Maximum determinant positive definite Toeplitz completions
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Publication:2010522
DOI10.1007/978-3-030-04269-1_17zbMATH Open1426.15044arXiv1802.00653OpenAlexW2786001072MaRDI QIDQ2010522FDOQ2010522
Hugo J. Woerdeman, Stefan Sremac, Henry Wolkowicz
Publication date: 27 November 2019
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.
Full work available at URL: https://arxiv.org/abs/1802.00653
Matrix completion problems (15A83) Semidefinite programming (90C22) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Toeplitz, Cauchy, and related matrices (15B05)
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