Determining subspaces on which a matrix is nonnegative definite

DOI10.1016/0024-3795(92)90289-MMaRDI QIDQ1189625zbMATH OpenFDO

Authors Hannu Väliaho

Publication date 27 September 1992

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

Full work available at URL https://doi.org/10.1016/0024-3795(92)90289-M

zbMATH Keywords

eigenvaluesinertianonnegative definite matrixsubspaceTest problems

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42)

Review text

The author gives methods for finding a subspace \(L\) of \(R^ n\) of high dimension on which a given real symmetric \(n\times n\) matrix \(A\) is nonnegative (positive) definite. The subspace \(L\) is constructed as the intersection of some hyperplanes. The first method assumes that \(A\) has few negative (nonpositive) eigenvalues and selects the hyperplanes from a given collection which includes the coordinate planes. The second method finds a subspace \(L\) of maximal dimension. It proceeds by selecting some hyperplanes from the given collection and then successively constructing additional hyperplanes until a maximal \(L\) is determined. Both methods rely on inertia theory. In this process some new inertia results are derived. Test problems are also given.

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Cites work

• A combinatorial approach to convex quadratic programming
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• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
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• Local Duality of Nonlinear Programs
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Cited in

(3)

• Block pivoting and shortcut strategies for detecting copositivity
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• Computational geometry of positive definiteness

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