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On Positive Semidefinite Preserving Stein Transformation

Authors
송윤정
Issue Date
Jan-2015
Publisher
한국전산응용수학회
Keywords
Stein Transformation; Semidefinite Linear Complementarity Problems (SDLCP); ${; bf P_2}$-property; ${; bf P_2' }$-property; strictly monotone; nondegenerate; ${; bf GUS}$-property.
Citation
Journal of Applied Mathematics and Informatics, v.33, no.1, pp.229 - 234
Journal Title
Journal of Applied Mathematics and Informatics
Volume
33
Number
1
Start Page
229
End Page
234
URI
http://scholarworks.bwise.kr/ssu/handle/2018.sw.ssu/9019
ISSN
1598-5857
Abstract
In the setting of semidefinite linear complementarity problems on $\sn$,we focus on the Stein Transformation $S_A(X):= X - AXA^T$ for $A\in \Rnn$ that is positive semidefinite preserving (i.e., $S_A(\sn_+) \subseteq \sn_+$) and show that such transformation is strictly monotone if and only if it is nondegenerate. We also show that a positive semidefinite preserving $S_A$ has the Ultra-GUS property if and only if $1 \not\in \sigma(A)\sigma(A).$
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