Nonnegative Definiteness of a Partitioned Matrix

Simo Puntanen (), George P. H. Styan () and Jarkko Isotalo ()
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Simo Puntanen: University of Tampere, School of Information Sciences
George P. H. Styan: McGill University, Department of Mathematics & Statistics
Jarkko Isotalo: University of Tampere, School of Information Sciences

Chapter Chapter 14 in Matrix Tricks for Linear Statistical Models, 2011, pp 305-316 from Springer

Abstract: Abstract The nonnegative definiteness of a symmetric partitioned matrix can be characterized in an interesting way in terms of submatrices. Our experience is that this characterization is a very handy tool in various problems related to the Löwner partial ordering.

Keywords: Correlation Matrix; Symmetric Matrix; Maximal Element; Generalize Inverse; Nonzero Eigenvalue (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/978-3-642-10473-2_15

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