Strictly Hermitian positive definite functions

LetH be any complex inner product space with inner product <·,·>. We say thatf: ℂ→ℂ is Hermitian positive definite onH if the matrix

On positive definite solution of a nonlinear matrix equation

In this paper, some necessary and sufficient conditions for the existence of the positive definite solutions for the matrix equation X + A^*X^?αA = Q with α ∈ (0, ∞) are given. Iterative methods to obtain the positive definite solutions are established and the rates of convergence of the considered methods are obtained. Copyright © 2006 John Wiley & Sons, Ltd.     

A splitting positive definite mixed element method for miscible displacement of compressible flow in porous media

A miscible displacement of one compressible fluid by another in a porous medium is governed by a nonlinear parabolic system. A new mixed finite element method, in which the mixed element system is symmetric positive definite and the flux equation is separated from pressure equation, is introduced to solve the pressure equation of parabolic type, and a standard Galerkin method is used to treat the convection‐diffusion equation of concentration of one of the fluids. The convergence of the approximate solution with an optimal accuracy in L²‐norm is proved. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 229–249, 2001     

Compactly supported positive definite radial functions

We provide criteria for positive definiteness of radial functions with compact support. Based on these criteria we will produce a series of positive definite and compactly supported radial functions, which will be very useful in applications. The simplest ones arecut-off polynomials, which consist of a single polynomial piece on [0, 1] and vanish on [1, ∞). More precisely, for any given dimensionn and prescribedC ^k smoothness, there is a function inC ^k (? ⁿ ), which is a positive definite radial function with compact support and is a cut-off polynomial as a function of Euclidean distance. Another example is derived from odd-degreeB-splines.     

Positive definite temperature functions on the Heisenberg group

We characterize positive definite temperature functions, i.e., positive definite solutions of the heat equation, on the Heisenberg group in terms of the initial values. We also obtain an integral representation for positive definite and U(n)-invariant temperature functions with polynomial growth, where U(n) is the group of all n× n unitary matrices.     

Positive definite dot product kernels in learning theory

In the classical support vector machines, linear polynomials corresponding to the reproducing kernel K(x,y)=xy are used. In many models of learning theory, polynomial kernels K(x,y)=_l=0^Na_l(xy)^l generating polynomials of degree N, and dot product kernels K(x,y)=_l=0⁺a_l(xy)^l are involved. For corresponding learning algorithms, properties of these kernels need to be understood. In this paper, we consider their positive definiteness. A necessary and sufficient condition for the dot product kernel K to be positive definite is given. Generally, we present a characterization of a function f:RR such that the matrix [f(xⁱx^j)]_i,j=1^m is positive semi-definite for any x¹,x²,...,x^mRⁿ, n2. Supported by CERG Grant No. CityU 1144/01P and City University of Hong Kong Grant No. 7001342.AMS subject classification 42A82, 41A05     

Positive definite symmetric functions on linear spaces

If Φ is a positive definite function on a real linear space E of infinite dimension and Φ enjoys certain symmetry conditions we are able to show that Φ is expressible as a certain Laplace-Stieltjes transform. Conversely, if Φ is given by such a transform we can often show that Φ is positive definite on E. In particular, our results apply to the L^p spaces, 0 < p < ∞, as well as to other Orlicz spaces. We also are able to show that the only positive definite continuous sup-norm symmetric functions on C(T), the space of bounded real continuous functions on T, are constants whenever C(T) contains a sequence of functions with sup-norm one and disjoint support. Finally, we apply these ideas to obtain a result on radial exponentially convex functions on a Hilbert space.     

On fractional Hadamard powers of positive definite matrices

Let A = (a_ij) be a real symmetric n × n positive definite matrix with non-negative entries. We show that A^α ≡ (a_ij^α) is positive definite for all real α ? n ? 2. Moreover, the lower bound is sharp. We give related results for pairs of quadratic forms and discuss partial generalizations to the case in which A is a complex Hermitian matrix.     

