v2009.01.01 - Convex Optimization

v2009.01.01 - Convex Optimization v2009.01.01 - Convex Optimization

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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

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

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