Matrix Completions, Moments, and Sums of Hermitian Squares

by Mihály Bakonyi, Hugo J. Woerdeman

Overview

Intensive research in matrix completions, moments, and sums of Hermitian squares has yielded a multitude of results in recent decades. This book provides a comprehensive account of this quickly developing area of mathematics and applications and gives complete proofs of many recently solved problems. With MATLAB codes and more than 200 exercises, the book is ideal for a special topics course for graduate or advanced undergraduate students in mathematics or engineering, and will also be a valuable resource for researchers.


Often driven by questions from signal processing, control theory, and quantum information, the subject of this book has inspired mathematicians from many subdisciplines, including linear algebra, operator theory, measure theory, and complex function theory. In turn, the applications are being pursued by researchers in areas such as electrical engineering, computer science, and physics.


The book is self-contained, has many examples, and for the most part requires only a basic background in undergraduate mathematics, primarily linear algebra and some complex analysis. The book also includes an extensive discussion of the literature, with close to 600 references from books and journals from a wide variety of disciplines.

Product Details

ISBN-13:	9781400840595
Publisher:	Princeton University Press
Publication date:	07/18/2011
Series:	Princeton Series in Applied Mathematics , #37
Sold by:	Barnes & Noble
Format:	eBook
Pages:	532
File size:	48 MB
Note:	This product may take a few minutes to download.

About the Author

Mihály Bakonyi (1962-2010) was professor of mathematics at Georgia State University and coauthor of Schur's Algorithm and Several Applications. Hugo J. Woerdeman is professor and head of the Department of Mathematics at Drexel University.

Table of Contents

Preface ix
Chapter 1. Cones of Hermitian matrices and trigonometric polynomials 1
1.1 Cones and their basic properties 1
1.2 Cones of Hermitian matrices 6
1.3 Cones of trigonometric polynomials 13
1.4 Determinant and entropy maximization 41
1.5 Semidefinite programming 47
1.6 Exercises 51
1.7 Notes 65
Chapter 2. Completions of positive semidefinite operator matrices 69
2.1 Positive definite completions: the banded case 69
2.2 Positive definite completions: the chordal case 76
2.3 Positive definite completions: the Toeplitz case 83
2.4 The Schur complement and Fejér-Riesz factorization 98
2.5 Schur parameters 115
2.6 The central completion, maximum entropy, and inheritance principle 124
2.7 The Hamburger moment problem and spectral factorization on the real line 138
2.8 Linear prediction 156
2.9 Exercises 157
2.10 Notes 170
Chapter 3. Multivariable moments and sums of Hermitian squares 175
3.1 Positive Carathéodory interpolation on the polydisk 176
3.2 Inverses of multivariable Toeplitz matrices and Christoffel-Darboux formulas 187
3.3 Two-variable moment problem for Bernstein-Szegö measures 198
3.4 Fejér-Riesz factorization and sums of Hermitian squares 208
3.5 Completion problems for positive semidefinite functions on amenable groups 211
3.6 Moment problems on free groups 214
3.7 Noncommutative factorization 223
3.8 Two-variable Hamburger moment problem 228
3.9 Bochner's theorem and an application to autoregressive stochastic processes 235
3.10 Exercises 240
3.11 Notes 250
Chapter 4. Contractive analogs 257
4.1 Contractive operator-matrix completions 258
4.2 Linearly constrained completion problems 269
4.3 The operator-valued Nehari and Carathéodory problems 275
4.4 Nehari's problem in two variables 286
4.5 Nehari and Carathéodory problems for functions on compact groups 292
4.6 The Nevanlinna-Pick problem 299
4.7 The operator Corona problem 308
4.8 Joint operator/Hilbert-Schmidt norm control extensions 314
4.9 An L1 extension problem for polynomials 317
4.10 Superoptimal completions 321
4.11 Superoptimal approximations of analytic functions 329
4.12 Model matching 339
4.13 Exercises 341
4.14 Notes 352
Chapter 5. Hermitian and related completion problems 361
5.1 Hermitian completions 361
5.2 Ranks of completions 374
5.3 Minimal negative and positive signature 383
5.4 Inertia of Hermitian matrix expressions 401
5.5 Bounds for eigenvalues of Hermitian completions 407
5.6 Bounds for singular values of completions of partial triangular matrices 413
5.7 Moment problems for real measures on the unit circle 418
5.8 Euclidean distance matrix completions 426
5.9 Normal completions 433
5.10 Application to minimal representation of discrete systems 442
5.11 The separability problem in quantum information 443
5.12 Exercises 451
5.13 Notes 470
Bibliography 475
Subject Index 513
Notation Index 517

Editorial Reviews

"This volume is warmly recommended to those students who want to get acquainted with the important field of matrix completion, interpolation and moment problems, having many applications in areas such as electrical engineering, computer science and physics. It will certainly serve also as an indispensable, basic reference for researchers."—-László Kérchy, Acta-Scientiarum-Mathematicarum

From the Publisher