Positive definite combination of symmetric matrices

  title={Positive definite combination of symmetric matrices},
  author={Ali Mustafa Zaidi},
  journal={IEEE Transactions on Signal Processing},
This correspondence presents a new algorithm to find a positive definite combination of some given real symmetric matrices. When this problem has solutions, we show that it can be written as an optimization problem. An iterative algorithm using a relaxation type method is proposed to solve this optimization problem. We also prove that this algorithm has a finite-step global convergence property. A comparison, by computer simulations, shows that our algorithm is much faster than another one… CONTINUE READING
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