The positive definite completion problem revisited

DOI10.1016/J.LAA.2008.04.020MaRDI QIDQ947605zbMATH OpenOpenAlexWikidataFDO

Authors Ronald L. Smith

Publication date 6 October 2008

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

Full work available at URL https://doi.org/10.1016/j.laa.2008.04.020

zbMATH Keywords

matrix completionspositive definitepositive semidefinite

Mathematics Subject Classification ID

Inverse problems in linear algebra (15A29)

Review text

In a paper appeared in 1984, \textit{R. Grone, C. R. Johnson, E. Sa} and \textit{H. Wolkowicz} [Linear Algebra Appl. 58, 109--124 (1984; Zbl 0547.15011)] solved the positive definite (semi-)completion problem in which the underlying graph is chordal. The main purpose of the present paper is to determine a solution for the chordal case of the positive (semi-)definite completion problem using only matrix/graph theoretic methods and to show, in the positive definite case, that this solution is the unique determinant maximizer. This solution associates a specific tree (called the ``clique tree) with the (chordal) graph of the given partial positive (semi-)definite matrix. This tree structure allows the author to complete the matrix a ``block at a time as opposed to an ``entry at a time (as in Grone et al. [loc. cit.] for the positive definite case). In Grone et al. [loc. cit.], using complex analytic techniques, the completion for the positive definite case was shown to be the unique determinant maximizing completion and was shown to be the unique completion that has zeros in its inverse at the positions corresponding to the unspecified entries of the partial matrix. The present paper shows the same using only matrix/graph theoretic tools.

Recommendations

• Matrix completions and chordal graphs
• The completion problem for M-matrices and inverse M-matrices
• The real positive definite completion problem for a simple cycle
• Determinantal formulae for matrix completions associated with chordal graphs
• scientific article; zbMATH DE number 4120326
• Graph theoretic methods for matrix completion problems
• A direct proof for the matrix decomposition of chordal-structured positive semidefinite matrices
• The real positive definite completion problem for a 4-cycle
• scientific article; zbMATH DE number 1182570
• Inverse M-matrices completions of then-chordal graph

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Cited in

(32)

• Inheritance principles for chordal graphs
• Positive definite completions and determinant maximization
• Matrix completions and chordal graphs
• Measures of generalized magnitude-squared coherence: differences and similarities
• Determinantal formulae for matrix completions associated with chordal graphs
• Uniqueness of the solutions of some completion problems
• The positive definite completion problem relative to a subspace
• Linearly constrained positive definite completions
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