Maximizing the determinant for a special class of block-partitioned matrices (Q2567582)
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English | Maximizing the determinant for a special class of block-partitioned matrices |
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Maximizing the determinant for a special class of block-partitioned matrices (English)
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11 October 2005
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Let \(\mathcal L\) be the set of \(NJ \times NJ\) positive definite block matrices \(Q = [Q_{ij}]\), \(i,j =1,2,\dots,J\), where \(Q_{ij}\in\mathbb R^{N\times N}\), \(\text{tr}(Q_{ij}) = E_{ij}\) and \(E_{ij}\) are given constants. The authors prove that the maximum of \(\det(Q)\) over \(\mathcal L\) is \(N^{-NJ}(\det(E))^N\) and is achieved for \(Q_{ij} = (E_{ij}/N)I_N\), where \(E = [E_{ij}]\in\mathbb R^{J\times J}\) and \(I_N\) is the \(N\times N\) identity matrix. The maximum determinant of a sum of Kronecker products of matrices is also obtained.
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determinants
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block-partitioned matrices
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maximum determinant
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Kronecker products
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