TY  - JOUR
AB  - We consider the problem of minimizing the spectral condition number of a positive definite matrix by completion: [GRAPHICS] where A is an n x n Hermitian positive definite matrix, B a p x n matrix and X is a free p x p Hermitian matrix.  We reduce this problem to an optimization problem for a convex function in one variable.  Using the minimal solution of this problem we characterize the complete set of matrices that give the minimum condition number.
DA  - 1994
DO  - 10.1007/s002110050077
LA  - eng
IS  - 1
M2  - 17
PY  - 1994
SN  - 0029-599X
SP  - 17-23
T2  - Numerische Mathematik
TI  - Minimizing the condition number of a positive definite matrix by completion
UR  - https://nbn-resolving.org/urn:nbn:de:0070-pub-17749921
Y2  - 2024-11-22T07:50:38
ER  -