Hermitian and nonnegativity preserving subspaces

DOI10.1016/0024-3795(86)90154-0MaRDI QIDQ1083504zbMATH OpenOpenAlexFDO

Authors Thomas Mathew

Publication date 1986

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

Full work available at URL https://doi.org/10.1016/0024-3795(86)90154-0

zbMATH Keywords

estimation of variance componentsHermitianlinear modelnonnegative definite

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Linear regression; mixed models (62J05)

Review text

Let C be the space of all \(n\times n\) complex matrices with the inner product defined by the trace, i.e. for \(A,B\in C\) \(<A,B>=tr AB^*\). A subspace H of C is said to be Hermitian (nonnegativity) preserving if for any Hermitian (nonnegative definite) A from C the orthogonal projection P(A) of A onto H is Hermitian (nonnegative definite). The author states several results on Hermitian and nonnegativity preserving subspaces and also indicates some possible applications of the results. One of the latter relates to the estimation of variance components \(\theta_ l\) of a linear model of the form \(E(y_ i)=\sum_{k}a_{ik}\beta_ k\) and \(E(y_ i-E(y_ i))(y_ j-E(y_ j))=\sum_{\ell}v_{ij,\ell}\) where \(y_ i\) is real \((i=1,2,...,n)\), \(a_{ik}\) and \(v_{ij,l}\) are fixed, \(v_{ij,\ell}=v_{ji,\ell}\) and \(\beta_ k,\theta_{\ell}\) are unknown parameters.

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Cited in

(2)

• The classification of subspaces in Hermitean vector spaces
• scientific article; zbMATH DE number 4000129 (Why is no real title available?)

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