DocumentCode :
1275945
Title :
Toeplitz determinants and positive semidefiniteness
Author :
Makhoul, John
Author_Institution :
Bolt Beranek & Newman Inc., Cambridge, MA, USA
Volume :
39
Issue :
3
fYear :
1991
fDate :
3/1/1991 12:00:00 AM
Firstpage :
743
Lastpage :
746
Abstract :
The role that the determinants of real, symmetric, Toeplitz matrices play in testing for their positive semidefiniteness is discussed. It is shown that the leading principal minor test is not sufficient in general to test for the positive semidifiniteness of Toepliz matrices, except in certain cases. Several properties of Toeplitz determinants are derived, and the conditions under which the leading principal minor test is indeed sufficient are shown. Because of the special structure of Toeplitz matrices, the author is able to derive a very simple and general test for positive semidefiniteness which does not require the computation of all principal mirrors
Keywords :
determinants; matrix algebra; signal processing; Toeplitz determinants; Toeplitz matrices; leading principal minor test; positive semidefiniteness; signal processing; Biomedical optical imaging; Eigenvalues and eigenfunctions; Frequency; Image sequence analysis; Jacobian matrices; Motion analysis; Speech processing; Sufficient conditions; Symmetric matrices; Testing;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/78.80862
Filename :
80862
Link To Document :
بازگشت