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This paper considers the problem of positive semidefinite factorization (PSD factorization), a generalization of exact nonnegative matrix factorization. Given an $m$-by-$n$ nonnegative matrix $X$ and an integer $k$, the PSD factorization…

Optimization and Control · Mathematics 2018-08-29 Arnaud Vandaele , François Glineur , Nicolas Gillis

We study the problem of testing whether a symmetric $d \times d$ input matrix $A$ is symmetric positive semidefinite (PSD), or is $\epsilon$-far from the PSD cone, meaning that $\lambda_{\min}(A) \leq - \epsilon \|A\|_p$, where $\|A\|_p$ is…

Data Structures and Algorithms · Computer Science 2023-10-26 Deanna Needell , William Swartworth , David P. Woodruff

We consider the characterizations of positive definite as well as nonnegative definite quadratic forms in terms of the principal minors of the associated symmetric matrix. We briefly review some of the known proofs, including a classical…

History and Overview · Mathematics 2008-08-17 Sudhir R. Ghorpade , Balmohan V. Limaye

We study the problem of testing whether a matrix $\mathbf{A} \in \mathbb{R}^{n \times n}$ with bounded entries ($\|\mathbf{A}\|_\infty \leq 1$) is positive semi-definite (PSD), or $\epsilon$-far in Euclidean distance from the PSD cone,…

Data Structures and Algorithms · Computer Science 2020-09-21 Ainesh Bakshi , Nadiia Chepurko , Rajesh Jayaram

Positive semidefinite rank (PSD-rank) is a relatively new quantity with applications to combinatorial optimization and communication complexity. We first study several basic properties of PSD-rank, and then develop new techniques for…

Computational Complexity · Computer Science 2014-07-17 Troy Lee , Zhaohui Wei , Ronald de Wolf

A real symmetric matrix $M$ is completely positive semidefinite if it admits a Gram representation by (Hermitian) positive semidefinite matrices of any size $d$. The smallest such $d$ is called the (complex) completely positive semidefinite…

Optimization and Control · Mathematics 2016-10-27 Sander Gribling , David de Laat , Monique Laurent

Let M be a p-by-q matrix with nonnegative entries. The positive semidefinite rank (psd rank) of M is the smallest integer k for which there exist positive semidefinite matrices $A_i, B_j$ of size $k \times k$ such that $M_{ij} =…

Optimization and Control · Mathematics 2015-09-16 Hamza Fawzi , João Gouveia , Pablo A. Parrilo , Richard Z. Robinson , Rekha R. Thomas

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

Two matrices are said to be principal minor equivalent if they have equal corresponding principal minors of all orders. We give a characterization of principal minor equivalence and a deterministic polynomial time algorithm to check if two…

Computational Complexity · Computer Science 2024-10-04 Abhranil Chatterjee , Sumanta Ghosh , Rohit Gurjar , Roshan Raj

Polarity coincidence correlator (PCC), when used to estimate the covariance matrix on an element-by-element basis, may not yield a positive semi-definite (PSD) estimate. Devlin et al. [1], claimed that element-wise PCC is not guaranteed to…

Information Theory · Computer Science 2009-11-13 Farzan Haddadi , Mohammad Mahdi Nayebi , Mohammad Reza Aref

In the domain of pattern recognition, using the SPD (Symmetric Positive Definite) matrices to represent data and taking the metrics of resulting Riemannian manifold into account have been widely used for the task of image set…

Computer Vision and Pattern Recognition · Computer Science 2018-08-13 Kai-Xuan Chen , Xiao-Jun Wu

It is well-known that a symmetric matrix with its entries $\pm1$ is not positive definite. But this is not ture for symmetric tensors (hyper-matrix). In this paper, we mainly dicuss the positive (semi-)definiteness criterion of a class of…

Optimization and Control · Mathematics 2025-03-06 Li Ye , Yisheng Song

Given a nonnegative matrix M with rational entries, we consider two quantities: the usual positive semidefinite (psd) rank, where the matrix is factored through the cone of real symmetric psd matrices, and the rational-restricted psd rank,…

Optimization and Control · Mathematics 2014-04-21 João Gouveia , Hamza Fawzi , Richard Z. Robinson

For positive semi-definite block-matrix $M,$ we say that $M$ is P.S.D. and we write $M=\begin{pmatrix} A \& X\\ {X^*} \& B\end{pmatrix} \in {\mathbb{M}}\_{n+m}^+$, with $A\in {\mathbb{M}}\_n^+$, $B \in {\mathbb{M}}\_m^+.$ The focus is on…

Functional Analysis · Mathematics 2015-09-15 Antoine Mhanna

A spectrahedron is the positivity region of a linear matrix pencil and thus the feasible set of a semidefinite program. We propose and study a hierarchy of sufficient semidefinite conditions to certify the containment of a spectrahedron in…

Optimization and Control · Mathematics 2015-03-23 Kai Kellner , Thorsten Theobald , Christian Trabandt

Positive semidefinite matrix factorization (PSDMF) expresses each entry of a nonnegative matrix as the inner product of two positive semidefinite (psd) matrices. When all these psd matrices are constrained to be diagonal, this model is…

Signal Processing · Electrical Eng. & Systems 2021-07-07 Dana Lahat , Yanbin Lang , Vincent Y. F. Tan , Cédric Févotte

This paper studies the problem of finding an $(1+\epsilon)$-approximate solution to positive semidefinite programs. These are semidefinite programs in which all matrices in the constraints and objective are positive semidefinite and all…

Data Structures and Algorithms · Computer Science 2016-02-23 Richard Peng , Kanat Tangwongsan , Peng Zhang

Given a matrix $X\in \mathbb{R}_+^{m\times n}$ with nonnegative entries, a Positive Semidefinite (PSD) factorization of $X$ is a collection of $r \times r$-dimensional PSD matrices $\{A_i\}$ and $\{B_j\}$ satisfying $X_{ij}= \mathrm{tr}(A_i…

Optimization and Control · Mathematics 2021-06-02 Yong Sheng Soh , Antonios Varvitsiotis

It is known that any symmetric matrix $M$ with entries in $\R[x]$ and which is positive semi-definite for any substitution of $x\in\R$, has a Smith normal form whose diagonal coefficients are constant sign polynomials in $\R[x]$. We…

Rings and Algebras · Mathematics 2009-09-09 Ronan Quarez

Positive semidefinite Hermitian matrices that are not fully specified can be completed provided their underlying graph is chordal. If the matrix is positive definite the completion can be uniquely characterized as the matrix that maximizes…

Rings and Algebras · Mathematics 2021-12-08 Olaf Dreyer
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