Related papers: On algebraic Riccati equations associated with M-M…
This paper deals with the numerical computation of the least singular value of a rectangular matrix $A$ relative to a pair of closed convex cones $(P,Q)$, which is defined as the optimal value of the non-convex optimization problem of…
Matrix Completion is the problem of recovering an unknown real-valued low-rank matrix from a subsample of its entries. Important recent results show that the problem can be solved efficiently under the assumption that the unknown matrix is…
A new approach is used to obtain a global solvability criterion for matrix Riccati equations. It is shown that the obtained result is an extension of a result derived from a comparison theorem for matrix Riccati equations. Two corollaries…
This paper presents a derivation of the possible residual symmetries of rational K-matrices which are invertible in the ''classical limit'' (the spectral parameter goes to infinity). This derivation uses only the boundary Yang-Baxter…
It is known that every complex square matrix with nonnegative determinant is the product of positive semi-definite matrices. There are characterizations of matrices that require two or five positive semi-definite matrices in the product.…
A method to find exact solutions to nonlinear Schr\"odinger equation, defined on a line and on a plane, is found by connecting it with second order linear ordinary differential equation. The connection is essentially made using Riccati…
Matrix rank minimization problems are gaining a plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In…
In this paper, we review the problem of matrix completion and expose its intimate relations with algebraic geometry, combinatorics and graph theory. We present the first necessary and sufficient combinatorial conditions for matrices of…
Discontinuity with respect to data perturbations is common in algebraic computation where solutions are often highly sensitive. Such problems can be modeled as solving systems of equations at given data parameters. By appending auxiliary…
Analytic interpolation problems with rationality and derivative constraints are ubiquitous in systems and control. This paper provides a new method for such problems, both in the scalar and matrix case, based on a non-standard Riccati-type…
The singularly perturbed Riccati equation is the first-order nonlinear ODE $\hbar \partial_x f = af^2 + bf + c$ in the complex domain where $\hbar$ is a small complex parameter. We prove an existence and uniqueness theorem for exact…
We compute the PI-exponent of the matrix ring with coefficients in an associative algebra. As a consequence, we prove the following. Let $\mathcal{R}$ be a PI-algebra with a positive PI-exponent. If $M_n(\mathcal{R})$ and $M_m(\mathcal{R})$…
Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…
A tight continuous relaxation is a crucial factor in solving mixed integer formulations of many NP-hard combinatorial optimization problems. The (weighted) max $k$-cut problem is a fundamental combinatorial optimization problem with…
We develop new techniques in order to deal with Riccati-type equations, subject to a further algebraic constraint, on Riemannian manifolds $(M^3,g)$. We find that the obstruction to solve the aforementioned equation has order $4$ in the…
We revisit a formula that connects the minimal ranks of triangular parts of a matrix and its inverse and relate the result to structured rank matrices. We also address the generic minimal rank problem.
We study solutions of a homogeneous quadratic equation $q(x_0,\dots, x_n)=0$, defined over a field $K$, where the $x_i$ are themselves homogeneous polynomials of some degree $d$ in $r+1$ variables. Equivalently, we are looking at rational…
This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are…
We consider a class (M, g, q) of four-dimensional Riemannian manifolds M, where besides the metric g there is an additional structure q, whose fourth power is the unit matrix. We use the existence of a local coordinate system such that…
As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization conditions and controller design are all based on the Riccati…