Positive definite combination of symmetric matrices

@article{Zaidi2005PositiveDC,
title={Positive definite combination of symmetric matrices},
author={Ali Mustafa Zaidi},
journal={IEEE Transactions on Signal Processing},
year={2005},
volume={53},
pages={4412-4416}
}

Published 2005 in 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