一类亚半正定矩阵的左右逆特征值问题

1．引言在工程技术中常常遇到这样一类逆特征值问题：要求在一个矩阵集合S中，找具有给定的部分右特征对（特征值及相应的特征向量）和给定的部分左特征对（特征值及相应的特征向量）的矩阵．文［2］，［3］讨论了S为。x。实矩阵集合的情形．文［4］－［7］对S为nxn实对称矩阵．对称正定矩阵，对称半正定矩阵集合的情形进行了讨论．文【川讨论了S为亚正定阵集合的情形．并提到了对于亚半正定矩阵的情形目下无人涉及，有待进一步研究．本文将对S为nxn亚半正定矩阵集合的情形进行讨论．给出了亚半正定矩阵的左右逆特征值问题有解的充要条件…     

半正定分块矩阵和一个线性矩阵方程及其反问题

一个实的（未必对称）ｎ×ｎ矩阵Ａ称为半正定的，如果对任意非零的ｎ维行向量ｘ，均有ｘＭｘ^t≥０．本文给出了一个分块ｎ×ｎ矩阵为半正定的充要条件．另外，我们讨论了线性矩阵方程ＡＸ＝Ｂ对解附加种种条件下的解．我们应用矩阵在相抵下的标准形给出了这一方程的相容性的充要条件．还给出这个方程的反问题在对解附加各种条件下的解．     

矩阵方程A^TXB=C的正定和半正定解

给出了矩阵方程Ａ＾ＴＸＢ＝Ｃ在正定和半正定矩阵类中有解的充要条件及解的一般表达式。     

关于矩阵张量积的一类问题

本文给出有限个矩阵张量积分别是正规矩阵、厄米特矩阵、正定矩阵的条件．推广了Y．E．Kuo的相关结果．另外也给出了两个亚半正定矩阵的张量积还是亚半正定矩阵的充要条件．     

非对称半正定矩阵的一些性质

非对称半正定矩阵的一些性质阳本傅（成都师范高等专科学校数学系６１１９３０）设Ａ是ｎ阶实矩阵（不一定对称），如果对任意实ｎ元向量Ｘ，均有Ｘ′ＡＸ０（＞０），就称Ａ为半正定矩阵（正定矩阵）．本文给出半正定矩阵的一种合同标准形，由此比较简捷地得出了半正定...     

行半正定矩阵的充要条件及其性质

文章给出行半正定矩阵的概念,并对它进行讨论,获得行半正定矩阵的一些充要条件及其性质。     

关于斜正定矩阵的一些性质

利用矩阵的次转置共轭和翻转矩阵等技巧,给出关于斜正定矩阵的一些性质,给出矩阵的斜对称部分与其逆之差是斜半正定的结论.     

线性矩阵方程的埃尔米特广义反汉密尔顿半正定解

利用埃尔米特广义反汉密尔顿半正定矩阵的表示定理,作者建立了线性矩阵方程在埃尔米特广义反汉密尔顿半正定矩阵集合中可解的充分必要条件,得到了解的一般表达式.对于逆特征值问题,也得到了可解的充分必要条件.对于任意一个 n 阶复矩阵,得到了相关最佳逼近问题解的表达式.     

关于正定矩阵的几个问题

本文推广了文［１］的主要定理，给出了用低阶矩阵判定高阶矩阵正定的判定定理，同时给出了矩阵方程ＡＸ＝Ｂ的反问题在正定矩阵类中解存在的充要条件及解的一般形式．     

复正定矩阵的充要条件

本文研究Hermite正定矩阵、实正定矩阵的推广概念复正定矩阵,给出了复方阵复正定性的一些充分必要条件。     

四元数体上任意矩阵的UR分解

根据体上(半)正定矩阵的理论,探讨四元数体上任意矩阵的UR分解,并通过构造性证明,给出一种有实用价值的分解法.     

