This paper is concerned with the determination of a close real banded positive definite Toeplitz matrix in the Frobenius norm to a given square real banded matrix. While it is straightforward to determine the closest banded Toeplitz matrix to a given square matrix, the additional requirement of positive definiteness makes the problem difficult. We review available theoretical results and provide a simple approach to determine a banded positive definite Toeplitz matrix.
On the banded Toeplitz structured distance to symmetric positive semidefiniteness / Noschese, Silvia; Reichel, Lothar. - In: THE ELECTRONIC JOURNAL OF LINEAR ALGEBRA. - ISSN 1081-3810. - 38:38(2022), pp. 266-279. [10.13001/ela.2022.6571]
On the banded Toeplitz structured distance to symmetric positive semidefiniteness
Noschese, Silvia
;
2022
Abstract
This paper is concerned with the determination of a close real banded positive definite Toeplitz matrix in the Frobenius norm to a given square real banded matrix. While it is straightforward to determine the closest banded Toeplitz matrix to a given square matrix, the additional requirement of positive definiteness makes the problem difficult. We review available theoretical results and provide a simple approach to determine a banded positive definite Toeplitz matrix.| File | Dimensione | Formato | |
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