v2009.01.01 - Convex Optimization

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

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712 APPENDIX F. NOTATION AND A FEW DEFINITIONS V N V V N (D)= −V T N DV N N ×N symmetric elementary, auxiliary, projector, geometric centering matrix, R(V )= N(1 T ) , N(V )= R(1) , V 2 =V (B.4.1) V N N ×N −1 Schoenberg auxiliary matrix, R(V N )= N(1 T ) , N(VN T )= R(1) (B.4.2) V X V X V T X ≡ V T X T XV (1095) X point list ((68) having cardinality N) arranged columnar in R n×N , or set of generators, or extreme directions, or matrix variable G r n N dom Gram matrix X T X affine dimension Euclidean dimension of list X , or integer cardinality of list X , or integer function domain on function f(x) on A means A is domf , or projection of x on A means A is Euclidean body on which projection of x is made onto epi span function f(x) maps onto M means f over its domain is a surjection with respect to M function epigraph as in spanA = R(A) = {Ax | x∈ R n } when A is a matrix R(A) the subspace: range of A , or span basis R(A) ; R(A) ⊥ N(A T ) basis R(A) columnar basis for range of A , or a minimal set constituting generators for the vertex-description of R(A) , or a linearly independent set of vectors spanning R(A) N(A) the subspace: nullspace of A ; N(A) ⊥ R(A T ) R n Euclidean n-dimensional real vector space, R 0 = 0, R 1 = R (nonnegative integer n)

713 R m×n Euclidean vector space of m by n dimensional real matrices × Cartesian product. R m×n−m = ∆ R m×(n−m) [ ] R m R n R m × R n = R m+n C n or C n×n Euclidean complex vector space of respective dimension n and n×n R n + or R n×n + nonnegative orthant in Euclidean vector space of respective dimension n and n×n R n − or R n×n − S n S n⊥ S n + int S n + S n +(ρ) EDM N √ EDM N PSD SDP SVD SNR nonpositive orthant in Euclidean vector space of respective dimension n and n×n subspace comprising all (real) symmetric n×n matrices, the symmetric matrix subspace orthogonal complement of S n in R n×n , the antisymmetric matrices convex cone comprising all (real) symmetric positive semidefinite n×n matrices, the positive semidefinite cone interior of convex cone comprising all (real) symmetric positive semidefinite n×n matrices; id est, positive definite matrices convex set of all positive semidefinite n×n matrices whose rank equals or exceeds ρ cone of N ×N Euclidean distance matrices in the symmetric hollow subspace nonconvex cone of N ×N Euclidean absolute distance matrices in the symmetric hollow subspace positive semidefinite semidefinite program singular value decomposition signal to noise ratio

712 APPENDIX F. NOTATION AND A FEW DEFINITIONS<br />

V N<br />

V<br />

V N (D)= −V T N DV N<br />

N ×N symmetric elementary, auxiliary, projector, geometric centering<br />

matrix, R(V )= N(1 T ) , N(V )= R(1) , V 2 =V (B.4.1)<br />

V N N ×N −1 Schoenberg auxiliary matrix, R(V N )= N(1 T ) ,<br />

N(VN T )= R(1) (B.4.2)<br />

V X V X V T X ≡ V T X T XV (1095)<br />

X point list ((68) having cardinality N) arranged columnar in R n×N ,<br />

or set of generators, or extreme directions, or matrix variable<br />

G<br />

r<br />

n<br />

N<br />

dom<br />

Gram matrix X T X<br />

affine dimension<br />

Euclidean dimension of list X , or integer<br />

cardinality of list X , or integer<br />

function domain<br />

on function f(x) on A means A is domf , or projection of x on A<br />

means A is Euclidean body on which projection of x is made<br />

onto<br />

epi<br />

span<br />

function f(x) maps onto M means f over its domain is a surjection<br />

with respect to M<br />

function epigraph<br />

as in spanA = R(A) = {Ax | x∈ R n } when A is a matrix<br />

R(A) the subspace: range of A , or span basis R(A) ; R(A) ⊥ N(A T )<br />

basis R(A)<br />

columnar basis for range of A , or a minimal set constituting generators<br />

for the vertex-description of R(A) , or a linearly independent set of<br />

vectors spanning R(A)<br />

N(A) the subspace: nullspace of A ; N(A) ⊥ R(A T )<br />

R n<br />

Euclidean n-dimensional real vector space, R 0 = 0, R 1 = R<br />

(nonnegative integer n)

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