On the positive definite solutions of nonlinear matrix equation X + A⋆ X−δA = Q

In this paper we consider the positive definite solutions of nonlinear matrix equation X + A^⋆X^−δA = Q, where δ ∈ (0, 1], which appears for the first time in [S.M. El-Sayed, A.C.M. Ran, On an iteration methods for solving a class of nonlinear matrix equations, SIAM J. Matrix Anal. Appl. 23 (2001) 632–645]. The necessary and sufficient conditions for the existence of a solution are derived. An iterative algorithm for obtaining the positive definite solutions of the equation is discussed. The error estimations are found.     

Conjugate cone characterization of positive definite and semidefinite matrices

Positive definite and semidefinite matrices are characterized in terms of positive definiteness and semidefiniteness on arbitrary closed convex cones in Rⁿ. These results are obtained by generalizing Moreau's polar decomposition to a conjugate decomposition. Some typical results are: The matrix A is positive definite if and only if for some closed convex cone K, A is positive definite on K and (A+A^T)^?1 exists and is semidefinite on the polar cone K°. The matrix A is positive semidefinite if and only if for some closed convex cone K such that either K is polyhedral or (A+A^T)(K) is closed, A is positive semidefinite on both K and the conjugate cone K^A={s∣x^T(A+ A^T)s?0?x∈K}, and (A+A^T)x=0 for all x in K such that x^TAx=0.     

Factorisation of positive definite operators

In this paper we prove Reade’s result for the positive definite C ¹ kernels by using the factorisation method used by Kühn. Received: 10 April 2007, Revised: 3 December 2007     

The relationship between Hadamard and conventional multiplication for positive definite matrices

It is known that if A is positive definite Hermitian, then A·A^-1⩾I in the positive semidefinite ordering. Our principal new result is a converse to this inequality: under certain weak regularity assumptions about a function F on the positive definite matrices, A·F(A)⩾AF(A) for all positive definite A if and only if F(A) is a positive multiple of A^-1. In addition to the inequality A·A^-1⩾I, it is known that A·A^-1T⩾I and, stronger, that λ_min(A·B)⩾λ_min(AB^T), for A, B positive definite Hermitian. We also show that λ_min(A·B)⩾λ_min(AB) and note that λ_min(AB) and λ_min(AB^T) can be quite different for A, B positive definite Hermitian. We utilize a simple technique for dealing with the Hadamard product, which relates it to the conventional product and which allows us to give especially simple proofs of the closure of the positive definites under Hadamard multiplication and of the inequalities mentioned.     

Conditionally positive definite kernels on Euclidean domains

This paper characterizes several classes of conditionally positive definite kernels on a domain Ω of either or . Among the classes is that composed of strictly conditionally positive definite kernels. These kernels are known to be useful in the solution of variational interpolation problems on Ω. Our study covers the case in which Ω is the sphere S^l−1 of or a similar manifold. Among other things, our results imply that the characterization of (strict) conditional positive definiteness on Ω can be obtained from a characterization of (strict) positive definiteness on Ω. The bi-zonal strictly conditionally positive definite kernels on S^l−1, l?3, are described.     

On the Hermitian positive definite solutions of nonlinear matrix equation X + A∗XA = Q

Nonlinear matrix equation X^s + A∗X^−tA = Q, where A, Q are n × n complex matrices with Q Hermitian positive definite, has widely applied background. In this paper, we consider the Hermitian positive definite solutions of this matrix equation with two cases: s ? 1, 0 < t ? 1 and 0 < s ? 1, t ? 1. We derive necessary conditions and sufficient conditions for the existence of Hermitian positive definite solutions for the matrix equation and obtain some properties of the solutions. We also propose iterative methods for obtaining the extremal Hermitian positive definite solution of the matrix equation. Finally, we give some numerical examples to show the efficiency of the proposed iterative methods.     

