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One of the main applications of semidefinite programming lies in linear systems and control theory. Many problems in this subject, certainly the textbook classics, have matrices as variables, and the formulas naturally contain…

Operator Algebras · Mathematics 2011-12-30 J. William Helton , Igor Klep , Scott McCullough

The numerical range of a matrix is studied geometrically via the cone of positive semidefinite matrices (or semidefinite cone for short). In particular it is shown that the feasible set of a two-dimensional linear matrix inequality (LMI),…

Optimization and Control · Mathematics 2010-04-08 Didier Henrion

The numerical range of a matrix is studied geometrically via the cone of positive semidefinite matrices (or semidefinite cone for short). In particular it is shown that the feasible set of a two-dimensional linear matrix inequality (LMI),…

Optimization and Control · Mathematics 2008-12-10 Didier Henrion

Given bounded selfadjoint operators $A$ and $B$ acting on a Hilbert space $\mathcal{H}$, consider the linear pencil $P(\lambda)=A+\lambda B$, $\lambda\in\mathbb{R}$. The set of parameters $\lambda$ such that $P(\lambda)$ is a positive…

Functional Analysis · Mathematics 2022-01-10 Santiago Gonzalez Zerbo , Alejandra Maestripieri , Francisco Martínez Pería

The goal of this paper is to present an overview of the software collection for the solution of linear and nonlinear semidefinite optimization problems PENNON. In the first part we present theoretical and practical details of the underlying…

Optimization and Control · Mathematics 2015-04-29 Michal Kocvara , Michael Stingl

We consider a symmetric matrix, the entries of which depend linearly on some parameters. The domains of the parameters are compact real intervals. We investigate the problem of checking whether for each (or some) setting of the parameters,…

Numerical Analysis · Computer Science 2019-05-28 Milan Hladík

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However,…

Numerical Analysis · Mathematics 2017-06-22 Yuanzhe Xi , Ruipeng Li , Yousef Saad

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

The main purpose of this article is to show that the numerical range of a linear pencil $\lambda A + B$ is equal to $\mathbb{C}$ if and only if $0$ belongs to the convex hull of the joint numerical range of $A$ and $B$. We also prove that…

Numerical Analysis · Mathematics 2022-11-04 Vadym Koval , Patryk Pagacz

We study the convex relaxation of a polynomial optimization problem, maximizing a product of linear forms over the complex sphere. We show that this convex program is also a relaxation of the permanent of Hermitian positive semidefinite…

Optimization and Control · Mathematics 2021-01-21 Chenyang Yuan , Pablo A. Parrilo

This document describes our freely distributed Maple library {\sc spectra}, for Semidefinite Programming solved Exactly with Computational Tools of Real Algebra. It solves linear matrix inequalities with symbolic computation in exact…

Optimization and Control · Mathematics 2020-02-12 Mohab Safey El Din , Didier Henrion , Simone Naldi , Mohab Safey , El Din

The nonlinear inverse problem of exponential data fitting is separable since the fitting function is a linear combination of parameterized exponential functions, thus allowing to solve for the linear coefficients separately from the…

Numerical Analysis · Mathematics 2023-06-13 Annie Cuyt , Wen-shin Lee

Representations of nonnegative polynomials as sums of squares are central to real algebraic geometry and the subject of active research. The sum-of-squares representations of a given polynomial are parametrized by the convex body of…

Algebraic Geometry · Mathematics 2018-05-03 Lynn Chua , Daniel Plaumann , Rainer Sinn , Cynthia Vinzant

Matrix-valued polynomials in any finite number of freely noncommuting variables that enjoy certain canonical partial convexity properties are characterized, via an algebraic certificate, in terms of Linear Matrix Inequalities and Bilinear…

Functional Analysis · Mathematics 2023-03-01 Sriram Balasubramanian , Neha Hotwani , Scott McCullough

Given a monic linear pencil L in g variables let D_L be its positivity domain, i.e., the set of all g-tuples X of symmetric matrices of all sizes making L(X) positive semidefinite. Because L is a monic linear pencil, D_L is convex with…

Rings and Algebras · Mathematics 2018-04-27 J. William Helton , Igor Klep , Scott McCullough

A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…

High Energy Physics - Phenomenology · Physics 2024-10-03 S. H. Chiu , T. K. Kuo

This paper presents a definition for local linearizations of rational matrices and studies their properties. This definition allows us to introduce matrix pencils associated to a rational matrix that preserve its structure of zeros and…

Numerical Analysis · Mathematics 2019-07-26 Froilán M. Dopico , Silvia Marcaida , María C. Quintana , Paul Van Dooren

The purpose of this paper is to give a self-contained overview of the theory of matrix convex sets and free spectrahedra. We will give new proofs and generalizations of key theorems. However we will also introduce various new concepts and…

Algebraic Geometry · Mathematics 2018-09-07 Tom-Lukas Kriel

We obtain generalisations of some inequalities for positive unital linear maps on matrix algebra. This also provides several positive semidefinite matrices and we get some old and new inequalities involving the eigenvalues of a Hermitian…

Functional Analysis · Mathematics 2016-02-16 R. Sharma , P. Devi , R. kumari