Related papers: A stronger Sylvester's criterion for positive semi…
In 2005, Boman et al introduced the concept of factor width for a real symmetric positive semidefinite matrix. This is the smallest positive integer $k$ for which the matrix $A$ can be written as $A=VV^T$ with each column of $V$ containing…
Linear systems with a tensor product structure arise naturally when considering the discretization of Laplace type differential equations or, more generally, multidimensional operators with separable coefficients. In this work, we focus on…
We show how to sketch semidefinite programs (SDPs) using positive maps in order to reduce their dimension. More precisely, we use Johnson\hyp{}Lindenstrauss transforms to produce a smaller SDP whose solution preserves feasibility or…
A nonnegative matrix $A$ is called primitive if $A^k$ is positive for some integer $k>0$. A generalization of this concept to finite sets of matrices is as follows: a set of matrices $\mathcal M = \{A_1, A_2, \ldots, A_m \}$ is primitive if…
We investigate Stochastic Mirror Descent (SMD) with matrix parameters and vector-valued predictions, a framework relevant to multi-class classification and matrix completion problems. Focusing on the overparameterized regime, where the…
In this paper, we present an algorithm of simple exponential growth called COPOMATRIX for determining the copositivity of a real symmetric matrix. The core of this algorithm is a decomposition theorem, which is used to deal with simplicial…
This paper addresses the question of what exactly is an analogue of the preconditioned steepest descent (PSD) algorithm in the case of a symmetric indefinite system with an SPD preconditioner. We show that a basic PSD-like scheme for an…
We examine the problem of approximating a positive, semidefinite matrix $\Sigma$ by a dyad $xx^T$, with a penalty on the cardinality of the vector $x$. This problem arises in sparse principal component analysis, where a decomposition of…
A minor of a matrix is quasi-principal if it is a principal or an almost-principal minor. The quasi principal rank characteristic sequence (qpr-sequence) of an $n\times n$ symmetric matrix is introduced, which is defined as $q_1 q_2 \cdots…
We study quadratic optimization with indicator variables and an M-matrix, i.e., a PSD matrix with non-positive off-diagonal entries, which arises directly in image segmentation and portfolio optimization with transaction costs, as well as a…
Docovic and Szechtman, [Proc. Amer. Math. Soc. 133 (2005) 2853-2863] considered a vector space V endowed with a bilinear form. They proved that all isometries of V over a field F of characteristic not 2 have determinant 1 if and only if V…
We investigate a geometric computational framework, called the "scaling-rotation framework", on ${\rm Sym}^+(p)$, the set of $p \times p$ symmetric positive-definite (SPD) matrices. The purpose of our study is to lay geometric foundations…
A set is called semidefinite representable or semidefinite programming (SDP) representable if it can be represented as the projection of a higher dimensional set which is represented by some Linear Matrix Inequality (LMI). This paper…
We establish necessary and sufficient conditions on simultaneous symplectic spectral decomposition of a family of $2n \times 2n$ real positive semidefinite matrices with symplectic kernels. We also provide a precise algebraic condition on a…
The accuracy and complexity of machine learning algorithms based on kernel optimization are determined by the set of kernels over which they are able to optimize. An ideal set of kernels should: admit a linear parameterization (for…
We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…
Semipositive matrices (matrices that map at least one nonnegative vector to a positive vector) and minimally semipositive matrices (semipositive matrices whose no column-deleted submatrix is semipositive) are well studied in matrix theory.…
We continue the study of real polynomials acting entrywise on matrices of fixed dimension to preserve positive semidefiniteness, together with the related analysis of order properties of Schur polynomials. Previous work has shown that,…
This paper reviews some characterizations of positive matrices and discusses which lead to useful parametrizations. It is argued that one of them, which we dub the Schur-Constantinescu parametrization is particularly useful. Two new…
It is shown that the polynomial \[p(t) = \text{Tr}[(A+tB)^m]\] has positive coefficients when $m = 6$ and $A$ and $B$ are any two 3-by-3 complex Hermitian positive definite matrices. This case is the first that is not covered by prior,…