Testing the definiteness of matrices on polyhedral cones (Q1104045)
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English | Testing the definiteness of matrices on polyhedral cones |
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Testing the definiteness of matrices on polyhedral cones (English)
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1988
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The author gives finite criteria for determining whether a real symmetric matrix is nonnegative definite, nonnegative definite plus, or positive definite on a convex polyhedral cone using the principal pivoting scheme for quadratic programming. Moreover, if a criterion gives an indication that a real symmetric matrix does not belong to a certain conditional definiteness class, the author shows how to determine a point in the polyhedral cone in which the definiteness class in question is violated. A procedure and some numerical examples are also given.
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definiteness of matrices
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convex polyhedral cone
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principal pivoting scheme
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quadratic programming
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numerical examples
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