Spectral factorizations and sums of squares representations via semidefinite programming

DOI10.1137/S0895479800371177MaRDI QIDQ2784372zbMATH OpenWikidataFDO

Authors J. W. McLean, Hugo J. Woerdeman

Publication date 23 April 2002

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0895479800371177

zbMATH Keywords

algorithminner-outer factorizationmultivariable trigonometric polynomialsemidefinite programmingspectral factorizationsums of squarestruncated moment problem

Mathematics Subject Classification ID

Trigonometric moment problems in one variable harmonic analysis (42A70) Fourier series and coefficients in several variables (42B05) Numerical methods for trigonometric approximation and interpolation (65T40) Semidefinite programming (90C22) (H^infty)-control (93B36)

Review text

The authors consider multivariate trigonofetric polynomials which can be written as a sum of squares, together with the truncated moment problem. Also considered is an algorithm for finding a sum of squares representation. Conditions for the existence of a spectral factorization are addressed and there is a discussion of inner-outer factorizations. A treatment is given of the dual of the factorization problem. Much of the analysis depends on the references (over 40).

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Cited in

(21)

• Approximating sums of squares with a single square
• On factorization of trigonometric polynomials
• Tight wavelet frames via semi-definite programming
• Positive hybrid real-trigonometric polynomials and applications to adjustable filter design and absolute stability analysis
• Factorization of multivariate positive Laurent polynomials
• New constructions of nonseparable tight wavelet frames
• Matrix factorizations and semi-orthogonal decompositions for blowing-ups
• The Pythagoras number of real sum of squares polynomials and sum of square magnitudes of polynomials
• POS3POLY -- a MATLAB preprocessor for optimization with positive polynomials
• Factorization of Singular Matrix Polynomials and Matrices with Circular Higher Rank Numerical Ranges
• On the Algorithmic Solvability of Spectral Factorization and Applications
• Outer factorizations in one and several variables
• Discrete Transforms, Semidefinite Programming, and Sum-of-Squares Representations of Nonnegative Polynomials
• Positive trigonometric polynomials and signal processing applications
• Positive Carathéodory interpolation on the polydisc
• Real factorization of positive semidefinite matrix polynomials
• Interpolatory quincunx quasi-tight and tight framelets
• On the trigonometric moment problem in two dimensions
• First-order methods for nonnegative trigonometric matrix polynomials
• Semidefinite programming and sums of Hermitian squares of noncommutative polynomials
• Algorithms for multidimensional spectral factorization and sum of squares

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