Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone

DOI10.1016/J.AMC.2012.11.022MaRDI QIDQ2434862zbMATH OpenOpenAlexFDO

Authors Masao Fukushima, Yun-Bin Zhao

Publication date 31 January 2014

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.2131

zbMATH Keywords

positive semidefinite conerank-one solutionhomotopy invariance theoremhomogenous systems of linear matrix equations

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Matrix equations and identities (15A24)

Abstract: The problem of finding a rank-one solution to a system of linear matrix equations arises from many practical applications. Given a system of linear matrix equations, however, such a low-rank solution does not always exist. In this paper, we aim at developing some sufficient conditions for the existence of a rank-one solution to the system of homogeneous linear matrix equations (HLME) over the positive semidefinite cone. First, we prove that an existence condition of a rank-one solution can be established by a homotopy invariance theorem. The derived condition is closely related to the so-called $P_{e}mptyset$ property of the function defined by quadratic transformations. Second, we prove that the existence condition for a rank-one solution can be also established through the maximum rank of the (positive semidefinite) linear combination of given matrices. It is shown that an upper bound for the rank of the solution to a system of HLME over the positive semidefinite cone can be obtained efficiently by solving a semidefinite programming (SDP) problem. Moreover, a sufficient condition for the nonexistence of a rank-one solution to the system of HLME is also established in this paper.

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