators with joint spectrum in the corresponding spectrahedron S_L. From another viewpoint, the scale factor measures the extent that a positive map can fail to be completely positive. Given another monic linear pencil M, the inclusion D_L subset D_M obviously implies the inclusion S_L subset S_M and thus can be thought of as its free relaxation. Determining if one free spectrahedron contains another can be done by solving an explicit LMI and is thus computationally tractable. The scale factor for commutative dilation of D_L gives a precise measure of the worst case error inherent in the free relaxation, over all monic linear pencils M of size d.

Recommendations

• scientific article; zbMATH DE number 4114809
• Dilation theory in finite dimensions and matrix convexity
• Matrix Poincaré inequalities and concentration
• Matrix anti-concentration inequalities with applications
• On matrix variance inequalities
• Matrix inequalities related to power means of probability measures
• An introduction to matrix concentration inequalities
• On bounded real matrix inequality dilation
• scientific article; zbMATH DE number 2172855
• Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications

Cites work

• A general framwork for a multi-operator functional calculus
• Advances in convex optimization: conic programming
• Analytic Inequalities
• Bounds for the difference between median and mean of beta and negative binomial distributions
• Closed form summation for classical distributions: variations on a theme of de Moivre
• Containment problems for polytopes and spectrahedra
• Dilations of frames, operator-valued measures and bounded linear maps
• Dilations, inclusions of matrix convex sets, and completely positive maps
• Engineering systems and free-semi-algebraic geometry
• Every convex free basic semi-algebraic set has an LMI representation
• Foundations of Free Noncommutative Function Theory
• Framings and dilations
• Free analysis questions. II: The Grassmannian completion and the series expansions at the origin
• Functions of several noncommuting variables
• Generalization of Simmons' theorem
• Handbook of semidefinite programming. Theory, algorithms, and applications
• Harmonic analysis of operators on Hilbert space
• scientific article; zbMATH DE number 1579275 (Why is no real title available?)
• scientific article; zbMATH DE number 1993745 (Why is no real title available?)
• scientific article; zbMATH DE number 1849957 (Why is no real title available?)
• scientific article; zbMATH DE number 2117180 (Why is no real title available?)
• scientific article; zbMATH DE number 5070409 (Why is no real title available?)
• scientific article; zbMATH DE number 3352023 (Why is no real title available?)
• scientific article; zbMATH DE number 3365595 (Why is no real title available?)
• scientific article; zbMATH DE number 2207666 (Why is no real title available?)
• scientific article; zbMATH DE number 3082952 (Why is no real title available?)
• scientific article; zbMATH DE number 3101006 (Why is no real title available?)
• Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
• Interpolation of rational matrix functions
• Linear Matrix Inequalities in System and Control Theory
• Linear matrix inequality representation of sets
• Matrix convexity: Operator analogues of the bipolar and Hahn-Banach theorems
• Matrix positivity preservers in fixed dimension. I
• Metric constrained interpolation, commutant lifting and systems
• Multidimensional circuit synthesis and multivariable dilation theory
• On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty
• Operator Positivstellensätze for noncommutative polynomials positive on matrix convex sets
• Operator system quotients of matrix algebras and their tensor products
• Operator-valued measures, dilations, and the theory of frames
• Positive Functions on C ∗ -Algebras
• Quotients, exactness, and nuclearity in the operator system category
• REPRESENTATIONS OF THE ANTICOMMUTATION RELATIONS
• Semidefinite Optimization and Convex Algebraic Geometry
• Semidefinite relaxation and nonconvex quadratic optimization
• Subalgebras of C^ *-algebras
• Subalgebras of C\(^*\)-algebras. II
• The Choquet boundary of an operator system
• The convex Positivstellensatz in a free algebra
• The mathematical legacy of William Arveson
• The matricial relaxation of a linear matrix inequality
• The noncommutative Choquet boundary
• The tracial Hahn-Banach theorem, polar duals, matrix convex sets, and projections of free spectrahedra

Cited in

(25)

• Extreme points of matrix convex sets, free spectrahedra, and dilation theory
• Minimal and maximal matrix convex sets
• Bianalytic maps between free spectrahedra
• Dilation theory: a guided tour
• An introduction to matrix convex sets and free spectrahedra
• Noncommutative polynomials describing convex sets
• Noncommutative Choquet simplices
• Density of rational points near/on compact manifolds with certain curvature conditions
• Incompatibility in general probabilistic theories, generalized spectrahedra, and tensor norms
• Complete order equivalence of spin unitaries
• Bianalytic free maps between spectrahedra and spectraballs
• Plurisubharmonic noncommutative rational functions
• Non-commutative rational functions in the full Fock space
• Compatibility of quantum measurements and inclusion constants for the matrix jewel
• Shape, scale, and minimality of matrix ranges
• Spectrahedral Containment and Operator Systems with Finite-Dimensional Realization
• Dilations of unitary tuples
• A tensor norm approach to quantum compatibility
• Noncommutative rational Clark measures
• Polytope compatibility—From quantum measurements to magic squares
• Bilinear matrix inequalities and polynomials in several freely noncommuting variables
• Classifying linear matrix inequalities via abstract operator systems
• Free extreme points span generalized free spectrahedra given by compact coefficients
• Matrix convex sets over the Euclidean ball and polar duals of real free spectrahedra
• Geometry of essential matrix ranges and the Smith-Ward problem for operator systems

This page was built for publication: Dilations, Linear Matrix Inequalities, the Matrix Cube Problem and Beta Distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5383906)