The positive definite completion problem revisited (Q947605)
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English | The positive definite completion problem revisited |
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The positive definite completion problem revisited (English)
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6 October 2008
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In a paper appeared in 1984, \textit{R. Grone, C. R. Johnson, E. Sa} and \textit{H. Wolkowicz} [Linear Algebra Appl. 58, 109--124 (1984; Zbl 0547.15011)] solved the positive definite (semi-)completion problem in which the underlying graph is chordal. The main purpose of the present paper is to determine a solution for the chordal case of the positive (semi-)definite completion problem using only matrix/graph theoretic methods and to show, in the positive definite case, that this solution is the unique determinant maximizer. This solution associates a specific tree (called the ``clique tree'') with the (chordal) graph of the given partial positive (semi-)definite matrix. This tree structure allows the author to complete the matrix a ``block at a time'' as opposed to an ``entry at a time'' (as in Grone et al. [loc. cit.] for the positive definite case). In Grone et al. [loc. cit.], using complex analytic techniques, the completion for the positive definite case was shown to be the unique determinant maximizing completion and was shown to be the unique completion that has zeros in its inverse at the positions corresponding to the unspecified entries of the partial matrix. The present paper shows the same using only matrix/graph theoretic tools.
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positive definite
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positive semidefinite
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matrix completions
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