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Matrix Analysis and Entrywise Positivity Preservers

Matrix Analysis and Entrywise Positivity Preservers

by Cambridge University Press

£81.00
MPN9781108792042
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Product Description

Matrices and kernels with positivity structures, and the question of entrywise functions preserving them, have been studied throughout the 20th century, attracting recent interest in connection to high-dimensional covariance estimation.This is the first book to systematically develop the theoretical foundations of the entrywise calculus, focusing on entrywise operations - or transforms - of matrices and kernels with additional structure, which preserve positive semidefiniteness.Designed as an introduction for students, it presents an in-depth and comprehensive view of the subject, from early results to recent progress.Topics include: structural results about, and classifying the preservers of positive semidefiniteness and other Loewner properties (monotonicity, convexity, super-additivity); historical connections to metric geometry; classical connections to moment problems; and recent connections to combinatorics and Schur polynomials.Based on the author's course, the book is structured for use as lecture notes, including exercises for students, yet can also function as a comprehensive reference text for experts.

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