关于一个半正定矩阵的Khatri-Rao乘积的不等式的讨论

得到的一个矩阵乘积不等式及其逆向不等式．应用这些结果，把一个半正定矩阵Khatri-Rao乘积的不等式推广到实对称矩阵．并给出了它的逆向不等式及其等式条件．     

A remark on the Kochen-Specker theorem and some characterizations of the determinant on sets of Hermitian matrices

In this paper we describe the general forms of all (nonlinear) continuous functionals on the sets of positive definite, positive semi-definite and Hermitian matrices which are multiplicative on the commuting elements. As a consequence, we obtain some new characterizations of the determinant on those classes of matrices.

     

基于列随机矩阵的逐次差分代换与正半定型的机械化判定

本文选择列随机平均矩阵T_n作为基本代换矩阵,建立了基于T_n的逐次差分代换方法.获得了R_+~n上正半定型,不定型判定的充要条件.并进一步证明了:正定型的差分代换集序列正向终止.根据这些结果编写的Maple程序TSDS3,能够自动证明代数型不等式,对不成立的不等式总能输出反例.该程序虽可能不停机,但大量的应用实例证实了该方法的实用性.     

L-structured quaternion matrices and quaternion linear matrix equations

This paper focuses on L-structured quaternion matrices. L-structured real matrices, conditions for the existence of solutions and the general solution of linear matrix equations were studied in the paper [Magnus JR. L-structured matrices and linear matrix equations, Linear Multilinear Algebra 1983;14:67–88]. In this paper, we present a theoretical study extending L-structured real matrices to L-structured quaternion matrices, and introduce some L-structured quaternion matrices. Based on them, we then discuss their applications in quaternion matrix equations.     

On the inverse of certain patterned sums of matrices with Kronecker product structures

In this article, we derive explicit expressions for the entries of the inverse of a patterned matrix that is a sum of Kronecker products. This matrix keeps the Kronecker structure under matrix inversion, and it is used, for example, in statistics, in particular in the linear mixed model analysis. The obtained results present new and extended existing algorithms for the inversion of the considered patterned matrices. We also obtain a closed-form inverse in terms of block matrices.     

Function of a square matrix with repeated eigenvalues

An analytical function f(A) of an arbitrary n×n constant matrix A is determined and expressed by the “fundamental formula”, the linear combination of constituent matrices. The constituent matrices Z_kh, which depend on A but not on the function f(s), are computed from the given matrix A, that may have repeated eigenvalues. The associated companion matrix C and Jordan matrix J are then expressed when all the eigenvalues with multiplicities are known. Several other related matrices, such as Vandermonde matrix V, modal matrix W, Krylov matrix K and their inverses, are also derived and depicted as in a 2-D or 3-D mapping diagram. The constituent matrices Z_kh of A are thus obtained by these matrices through similarity matrix transformations. Alternatively, efficient and direct approaches for Z_kh can be found by the linear combination of matrices, that may be further simplified by writing them in “super column matrix” forms. Finally, a typical example is provided to show the merit of several approaches for the constituent matrices of a given matrix A.     

Randomly generating portfolio-selection covariance matrices with specified distributional characteristics

In portfolio selection, there is often the need for procedures to generate “realistic” covariance matrices for security returns, for example to test and benchmark optimization algorithms. For application in portfolio optimization, such a procedure should allow the entries in the matrices to have distributional characteristics which we would consider “realistic” for security returns. Deriving motivation from the fact that a covariance matrix can be viewed as stemming from a matrix of factor loadings, a procedure is developed for the random generation of covariance matrices (a) whose off-diagonal (covariance) entries possess a pre-specified expected value and standard deviation and (b) whose main diagonal (variance) entries possess a likely different pre-specified expected value and standard deviation. The paper concludes with a discussion about the futility one would likely encounter if one simply tried to invent a valid covariance matrix in the absence of a procedure such as in this paper.     

对称正定线性方程组具有任意权矩阵的多分裂迭代求解

本文利用优化模型研究求解对称正定线性方程组Ax=6的多分裂并行算法的权矩阵.在我们的多分裂并行算法中,m个分裂仅要求其中之一为P-正则分裂而其余的则可以任意构造,这不仅大大降低了构造多分裂的难度,而且也放宽了对权矩阵的限制(不像标准的多分裂迭代方法中要求权矩阵为预先给定的非负数量矩阵).并且证明了新的多分裂迭代法是收敛的.最后,通过数值例子展示了新算法的有效性.