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v2009.01.01 - Convex Optimization

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6.7. VECTORIZATION & PROJECTION INTERPRETATION 475<br />

svec ∂ S 2 +<br />

[ ]<br />

d11 d 12<br />

d 12 d 22<br />

d 22<br />

svec S 2 h<br />

−D<br />

0<br />

D<br />

−T<br />

d 11<br />

√<br />

2d12<br />

Projection of vectorized −D on range of vectorized zz T :<br />

P svec zz T(svec(−D)) = 〈zzT , −D〉<br />

〈zz T , zz T 〉 zzT<br />

D ∈ EDM N<br />

⇔<br />

{<br />

〈zz T , −D〉 ≥ 0 ∀zz T | 11 T zz T = 0<br />

D ∈ S N h<br />

(1140)<br />

Figure 123: Given-matrix D is assumed to belong to symmetric hollow<br />

subspace S 2 h ; a line in this dimension. Negating D , we find its polar along<br />

S 2 h . Set T (1141) has only one ray member in this dimension; not orthogonal<br />

to S 2 h . Orthogonal projection of −D on T (indicated by half dot) has<br />

nonnegative projection coefficient. Matrix D must therefore be an EDM.

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