Computational geometry of positive definiteness
computational geometryconvex analysiseigenvalue optimizationellipsoid methodsHermitian matrix subspacejoint numerical rangenumerical experimentsperceptron algorithmpositive definiteness
Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Positive matrices and their generalizations; cones of matrices (15B48) Operator spaces (= matricially normed spaces) (47L25) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18)
Let \({\mathcal V}\) denote a real subspace of \({\mathbb C}^{n\times n}\) consisting of Hermitian matrices. The authors address the problem of determining if \({\mathcal V}\) possesses a positive definite element. Given an orthonormal basis \(V_1,\dots,V_k\) of \({\mathcal V}\), the joint numerical range is defined as the set of all points \((x^\ast V_1x,\dots,x^\ast V_kx)\) in \({\mathbb R}^k\) with \(x\in{\mathbb C}^n\) of unit length. It is shown that \({\mathcal V}\) possesses positive definite elements if and only if the joint numerical range is contained within a half-space that does not contain the origin. Moreover, for any hyperplane through the origin in \({\mathbb R}^k\) with unit normal vector \(u=(u_1,\dots,u_k)\), one can find a point \(p\) on the boundary of the joint numerical range whose distance along \(u\) from the hyperplane is the smallest eigenvalue \(\lambda\) of \(V=u_1V_1+\dots+u_kV_k\). In particular, \(V\) is positive definite if \(\lambda>0\). This geometric connection between positive definite elements of \({\mathcal V}\) and the joint numerical range is exploited by the authors to construct computational-geometric algorithms for finding a positive definite element: one using a perceptron algorithm, and two others using ellipsoid methods. These algorithms are then compared by means of numerical experiments.
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