Minimal condition number for positive definite Hankel matrices using semidefinite programming

DOI10.1016/J.LAA.2010.04.052MaRDI QIDQ989049zbMATH OpenOpenAlexWikidataFDO

Authors Suliman Al-Homidan, M. M. Alshahrani, Cosmin Petra, Florian A. Potra

Publication date 27 August 2010

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2010.04.052

zbMATH Keywords

semi-definite programmingminimum condition numberpositive definite real Hankel matrix

Mathematics Subject Classification ID

Semidefinite programming (90C22) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Toeplitz, Cauchy, and related matrices (15B05)

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Cites work

• scientific article; zbMATH DE number 5004921 (Why is no real title available?)
• scientific article; zbMATH DE number 5124934 (Why is no real title available?)
• scientific article; zbMATH DE number 1304509 (Why is no real title available?)
• scientific article; zbMATH DE number 6304036 (Why is no real title available?)
• How bad are Hankel matrices?
• Hybrid methods for approximating Hankel matrix
• On homogeneous interrior-point algorithms for semidefinite programming
• Positive definite Hankel matrices of minimal condition
• Positive definite Hankel matrices using Cholesky factorization
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• Sdpha: a Matlab implementation of homogeneous interior-point algorithms for semidefinite programming
• Solving Hankel matrix approximation problem using semidefinite programming
• Stable factorization for Hankel and Hankel‐like matrices
• The condition number of real Vandermonde, Krylov and positive definite Hankel matrices
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

Cited in

(5)

• A note on a lower bound on the minimum rank of a positive semidefinite Hankel matrix rank minimization problem
• A class of weighted low rank approximation of the positive semidefinite Hankel matrix
• Solving Hankel matrix approximation problem using semidefinite programming
• Positive definite Hankel matrices of minimal condition
• Positive definite Hankel matrices using Cholesky factorization

Describes a project that uses

Uses Software

• SDPT3
• SeDuMi
• SDPA
• SDPHA
• Mathematica

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