v2007.09.13 - Convex Optimization
v2007.09.13 - Convex Optimization v2007.09.13 - Convex Optimization
358 CHAPTER 5. EUCLIDEAN DISTANCE MATRIXThese preliminary findings lead one to speculate whether any concavenondecreasing composition of individual EDM entries d ij on R + will produceanother EDM; e.g., empirical evidence suggests that given EDM D , for eachfixed α ≥ 1 [sic] the composition [log 2 (1 + d 1/αij )] is also an EDM. Figure 89illustrates that composition’s concavity in d ij together with functions from(895) and (896).5.10.1 EDM by elliptopeFor some κ∈ R + and C ∈ S N + in the elliptope E N (5.9.1.0.1), Alfakih assertsany given EDM D is expressible [7] [77,31.5]D = κ(11 T − C) ∈ EDM N (899)This expression exhibits nonlinear combination of variables κ and C . Wetherefore propose a different expression requiring redefinition of the elliptope(880) by parametrization;E n t∆= S n + ∩ {Φ∈ S n | δ(Φ)=t1} (900)where, of course, E n = E n 1 . Then any given EDM D is expressiblewhich is linear in variables t∈ R + and E∈ E N t .D = t11 T − E ∈ EDM N (901)5.11 EDM indefinitenessBy the known result inA.7.2 regarding a 0-valued entry on the maindiagonal of a symmetric positive semidefinite matrix, there can be no positivenor negative semidefinite EDM except the 0 matrix because EDM N ⊆ S N h(704) andS N h ∩ S N + = 0 (902)the origin. So when D ∈ EDM N , there can be no factorization D =A T Anor −D =A T A . [247,6.3] Hence eigenvalues of an EDM are neither allnonnegative or all nonpositive; an EDM is indefinite and possibly invertible.
5.11. EDM INDEFINITENESS 3595.11.1 EDM eigenvalues, congruence transformationFor any symmetric −D , we can characterize its eigenvalues by congruencetransformation: [247,6.3][ ]VT−W T NDW = − D [ V N1 T1 ] = −[VTN DV N V T N D11 T DV N 1 T D1]∈ S N (903)BecauseW ∆ = [V N 1 ] ∈ R N×N (904)is full-rank, then (1312)inertia(−D) = inertia ( −W T DW ) (905)the congruence (903) has the same number of positive, zero, and negativeeigenvalues as −D . Further, if we denote by {γ i , i=1... N −1} theeigenvalues of −VN TDV N and denote eigenvalues of the congruence −W T DWby {ζ i , i=1... N} and if we arrange each respective set of eigenvalues innonincreasing order, then by theory of interlacing eigenvalues for borderedsymmetric matrices [149,4.3] [247,6.4] [244,IV.4.1]ζ N ≤ γ N−1 ≤ ζ N−1 ≤ γ N−2 ≤ · · · ≤ γ 2 ≤ ζ 2 ≤ γ 1 ≤ ζ 1 (906)When D ∈ EDM N , then γ i ≥ 0 ∀i (1249) because −V T N DV N ≽0 as weknow. That means the congruence must have N −1 nonnegative eigenvalues;ζ i ≥ 0, i=1... N −1. The remaining eigenvalue ζ N cannot be nonnegativebecause then −D would be positive semidefinite, an impossibility; so ζ N < 0.By congruence, nontrivial −D must therefore have exactly one negativeeigenvalue; 5.45 [77,2.4.5]5.45 All the entries of the corresponding eigenvector must have the same sign with respectto each other [61, p.116] because that eigenvector is the Perron vector corresponding tothe spectral radius; [149,8.2.6] the predominant characteristic of negative [sic] matrices.
- Page 307 and 308: 5.4. EDM DEFINITION 307spheres:Then
- Page 309 and 310: 5.4. EDM DEFINITION 309By eliminati
- Page 311 and 312: 5.4. EDM DEFINITION 311whereΦ ij =
- Page 313 and 314: 5.4. EDM DEFINITION 3135.4.2.2.5 De
- Page 315 and 316: 5.4. EDM DEFINITION 315105ˇx 4ˇx
- Page 317 and 318: 5.4. EDM DEFINITION 317corrected by
- Page 319 and 320: 5.4. EDM DEFINITION 319aptly be app
- Page 321 and 322: 5.4. EDM DEFINITION 321As before, a
- Page 323 and 324: 5.4. EDM DEFINITION 323where ([√t
- Page 325 and 326: 5.4. EDM DEFINITION 325because (A.3
- Page 327 and 328: 5.5. INVARIANCE 3275.5.1.0.1 Exampl
- Page 329 and 330: 5.6. INJECTIVITY OF D & UNIQUE RECO
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- Page 333 and 334: 5.6. INJECTIVITY OF D & UNIQUE RECO
- Page 335 and 336: 5.7. EMBEDDING IN AFFINE HULL 3355.
