Hermitian and nonnegativity preserving subspaces (Q1083504)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Hermitian and nonnegativity preserving subspaces
scientific article

    Statements

    Hermitian and nonnegativity preserving subspaces (English)
    0 references
    0 references
    1986
    0 references
    Let C be the space of all \(n\times n\) complex matrices with the inner product defined by the trace, i.e. for \(A,B\in C\) \(<A,B>=tr AB^*\). A subspace H of C is said to be Hermitian (nonnegativity) preserving if for any Hermitian (nonnegative definite) A from C the orthogonal projection P(A) of A onto H is Hermitian (nonnegative definite). The author states several results on Hermitian and nonnegativity preserving subspaces and also indicates some possible applications of the results. One of the latter relates to the estimation of variance components \(\theta_ l\) of a linear model of the form \(E(y_ i)=\sum_{k}a_{ik}\beta_ k\) and \(E(y_ i-E(y_ i))(y_ j-E(y_ j))=\sum_{\ell}v_{ij,\ell}\) where \(y_ i\) is real \((i=1,2,...,n)\), \(a_{ik}\) and \(v_{ij,l}\) are fixed, \(v_{ij,\ell}=v_{ji,\ell}\) and \(\beta_ k,\theta_{\ell}\) are unknown parameters.
    0 references
    Hermitian
    0 references
    nonnegative definite
    0 references
    estimation of variance components
    0 references
    linear model
    0 references

    Identifiers