On cone of nonsymmetric positive semidefinite matrices

被引:6
|
作者
Wang, Yingnan [1 ]
Xiu, Naihua [1 ]
Han, Jiye [2 ]
机构
[1] Beijing Jiaotong Univ, Dept Appl Math, Beijing 100044, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
基金
中国国家自然科学基金;
关键词
Nonsymmetric positive semidefinite matrix; Hyperbolic cone; Facial structure; Maximal convex subcone; P-0-matrix; Projection; HOMOGENEOUS CONVEX CONES; HYPERBOLIC POLYNOMIALS;
D O I
10.1016/j.laa.2010.03.042
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we analyze and characterize the cone of nonsymmetric positive semidefinite matrices (NS-psd). Firstly, we study basic properties of the geometry of the NS-psd cone and show that it is a hyperbolic but not homogeneous cone. Secondly, we prove that the NS-psd cone is a maximal convex subcone of P-0-matrix cone which is not convex. But the interior of the NS-psd cone is not a maximal convex subcone of P-matrix cone. As the byproducts, some new sufficient and necessary conditions for a nonsymmetric matrix to be positive semidefinite are given. Finally, we present some properties of metric projection onto the NS-psd cone. (C) 2010 Elsevier Inc. All rights reserved.
引用
收藏
页码:718 / 736
页数:19
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