Intrinsic volumes of symmetric cones
Optimization and Control
2012-05-10 v1
Abstract
We compute the intrinsic volumes of the cone of positive semidefinite matrices over the real numbers, over the complex numbers, and over the quaternions, in terms of integrals related to Mehta's integral. Several applications for the probabilistic analysis of semidefinite programming are given.
Keywords
Cite
@article{arxiv.1205.1863,
title = {Intrinsic volumes of symmetric cones},
author = {Dennis Amelunxen and Peter Bürgisser},
journal= {arXiv preprint arXiv:1205.1863},
year = {2012}
}
Comments
42 pages