Positive semidefinite interval of matrix pencil and its applications for the generalized trust region subproblems
Abstract
We are concerned with finding the set of real values such that the matrix pencil is positive semidefinite. If are not simultaneously diagonalizable via congruence (SDC), either is empty or has only one value When are SDC, if not empty, can be a singleton or an interval. Especially, if is an interval and at least one of the matrices is nonsingular then its interior is the positive definite interval If are both singular, then even is an interval, its interior may not be but are then decomposed to block diagonals of submatrices with nonsingular such that Applying the hard-case of the generalized trust-region subproblem (GTRS) can be dealt with by only solving a system of linear equations or reduced to the easy-case of a GTRS of smaller size.
Keywords
Cite
@article{arxiv.2302.14352,
title = {Positive semidefinite interval of matrix pencil and its applications for the generalized trust region subproblems},
author = {Van-Bong Nguyen and Thi Ngan Nguyen},
journal= {arXiv preprint arXiv:2302.14352},
year = {2023}
}
Comments
23 pages, no figures