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v2009.01.01 - Convex Optimization

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416 CHAPTER 5. EUCLIDEAN DISTANCE MATRIX<br />

These preliminary findings lead one to speculate whether any concave<br />

nondecreasing composition of individual EDM entries d ij on R + will produce<br />

another EDM; e.g., empirical evidence suggests that given EDM D , for<br />

each fixed α ≥ 1 [sic] the composition [log 2 (1 + d 1/α<br />

ij )] is also an EDM.<br />

Figure 109 illustrates that composition’s concavity in d ij together with<br />

functions from (997) and (998).<br />

5.10.0.0.2 Exercise. Taxicab distance matrix as EDM.<br />

Determine whether taxicab distance matrices (D 1 (X) in Example 3.2.0.0.2)<br />

are all numerically equivalent to EDMs. Explain why or why not. <br />

5.10.1 EDM by elliptope<br />

For some κ∈ R + and C ∈ S N + in the elliptope E N (5.9.1.0.1), Alfakih asserts<br />

any given EDM D is expressible [8] [96,31.5]<br />

D = κ(11 T − C) ∈ EDM N (1001)<br />

This expression exhibits nonlinear combination of variables κ and C . We<br />

therefore propose a different expression requiring redefinition of the elliptope<br />

(981) by parametrization;<br />

E n t<br />

∆<br />

= S n + ∩ {Φ∈ S n | δ(Φ)=t1} (1002)<br />

where, of course, E n = E n 1 . Then any given EDM D is expressible<br />

which is linear in variables t∈ R + and E∈ E N t .<br />

5.11 EDM indefiniteness<br />

D = t11 T − E ∈ EDM N (1003)<br />

By the known result inA.7.2 regarding a 0-valued entry on the main<br />

diagonal of a symmetric positive semidefinite matrix, there can be no positive<br />

nor negative semidefinite EDM except the 0 matrix because EDM N ⊆ S N h<br />

(797) and<br />

S N h ∩ S N + = 0 (1004)<br />

the origin. So when D ∈ EDM N , there can be no factorization D =A T A<br />

nor −D =A T A . [287,6.3] Hence eigenvalues of an EDM are neither all<br />

nonnegative or all nonpositive; an EDM is indefinite and possibly invertible.

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