A variant of Schur's product theorem and its applications

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Publication:2180897



Abstract: We show the following version of the Schur's product theorem. If M=(Mj,k)j,k=1ninmathbbRnimesn is a positive semidefinite matrix with all entries on the diagonal equal to one, then the matrix N=(Nj,k)j,k=1n with the entries Nj,k=Mj,k2−frac1n is positive semidefinite. As a corollary of this result, we prove the conjecture of E. Novak on intractability of numerical integration on a space of trigonometric polynomials of degree at most one in each variable. Finally, we discuss also some consequences for Bochner's theorem, covariance matrices of chi2-variables, and mean absolute values of trigonometric polynomials. -- Please, have a look into page 6 of the preprint "Lower Bounds for the Error of Quadrature Formulas for Hilbert Spaces" for a discussion of the relation of Theorem 1 and Corollary 2 to Gegenbauer polynomials (pointed out by Dmitriy Bilyk (University of Minnesota)). --












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