v2009.01.01 - Convex Optimization
v2009.01.01 - Convex Optimization v2009.01.01 - Convex Optimization
400 CHAPTER 5. EUCLIDEAN DISTANCE MATRIX 5.8.2 Triangle inequality property 4 In light of Kreyszig’s observation [197,1.1, prob.15] that properties 2 through 4 of the Euclidean metric (5.2) together imply nonnegativity property 1, 2 √ d jk = √ d jk + √ d kj ≥ √ d jj = 0 , j ≠k (961) nonnegativity criterion (957) suggests that the matrix inequality −V T N DV N ≽ 0 might somehow take on the role of triangle inequality; id est, δ(D) = 0 D T = D −V T N DV N ≽ 0 ⎫ ⎬ ⎭ ⇒ √ d ij ≤ √ d ik + √ d kj , i≠j ≠k (962) We now show that is indeed the case: Let T be the leading principal submatrix in S 2 of −VN TDV N (upper left 2×2 submatrix from (958)); [ T = ∆ 1 d 12 (d ] 2 12+d 13 −d 23 ) 1 (d 2 12+d 13 −d 23 ) d 13 (963) Submatrix T must be positive (semi)definite whenever −VN TDV N (A.3.1.0.4,5.8.3) Now we have, is. −V T N DV N ≽ 0 ⇒ T ≽ 0 ⇔ λ 1 ≥ λ 2 ≥ 0 −V T N DV N ≻ 0 ⇒ T ≻ 0 ⇔ λ 1 > λ 2 > 0 (964) where λ 1 and λ 2 are the eigenvalues of T , real due only to symmetry of T : ( λ 1 = 1 d 2 12 + d 13 + √ ) d23 2 − 2(d 12 + d 13 )d 23 + 2(d12 2 + d13) 2 ∈ R ( λ 2 = 1 d 2 12 + d 13 − √ ) d23 2 − 2(d 12 + d 13 )d 23 + 2(d12 2 + d13) 2 ∈ R (965) Nonnegativity of eigenvalue λ 1 is guaranteed by only nonnegativity of the d ij which in turn is guaranteed by matrix inequality (957). Inequality between the eigenvalues in (964) follows from only realness of the d ij . Since λ 1 always equals or exceeds λ 2 , conditions for the positive (semi)definiteness of submatrix T can be completely determined by examining λ 2 the smaller of its two eigenvalues. A triangle inequality is made apparent when we express
5.8. EUCLIDEAN METRIC VERSUS MATRIX CRITERIA 401 T eigenvalue nonnegativity in terms of D matrix entries; videlicet, T ≽ 0 ⇔ detT = λ 1 λ 2 ≥ 0 , d 12 ,d 13 ≥ 0 (c) ⇔ λ 2 ≥ 0 (b) ⇔ | √ d 12 − √ d 23 | ≤ √ d 13 ≤ √ d 12 + √ d 23 (a) (966) Triangle inequality (966a) (confer (861) (978)), in terms of three rooted entries from D , is equivalent to metric property 4 √ d13 ≤ √ d 12 + √ d 23 √d23 ≤ √ d 12 + √ d 13 √d12 ≤ √ d 13 + √ d 23 (967) for the corresponding points x 1 ,x 2 ,x 3 from some length-N list. 5.35 5.8.2.1 Comment Given D whose dimension N equals or exceeds 3, there are N!/(3!(N − 3)!) distinct triangle inequalities in total like (861) that must be satisfied, of which each d ij is involved in N−2, and each point x i is in (N −1)!/(2!(N −1 − 2)!). We have so far revealed only one of those triangle inequalities; namely, (966a) that came from T (963). Yet we claim if −VN TDV N ≽ 0 then all triangle inequalities will be satisfied simultaneously; | √ d ik − √ d kj | ≤ √ d ij ≤ √ d ik + √ d kj , i
- Page 349 and 350: 5.3. ∃ FIFTH EUCLIDEAN METRIC PRO
- Page 351 and 352: 5.3. ∃ FIFTH EUCLIDEAN METRIC PRO
- Page 353 and 354: 5.4. EDM DEFINITION 353 The collect
- Page 355 and 356: 5.4. EDM DEFINITION 355 5.4.2 Gram-
- Page 357 and 358: 5.4. EDM DEFINITION 357 D ∈ EDM N
- Page 359 and 360: 5.4. EDM DEFINITION 359 5.4.2.2.1 E
- Page 361 and 362: 5.4. EDM DEFINITION 361 ten affine
- Page 363 and 364: 5.4. EDM DEFINITION 363 spheres: Th
- Page 365 and 366: 5.4. EDM DEFINITION 365 By eliminat
- Page 367 and 368: 5.4. EDM DEFINITION 367 where Φ ij
- Page 369 and 370: 5.4. EDM DEFINITION 369 5.4.2.2.6 D
- Page 371 and 372: 5.4. EDM DEFINITION 371 10 5 ˇx 4
- Page 373 and 374: 5.4. EDM DEFINITION 373 corrected b
- Page 375 and 376: 5.4. EDM DEFINITION 375 by translat
- Page 377 and 378: 5.4. EDM DEFINITION 377 Crippen & H
- Page 379 and 380: 5.4. EDM DEFINITION 379 where ([√
- Page 381 and 382: 5.4. EDM DEFINITION 381 because (A.