- Page 337 and 338: 5.7. EMBEDDING IN AFFINE HULL 337Fo
- Page 339 and 340: 5.7. EMBEDDING IN AFFINE HULL 3395.
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- Page 349 and 350: 5.9. BRIDGE: CONVEX POLYHEDRA TO ED
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- Page 357: 5.10. EDM-ENTRY COMPOSITION 357(ii)
- Page 361 and 362: 5.11. EDM INDEFINITENESS 361(confer
- Page 363 and 364: 5.11. EDM INDEFINITENESS 363we have
- Page 365 and 366: 5.11. EDM INDEFINITENESS 365For pre
- Page 367 and 368: 5.12. LIST RECONSTRUCTION 367where
- Page 369 and 370: 5.12. LIST RECONSTRUCTION 369(a)(c)
- Page 371 and 372: 5.13. RECONSTRUCTION EXAMPLES 371D
- Page 373 and 374: 5.13. RECONSTRUCTION EXAMPLES 373Th
- Page 375 and 376: 5.13. RECONSTRUCTION EXAMPLES 375wh
- Page 377 and 378: 5.14. FIFTH PROPERTY OF EUCLIDEAN M
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- Page 387 and 388: Chapter 6EDM coneFor N > 3, the con
- Page 389 and 390: 6.1. DEFINING EDM CONE 3896.1 Defin
- Page 391 and 392: 6.2. POLYHEDRAL BOUNDS 391This cone
- Page 393 and 394: 6.3.√EDM CONE IS NOT CONVEX 393N
- Page 395 and 396: 6.4. A GEOMETRY OF COMPLETION 3956.
- Page 397 and 398: 6.4. A GEOMETRY OF COMPLETION 397(a
- Page 399 and 400: 6.4. A GEOMETRY OF COMPLETION 399Fi
- Page 401 and 402: 6.5. EDM DEFINITION IN 11 T 401and
- Page 403 and 404: 6.5. EDM DEFINITION IN 11 T 403then
- Page 405 and 406: 6.5. EDM DEFINITION IN 11 T 4056.5.
- Page 407 and 408: 6.5. EDM DEFINITION IN 11 T 407D =
358 CHAPTER 5. EUCLIDEAN DISTANCE MATRIXThese preliminary findings lead one to speculate whether any concavenondecreasing composition of individual EDM entries d ij on R + will produceanother EDM; e.g., empirical evidence suggests that given EDM D , for eachfixed α ≥ 1 [sic] the composition [log 2 (1 + d 1/αij )] is also an EDM. Figure 89illustrates that composition’s concavity in d ij together with functions from(895) and (896).5.10.1 EDM by elliptopeFor some κ∈ R + and C ∈ S N + in the elliptope E N (5.9.1.0.1), Alfakih assertsany given EDM D is expressible [7] [77,31.5]D = κ(11 T − C) ∈ EDM N (899)This expression exhibits nonlinear combination of variables κ and C . Wetherefore propose a different expression requiring redefinition of the elliptope(880) by parametrization;E n t∆= S n + ∩ {Φ∈ S n | δ(Φ)=t1} (900)where, of course, E n = E n 1 . Then any given EDM D is expressiblewhich is linear in variables t∈ R + and E∈ E N t .D = t11 T − E ∈ EDM N (901)5.11 EDM indefinitenessBy the known result inA.7.2 regarding a 0-valued entry on the maindiagonal of a symmetric positive semidefinite matrix, there can be no positivenor negative semidefinite EDM except the 0 matrix because EDM N ⊆ S N h(704) andS N h ∩ S N + = 0 (902)the origin. So when D ∈ EDM N , there can be no factorization D =A T Anor −D =A T A . [247,6.3] Hence eigenvalues of an EDM are neither allnonnegative or all nonpositive; an EDM is indefinite and possibly invertible.