Maximum determinant positive definite Toeplitz completions

DOI10.1007/978-3-030-04269-1_17MaRDI QIDQ2010522zbMATHOpenAlexFDO

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 completionToeplitz matrixmaximum determinantpositive definite completionsingularity degree

Mathematics Subject Classification ID

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)

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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