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We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…

Probability · Mathematics 2025-10-21 Hongjian Wang , Aaditya Ramdas

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

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

A new determinant inequality of positive semidefinite matrices is discovered and proved by us. This new inequality is useful for attacking and solving a variety of optimization problems arising from the design of wireless communication…

Information Theory · Computer Science 2012-07-18 Jun Fang , Hongbin Li

We consider partial symmetric Toeplitz matrices where a positive definite completion exists. We characterize those patterns where the maximum determinant completion is itself Toeplitz. We then extend these results with positive definite…

Optimization and Control · Mathematics 2018-02-05 Stefan Sremac , Hugo J. Woerdeman , Henry Wolkowicz

The positive semidefinite rank of a nonnegative $(m\times n)$-matrix~$S$ is the minimum number~$q$ such that there exist positive semidefinite $(q\times q)$-matrices $A_1,\dots,A_m$, $B_1,\dots,B_n$ such that $S(k,\ell) = \mbox{tr}(A_k^*…

Combinatorics · Mathematics 2013-11-19 Troy Lee , Dirk Oliver Theis

We define a new average - termed the resolvent average - for positive semidefinite matrices. For positive definite matrices, the resolvent average enjoys self-duality and it interpolates between the harmonic and the arithmetic averages,…

Functional Analysis · Mathematics 2009-10-21 Heinz H. Bauschke , Sarah M. Moffat , Xianfu Wang

The nonnegative and positive semidefinite (PSD-) ranks are closely connected to the nonnegative and positive semidefinite extension complexities of a polytope, which are the minimal dimensions of linear and SDP programs which represent this…

Computational Complexity · Computer Science 2017-04-24 Andrii Riazanov , Mikhail Vyalyiy

In many contexts one encounters Hermitian operators $M$ on a Hilbert space whose dimension is so large that it is impossible to write down all matrix entries in an orthonormal basis. How does one determine whether such $M$ is positive…

Algebraic Geometry · Mathematics 2020-04-17 Gemma de las Cuevas , Tobias Fritz , Tim Netzer

We use techniques from (tracial noncommutative) polynomial optimization to formulate hierarchies of semidefinite programming lower bounds on matrix factorization ranks. In particular, we consider the nonnegative rank, the positive…

Optimization and Control · Mathematics 2018-11-06 Sander Gribling , David de Laat , Monique Laurent

An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…

Optimization and Control · Mathematics 2026-05-26 Hao Hu , Stefan Sremac , Hugo J. Woerdeman , Henry Wolkowicz

This paper establishes a general topological condition under which the semilocal stability of a set-valued mapping can be exactly determined by its local stability properties. Specifically, we investigate the relationship between the…

Optimization and Control · Mathematics 2026-03-12 J. Camacho

We give extensions of results on nonnegative matrix semigroups which deduce finiteness or boundedness of such semigroups from the corresponding local properties, e.g., from finiteness or boundedness of values of certain linear functionals…

Functional Analysis · Mathematics 2013-07-01 Roman Drnovšek , Heydar Radjavi

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

In this paper, we propose some new semidefinite relaxations for a class of nonconvex complex quadratic programming problems, which widely appear in the areas of signal processing and power system. By deriving new valid constraints to the…

Optimization and Control · Mathematics 2023-05-18 Yingzhe Xu , Cheng Lu , Zhibin Deng , Ya-Feng Liu

We give general lower bounds on the maximal determinant of n by n {+1,-1}-matrices, both with and without the assumption of the Hadamard conjecture. Our bounds improve on earlier results of de Launey and Levin (2010) and, for certain…

Combinatorics · Mathematics 2021-07-05 Richard P. Brent , Judy-anne H. Osborn

We give upper and lower bounds on the determinant of a perturbation of the identity matrix or, more generally, a perturbation of a nonsingular diagonal matrix. The matrices considered are, in general, diagonally dominant. The lower bounds…

Numerical Analysis · Mathematics 2021-07-05 Richard P. Brent , Judy-anne H. Osborn , Warren D. Smith

In this paper, we study the class of relatively $D$-stable matrices and provide the conditions, sufficient for relative $D$-stability. We generalize the well-known Hadamard inequality, to provide upper bounds for the determinants of…

Spectral Theory · Mathematics 2022-05-24 Olga Y. Kushel

Given two positive definite matrices $A$ and $B$, a well known result by Gelfand, Naimark and Lidskii establishes a relationship between the eigenvalues of $A$ and $B$ and those of $AB$ by means of majorization inequalities. In this work we…

Functional Analysis · Mathematics 2020-02-11 Pablo Calderón , Noelia B. Rios , Mariano A. Ruiz

In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…

Optimization and Control · Mathematics 2007-05-23 Simai He , Zhi-Quan Luo , Jiawang Nie , Shuzhong Zhang
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