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E-book: Matrix Completions, Moments, and Sums of Hermitian Squares

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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.

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."--Laszlo Kerchy, Acta-Scientiarum-Mathematicarum

Preface ix
Chapter 1 Cones of Hermitian matrices and trigonometric polynomials
1(68)
1.1 Cones and their basic properties
1(5)
1.2 Cones of Hermitian matrices
6(7)
1.3 Cones of trigonometric polynomials
13(28)
1.4 Determinant and entropy maximization
41(6)
1.5 Semidefinite programming
47(4)
1.6 Exercises
51(14)
1.7 Notes
65(4)
Chapter 2 Completions of positive semidefinite operator matrices
69(106)
2.1 Positive definite completions: the banded case
69(7)
2.2 Positive definite completions: the chordal case
76(7)
2.3 Positive definite completions: the Toeplitz case
83(15)
2.4 The Schur complement and Fejer-Riesz factorization
98(17)
2.5 Schur parameters
115(9)
2.6 The central completion, maximum entropy, and inheritance principle
124(14)
2.7 The Hamburger Moment Problem and Spectral Factorization on the real line
138(18)
2.8 Lineai- prediction
156(1)
2.9 Exercises
157(13)
2.10 Notes
170(5)
Chapter 3 Multivariate moments and sums of Hermitian squares
175(82)
3.1 Positive Caratheodory Interpolation on the Polydisk
176(11)
3.2 Inverses of multivariable Toeplitz matrices and Christoffel-Darboux formulas
187(11)
3.3 Two-variable moment problem for Bernstein-Szego measures
198(10)
3.4 FejeAr-Riesz factorization and sums of Hermitian squares
208(3)
3.5 Completion problems for positive semidefinite functions on amenable groups
211(3)
3.6 Moment problems on free groups
214(9)
3.7 Noncommutative factorization
223(5)
3.8 Two-variable Hamburger moment problem
228(7)
3.9 Bochner's theorem and an application to autoreRressive stochastic processes
235(5)
3.10 Exercises
240(10)
3.11 Notes
250(7)
Chapter 4 Contractive analogs
257(104)
4.1 Contractive operator-matrix completions
258(11)
4.2 Linearly constrained completion problems
269(6)
4.3 The operator-valued Nehari and Caratheodory problems
275(11)
4.4 Nehari's problem in two variables
286(6)
4.5 Nehari and Caratheodory problems for functions on compact groups
292(7)
4.6 The Nevanlinna-Pick problem
299(9)
4.7 The operator Corona problem
308(6)
4.8 Joint operator/Hilbert-Schmidt norm control extensions
314(3)
4.9 An L∞ extension problem for polynomials
317(4)
4.10 Superoptimal completions
321(8)
4.11 Superoptimal approximations of analytic functions
329(10)
4.12 Model matching
339(2)
4.13 Exercises
341(11)
4.14 Notes
352(9)
Chapter 5 Hermitian and related completion problems
361(114)
5.1 Hermitian completions
361(13)
5.2 Ranks of completions
374(9)
5.3 Minimal negative and positive signature
383(18)
5.4 Inertia of Hermitian matrix expressions
401(6)
5.5 Bounds for eigenvalues of Hermitian completions
407(6)
5.6 Bounds for singular values of completions of partial triangular matrices
413(5)
5.7 Moment problems for real measures on the unit circle
418(8)
5.8 Euclidean distance matrix completions
426(7)
5.9 Normal completions
433(9)
5.10 Application to minimal representation of discrete systems
442(1)
5.11 The separability problem in quantum information
443(8)
5.12 Exercises
451(19)
5.13 Notes
470(5)
Bibliography 475(38)
Subject Index 513(4)
Notation Index 517
Mihaly 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.