Preserving positivity for rank-constrained matrices

DOI10.1090/TRAN/6826zbMATH Open1366.15028arXiv1406.0042OpenAlexW1566576627MaRDI QIDQ5267966FDOQ5267966

Apoorva Khare, Bala Rajaratnam, Dominique Guillot

Publication date: 14 June 2017

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: Entrywise functions preserving the cone of positive semidefinite matrices have been studied by many authors, most notably by Schoenberg [Duke Math. J. 9, 1942] and Rudin [Duke Math. J. 26, 1959]. Following their work, it is well-known that entrywise functions preserving Loewner positivity in all dimensions are precisely the absolutely monotonic functions. However, there are strong theoretical and practical motivations to study functions preserving positivity in a fixed dimension $n$. Such characterizations for a fixed value of $n$ are difficult to obtain, and in fact are only known in the $2imes2$ case. In this paper, using a novel and intuitive approach, we study entrywise functions preserving positivity on distinguished submanifolds inside the cone obtained by imposing rank constraints. These rank constraints are prevalent in applications, and provide a natural way to relax the elusive original problem of preserving positivity in a fixed dimension. In our main result, we characterize entrywise functions mapping $nimesn$ positive semidefinite matrices of rank at most $l$ into positive semidefinite matrices of rank at most $k$ for $1leqlleqn$ and $1leqk<n$. We also demonstrate how an important necessary condition for preserving positivity by Horn and Loewner [Trans. Amer. Math. Soc. 136, 1969] can be significantly generalized by adding rank constraints. Finally, our techniques allow us to obtain an elementary proof of the classical characterization of functions preserving positivity in all dimensions obtained by Schoenberg and Rudin.

Full work available at URL: https://arxiv.org/abs/1406.0042

zbMATH Keywords

positive semidefinite matricesabsolutely monotonic functionsrank constraintLoewner orderingentrywise positive mapsrank preserving maps

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Linear preserver problems (15A86) Vector spaces, linear dependence, rank, lineability (15A03)

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