共查询到20条相似文献,搜索用时 9 毫秒
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本文推广了文[1]的主要定理,给出了用低阶矩阵判定高阶矩阵正定的判定定理,同时给出了矩阵方程AX=B的反问题在正定矩阵类中解存在的充要条件及解的一般形式. 相似文献
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Joris Chau Hernando Ombao Rainer von Sachs 《Journal of computational and graphical statistics》2019,28(2):427-439
Nondegenerate covariance, correlation, and spectral density matrices are necessarily symmetric or Hermitian and positive definite. This article develops statistical data depths for collections of Hermitian positive definite matrices by exploiting the geometric structure of the space as a Riemannian manifold. The depth functions allow one to naturally characterize most central or outlying matrices, but also provide a practical framework for inference in the context of samples of positive definite matrices. First, the desired properties of an intrinsic data depth function acting on the space of Hermitian positive definite matrices are presented. Second, we propose two pointwise and integrated data depth functions that satisfy each of these requirements and investigate several robustness and efficiency aspects. As an application, we construct depth-based confidence regions for the intrinsic mean of a sample of positive definite matrices, which is applied to the exploratory analysis of a collection of covariance matrices in a multicenter clinical trial. Supplementary materials and an accompanying R-package are available online. 相似文献
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本文讨论了实正定矩阵的复合矩阵的正定性,并且给出了实正定矩阵的复合矩阵仍为正定矩阵的一个充要条件. 相似文献
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Pang Mingxian 《东北数学》1994,(2)
EquivalentRepresentationsofComplexPositiveDefiniteMatrices¥PangMingxian(逄明贤)(DepartmentofMathematics,JilinTeacher'sCollege,Ji... 相似文献
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广义正定矩阵的进一步研究 总被引:1,自引:1,他引:1
基于正定矩阵的几个定义,首先给出了广义正定矩阵的一些新性质,其次研究了广义正定矩阵与H-矩阵、M-矩阵的关系,推广和改进了文献中的有关行列式不等式. 相似文献
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正定自共轭四元数矩阵的均值 总被引:4,自引:0,他引:4
本文引进了两个正定自共轭四元数矩阵的算术均值,几何均值,调和均值三概念,给出了正定自共轭四元数矩阵的算术-几何-调和均值不等式,得到了正定自共轭四元数矩阵的几何均值的一个最大性质及其相关的某些性质. 相似文献
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Serge Dubuc 《Constructive Approximation》2013,37(1):19-39
We introduce a family of three-point subdivision schemes related to palindromic pairs of matrices of order 2. We apply the Mößner theorem on palindromic matrices to the C 0 convergence of these subdivision schemes. We study the Hölder regularity of their limit functions. The Hölder exponent which is found in the regular case is sharp for most limit functions. In the singular case, the modulus of continuity of the limit functions is of order δlogδ. These results can be used for studying the C 1 convergence of the Merrien family of Hermite subdivision schemes. 相似文献
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In this paper, we study the use of an incomplete Cholesky factorization (ICF) as a preconditioner for solving dense symmetric positive definite linear systems. This method is suitable for situations where matrices cannot be explicitly stored but each column can be easily computed. Analysis and implementation of this preconditioner are discussed. We test the proposed ICF on randomly generated systems and large matrices from two practical applications: semidefinite programming and support vector machines. Numerical comparison with the diagonal preconditioner is also presented. 相似文献
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A simple proof of Williamson’s theorem is given. This theorem states that a real symmetric positive definite matrix A of even order can be brought to diagonal form Λ by a symplectic congruence transformation. The diagonal entries of Λ are called symplectic eigenvalues of A. The problem of calculating these values is also discussed. 相似文献
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给出了泛正定矩阵的重要性质与充要条件.进而提出了新的泛正定与泛非负定矩阵子集类的定义.在其基础上给出泛正定子集类的一系列性质,尤其是推广了Minkowski不等式.最后讨论了泛非负定子集类上的一种新的矩阵偏序的性质与充要条件. 相似文献
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本文对满足条件AH=A>0,1/2(B+BH)≥0的矩阵A,B,建立了四个行列式不等式.某些著名的行列式不等式和一些已知结用,均可作为其推论. 相似文献
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正定矩阵具有非常广泛的应用.本文对正定矩阵的结论与重要性质进行了归纳总结,并在此基础上,对部分结论与性质进行了适当的推广. 相似文献
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