Abstract :
The paper provides a description of optimally conditioned Hermitian positive-definite block matrices, i.e., of matrices
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, ngreater-or-equal, slantedmgreater-or-equal, slanted2,
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,i=1,…,m, such that
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Here,
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is the group of nonsingular block diagonal matrices with diagonal blocks of orders ni, i=1,…,m, and k(A) is the spectral condition number of A. The results obtained generalize those for the particular cases m=n and m=2, see [Proc. Amer. Math. Soc. 6 (1955) 340 and Zap. Nauchn. Sem. POMI, 268 (2000) 72], respectively.
Keywords :
Hermitian positive-definite matrices , Vector aggregation , Spectral condition number , Block scaling