On the banded toeplitz structured distance to symmetric positive semidefiniteness
ELECTRONIC JOURNAL OF LINEAR ALGEBRA(2022)
摘要
This paper is concerned with the determination of a close real banded positive definite Toeplitz matrix in the Frobenius norm to a given square real banded matrix. While it is straightforward to determine the closest banded Toeplitz matrix to a given square matrix, the additional requirement of positive definiteness makes the problem difficult. We review available theoretical results and provide a simple approach to determine a banded positive definite Toeplitz matrix.
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关键词
Matrix nearness problem,Toeplitz structure,Symmetric positive definite matrix,Structured distance,Banded Toeplitz matrix
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