Testing matrices for definiteness and application examples that spawn the need

DOI10.2514/3.20246MaRDI QIDQ3766711zbMATH OpenOpenAlexFDO

Authors T. H. Kerr

Publication date 1987

Published in Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.20246

zbMATH Keywords

Hermitian matrixpositive definiteness/semidefinitenessprincipal minor testsymmetric matrix

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Positive matrices and their generalizations; cones of matrices (15B48) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Recommendations

• Misstatements of the test for positive semidefinite matrices
• Testing the definiteness of matrices on polyhedral cones
• Verification of positive definiteness
• The properties and discrimination of the positive definite matrices
• Effective recursive algorithm for judging the positive-definiteness of matrices of high dimension

Cited in

(2)

• Testing the definiteness of matrices on polyhedral cones
• Numerical test for semidefiniteness of functional matrices

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