Convex hull of PSD matrices


by bastpg
Tags: convex, hull, matrices
bastpg
bastpg is offline
#1
Nov26-11, 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
Phys.Org News Partner Science news on Phys.org
Cougars' diverse diet helped them survive the Pleistocene mass extinction
Cyber risks can cause disruption on scale of 2008 crisis, study says
Mantis shrimp stronger than airplanes

Register to reply

Related Discussions
Principal-valued integral over convex hull Calculus 0
variational methods - properties of convex hull Calculus & Beyond Homework 1
about convex hull and fixed point Calculus 1
about convex hull and fixed point Calculus & Beyond Homework 2
Drawing a Convex Hull in Maple Math & Science Software 0