Maximum determinant positive definite Toeplitz completions

DOI10.1007/978-3-030-04269-1_17MaRDI QIDQ2010522zbMATH OpenOpenAlexFDO

Authors Stefan Sremac, Henry Wolkowicz, Hugo J. Woerdeman

Publication date 27 November 2019

Full work available at URL https://arxiv.org/abs/1802.00653

zbMATH Keywords

matrix completionmaximum determinantpositive definite completionsingularity degreeToeplitz matrix

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Matrix completion problems (15A83) Toeplitz, Cauchy, and related matrices (15B05) Semidefinite programming (90C22)

Abstract: We consider partial symmetric Toeplitz matrices where a positive definite completion exists. We characterize those patterns where the maximum determinant completion is itself Toeplitz. We then extend these results with positive definite replaced by positive semidefinite, and maximum determinant replaced by maximum rank. These results are used to determine the singularity degree of a family of semidefinite optimization problems.

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