Construction of positive definite cubature formulae and approximation of functions via Voronoi tessellations

Let Ω ⊂ ℝ ^d be a compact convex set of positive measure. In a recent paper, we established a definiteness theory for cubature formulae of order two on Ω. Here we study extremal properties of those positive definite formulae that can be generated by a centroidal Voronoi tessellation of Ω. In this connection we come across a class of operators of the form L_n[f](x): = ?_i=1ⁿ f_i(x)(f(y_i) + á?f(y_i), x-y_i?)L_n[f](\boldsymbol{x}):= \sum_{i=1}^n \phi_i(\boldsymbol{x})(f(\boldsymbol{y}_i) + \langle\nabla f(\boldsymbol{y}_i), \boldsymbol{x}-\boldsymbol{y}_i\rangle), where y₁,..., y_n\boldsymbol{y}_1,\dots, \boldsymbol{y}_n are distinct points in Ω and {ϕ ₁, ..., ϕ _n } is a partition of unity on Ω. We present best possible pointwise error estimates and describe operators L _n with a smallest constant in an L ^p error estimate for 1 ≤ p < ∞ . For a generalization, we introduce a new type of Voronoi tessellation in terms of a twice continuously differentiable and strictly convex function f. It allows us to describe a best operator L _n for approximating f by L _n [f] with respect to the L ^p norm.     

Pertubation bounds for the definite generalized eigenvalue problem

Let A and B be Hermitian matrices, and let c(A, B) = inf{|x^H(A + iB)x|:6 = 1}. The eigenvalue problem Ax = λBx is called definite if c(A, B)>0. It is shown that a definite problem has a complete system of eigenvectors and that its eigenvalues are real. Under pertubations of A and B, the eigenvalues behave like the eigenvalues of a Hermitian matrix in the sense that there is a 1-1 pairing of the eigenvalues with the perturbed eigenvalues and a uniform bound for their differences (in this case in the chordal metric). Pertubation bounds are also developed for eigenvectors and eigenspaces.     

Extension of positive definite functions

Let Ω⊂Rⁿ$\Omega \subset {\mathbb{R}}^n$ be an open, connected subset of Rⁿ${\mathbb{R}}^n$, and let F:Ω−Ω→C$F:\Omega -\Omega \to \mathbb{C}$, where Ω−Ω={x−y:x,y∈Ω}$\Omega -\Omega =\{x-y:x,y\in \Omega \}$, be a continuous positive definite function. We give necessary and sufficient conditions for F   to have an extension to a continuous positive definite function defined on the entire Euclidean space Rⁿ${\mathbb{R}}^n$. The conditions are formulated in terms of existence of a unitary representations of Rⁿ${\mathbb{R}}^n$ whose generators extend a certain system of unbounded Hermitian operators defined on a Hilbert space associated to F. Different positive definite extensions correspond to different unitary representations.     

Smooth positive definite functions on some multiplicative semigroups

Smoothness of positive definite functions on multiplicative semigroups of the form ]−1, 1[ ^d ,d≥1, is characterized in terms of their representing measures. Some extension questions concerning functions of this type are discussed.     

Nonnegative definite and positive definite solutions to the matrix equation AXA* = B

The general nonegative definite solution to the matrix equation AXA^* = B is established in a form which can be viewed as advantageous over that derived by Khatri and Mitra (1976). The problem of determining an existence criterion and a representation of a positive definite to this equation is considered.     

Operator-valued positive definite kernels on tubes

In this paper we generalize the concept of an infinite positive measure on a -algebra to a vector valued setting, where we consider measures with values in the compactification of a convex coneC which can be described as the set of monoid homomorphisms of the dual coneC ^* into [0, ]. Applying these concepts to measures on the dual of a vector space leads to generalizations of Bochner's Theorem to operator valued positive definite functions on locally compact abelian groups and likewise to generalizations of Nussbaum's Theorem on positive definite functions on cones. In the latter case we use the Laplace transform to realize the corresponding Hilbert spaces by holomorphic functions on tube domains.