An extremal problem for positive defintie matrices |
| |
Authors: | T. W. Anderson I. Olkin |
| |
Affiliation: | a Department of Mathematics, Stanford University, Stanford, California |
| |
Abstract: | A problem studied by Flanders (1975) is minimize the function f(R)=tr(SR+TR-1) over the set of positive definite matrices R, where S and T are positive semi-definite matrices. Alternative proofs that may have some intrinsic interest are provided. The proofs explicitly yield the infimum of f(R). One proof is based on a convexity argument and the other on a sequence of reductions to a univariate problem. |
| |
Keywords: | |
本文献已被 InformaWorld 等数据库收录! |
|