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Convex hull of PSD matrices 
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#1
Nov2611, 12:03 PM

P: 2

Hi,
I want to check if a given PSD matrix, say A, is contained in the convex hull of a set of PSD matrices, say Set={S_i, i:1..N}. In other word I want to check whether there exist real constants lambda_i such that: 1) sum_over_i{ lambda_i*S_i }  A >=0, where >=0 in this equation means that the matrix on the left is PSD; 2) sum_over_i{ lambda_i }=1 3) lambda_i>=0 for all i Let me know if you know how to solve this pb... Thanks, Bastien 


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