Positive definiteness of Hermitian interval matrices

DOI10.1016/J.LAA.2009.10.011MaRDI QIDQ846327zbMATH OpenOpenAlexFDO

Authors Junwei Shao, Xiaorong Hou

Publication date 9 February 2010

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2009.10.011

zbMATH Keywords

eigenvalueHermitian interval matrixinterval matrixpositive definitenesssymmetric interval matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Positive matrices and their generalizations; cones of matrices (15B48) Hermitian, skew-Hermitian, and related matrices (15B57) Interval and finite arithmetic (65G30)

Review text

The positive definiteness of Hermitian interval matrices is investigated. It is shown that for each Hermitian matrix \(A\) in a Hermitian interval matrix \(A\) there exists a Hermitian vertex matrix \(B\in A\) such that \(\Lambda_n (A)\geq \Lambda_n (B)\), where \(\Lambda_n\) denotes the minimal eigenvalue. This implies that positive definiteness of all Hermitian vertex matrices in \(A\) implies positive definiteness of each Hermitian matrix in \(A\), which is a generalization of a similar result for symmetric interval matrices.

Recommendations

• A necessary and sufficient condition for the positive-definiteness of interval symmetric matrices
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Cites work

• A necessary and sufficient condition for the positive-definiteness of interval symmetric matrices
• scientific article; zbMATH DE number 733109 (Why is no real title available?)
• Optimal finite characterization of linear problems with inexact data
• Positive Definiteness and Stability of Interval Matrices
• The extreme eigenvalues and stability of Hermitian interval matrices
• Verification of positive definiteness

Cited in

(8)

• Nonnegative definite Hermitian matrices with increasing principal minors
• Determining the positive definiteness margin of interval matrices
• Verification of positive definiteness
• scientific article; zbMATH DE number 4192957 (Why is no real title available?)
• The extreme eigenvalues and stability of Hermitian interval matrices
• A necessary and sufficient condition for the positive-definiteness of interval symmetric matrices
• Sufficient condition for the positive definiteness of symmetric interval matrices
• Positivity criteria generalizing the leading principal minors criterion

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