- Page 383 and 384: 5.5. INVARIANCE 383 5.5.1.0.1 Examp
- Page 385 and 386: 5.5. INVARIANCE 385 x 2 x 2 x 3 x 1
- Page 387 and 388: 5.6. INJECTIVITY OF D & UNIQUE RECO
- Page 389 and 390: 5.6. INJECTIVITY OF D & UNIQUE RECO
- Page 391 and 392: 5.6. INJECTIVITY OF D & UNIQUE RECO
- Page 393 and 394: 5.7. EMBEDDING IN AFFINE HULL 393 5
- Page 395 and 396: 5.7. EMBEDDING IN AFFINE HULL 395 F
- Page 397 and 398: 5.7. EMBEDDING IN AFFINE HULL 397 5
- Page 399: 5.8. EUCLIDEAN METRIC VERSUS MATRIX
- Page 403 and 404: 5.8. EUCLIDEAN METRIC VERSUS MATRIX
- Page 405 and 406: 5.8. EUCLIDEAN METRIC VERSUS MATRIX
- Page 407 and 408: 5.9. BRIDGE: CONVEX POLYHEDRA TO ED
- Page 409 and 410: 5.9. BRIDGE: CONVEX POLYHEDRA TO ED
- Page 411 and 412: 5.9. BRIDGE: CONVEX POLYHEDRA TO ED
- Page 413 and 414: 5.10. EDM-ENTRY COMPOSITION 413 of
- Page 415 and 416: 5.10. EDM-ENTRY COMPOSITION 415 The
- Page 417 and 418: 5.11. EDM INDEFINITENESS 417 5.11.1
- Page 419 and 420: 5.11. EDM INDEFINITENESS 419 we hav
- Page 421 and 422: 5.11. EDM INDEFINITENESS 421 So bec
- Page 423 and 424: 5.11. EDM INDEFINITENESS 423 where
- Page 425 and 426: 5.12. LIST RECONSTRUCTION 425 where
- Page 427 and 428: 5.12. LIST RECONSTRUCTION 427 (a) (
- Page 429 and 430: 5.13. RECONSTRUCTION EXAMPLES 429 D
- Page 431 and 432: 5.13. RECONSTRUCTION EXAMPLES 431 T
- Page 433 and 434: 5.13. RECONSTRUCTION EXAMPLES 433 w
- Page 435 and 436: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
- Page 437 and 438: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
- Page 439 and 440: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
- Page 441 and 442: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
- Page 443 and 444: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
- Page 445 and 446: Chapter 6 Cone of distance matrices
- Page 447 and 448: 6.1. DEFINING EDM CONE 447 6.1 Defi
- Page 449 and 450: 6.2. POLYHEDRAL BOUNDS 449 This con
5.8. EUCLIDEAN METRIC VERSUS MATRIX CRITERIA 401<br />
T eigenvalue nonnegativity in terms of D matrix entries; videlicet,<br />
T ≽ 0 ⇔ detT = λ 1 λ 2 ≥ 0 , d 12 ,d 13 ≥ 0 (c)<br />
⇔<br />
λ 2 ≥ 0<br />
(b)<br />
⇔<br />
| √ d 12 − √ d 23 | ≤ √ d 13 ≤ √ d 12 + √ d 23 (a)<br />
(966)<br />
Triangle inequality (966a) (confer (861) (978)), in terms of three rooted<br />
entries from D , is equivalent to metric property 4<br />
√<br />
d13 ≤ √ d 12 + √ d 23<br />
√d23<br />
≤ √ d 12 + √ d 13<br />
√d12<br />
≤ √ d 13 + √ d 23<br />
(967)<br />
for the corresponding points x 1 ,x 2 ,x 3 from some length-N list. 5.35<br />
5.8.2.1 Comment<br />
Given D whose dimension N equals or exceeds 3, there are N!/(3!(N − 3)!)<br />
distinct triangle inequalities in total like (861) that must be satisfied, of which<br />
each d ij is involved in N−2, and each point x i is in (N −1)!/(2!(N −1 − 2)!).<br />
We have so far revealed only one of those triangle inequalities; namely, (966a)<br />
that came from T (963). Yet we claim if −VN TDV N ≽ 0 then all triangle<br />
inequalities will be satisfied simultaneously;<br />
| √ d ik − √ d kj | ≤ √ d ij ≤ √ d ik + √ d kj , i