Trace minimization principles for positive semi-definite pencils (Q1940103)
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English | Trace minimization principles for positive semi-definite pencils |
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Trace minimization principles for positive semi-definite pencils (English)
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5 March 2013
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The authors, for a given (regular or singular) Hermitian matrix pencil \(A-\lambda B\) of order \(n\), are interested in when \(\inf_{X^HAX=J_k}\mathrm{trace}(X^HAX)\) is finite and attainable. First, in the introduction, they present the problem and they refer to previously established results from other authors, especially for the case of \(B\) being a non singular matrix. In the next two sections, they provide and prove their main results. Finally, in the fourth section, they prove a sufficient and necessary condition for infimum attainability.
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Hermitian matrix pencil
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positive semi-definite
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trace minimization
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eigenvalue
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eigenvector
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Hermitian matrix
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