A real matrix is positive semidefinite if it can be decomposed as A=BB′. In some applications the matrix B has to be elementwise nonnegative. If such a matrix exists, A is called completely positive.
Abstract: Positive semidefinite matrix factorization (PSDMF) expresses each entry of a nonnegative matrix as the inner product of two positive semidefinite (psd) matrices. When all these psd matrices ...
Abstract: This paper deals with algorithms for positive semidefinite matrix factorization (PSDMF). PSDMF is a recently-proposed extension of nonnegative matrix factorization with applications in ...
Vol. 21, No. 1, ET 20th Anniversary Colloquium: Automated Inference and the Future of Econometrics (Feb., 2005), pp. 158-170 (13 pages) This paper proposes a new class of heteroskedastic and ...
Left: Illustration of different geometric mean properties on the manifold of positive semidefinite matrices implemented in this library. Deviation of the geometric means computed using the ...
Mathematics of Operations Research, Vol. 38, No. 3 (August 2013), pp. 569-590 (22 pages) Farkas' lemma is a fundamental result from linear programming providing linear certificates for infeasibility ...
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