On the banded Toeplitz structured distance to symmetric positive semidefiniteness
Numerical Analysis
2022-05-25 v1 Numerical Analysis
Abstract
This paper is concerned with the determination of a close real banded positive definite Toeplitz matrix in the Frobenius norm to a given square real banded matrix. While it is straightforward to determine the closest banded Toeplitz matrix to a given square matrix, the additional requirement of positive definiteness makes the problem difficult. We review available theoretical results and provide a simple approach to determine a banded positive definite Toeplitz matrix.
Keywords
Cite
@article{arxiv.2204.05812,
title = {On the banded Toeplitz structured distance to symmetric positive semidefiniteness},
author = {Silvia Noschese and Lothar Reichel},
journal= {arXiv preprint arXiv:2204.05812},
year = {2022}
}
Comments
14 pages,2 figures