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Maximum determinant positive definite Toeplitz completions
Book chapter   Open access

Maximum determinant positive definite Toeplitz completions

Stefan Sremac, Hugo J. Woerdeman and Henry Wolkowicz
Operator Theory, Analysis and the State Space Approach, pp 421-441
31 Dec 2018
url
https://arxiv.org/abs/1802.00653View

Abstract

15A60 15A83 15B05 90C22 Matrix completion maximum determinant positive definite completion singularity degree Toeplitz matrix
We consider partial symmetric Toeplitz matrices where a positive definite completion exists. We characterize those patterns where the maximum determinant completion is itself Toeplitz. We then extend these results with positive definite replaced by positive semidefinite, and maximum determinant replaced by maximum rank. These results are used to determine the singularity degree of a family of semidefinite optimization problems.

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