Semidefinite Geometry of the Numerical Range

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F10%3A00169017" target="_blank" >RIV/68407700:21230/10:00169017 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Semidefinite Geometry of the Numerical Range
Original language description
The numerical range of a matrix is studied geometrically via the cone of positive semidefinite matrices (or semidefinite cone for short). In particular, it is shown that the feasible set of a two-dimensional linear matrix inequality (LMI), an affine section of the semidefinite cone, is always dual to the numerical range of a matrix, which is therefore an affine projection of the semidefinite cone. Both primal and dual sets can also be viewed as convex hulls of explicit algebraic plane curve components.Several numerical examples illustrate this interplay between algebra, geometry and semidefinite programming duality. Finally, these techniques are used to revisit a theorem in statistics on the independence of quadratic forms in a normally distributed vector.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Project
<a href="/en/project/GAP103%2F10%2F0628" target="_blank" >GAP103/10/0628: Semidefinite programming for nonlinear dynamical systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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