Optimal ellipsoids and decomposition of positive definite matrices

被引：1
|
作者：
Leung, Yuk J. [1 ]
Li, Wenbo V. [1 ]
Rakesh [1 ]
机构：
[1] Univ Delaware, Dept Math Sci, Newark, DE 19716 USA
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2007年 / 331卷 / 02期
基金：
美国国家科学基金会;
关键词：
ellipsoid; determinant maximization; John's theorem;
D O I：
10.1016/j.jmaa.2006.09.065
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Given a positive definite matrix A, we characterize the unique diagonal matrix D, D >= A, with the smallest determinant. Equivalently, given an ellipsoid A, we characterize the unique ellipsoid of the largest volume contained in A, with principal axes parallel to the coordinate axes. (c) 2006 Elsevier Inc. All rights reserved.
引用
收藏
页码：1452 / 1466
页数：15
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