v2010.10.26 - Convex Optimization

v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization

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454 CHAPTER 5. EUCLIDEAN DISTANCE MATRIX5.8.2.1.1 Shore. The columns of Ξ r V N Ξ c hold a basis for N(1 T )when Ξ r and Ξ c are permutation matrices. In other words, any permutationof the rows or columns of V N leaves its range and nullspace unchanged;id est, R(Ξ r V N Ξ c )= R(V N )= N(1 T ) (898). Hence, two distinct matrixinequalities can be equivalent tests of the positive semidefiniteness of D onR(V N ) ; id est, −VN TDV N ≽ 0 ⇔ −(Ξ r V N Ξ c ) T D(Ξ r V N Ξ c )≽0. By properlychoosing permutation matrices, 5.39 the leading principal submatrix T Ξ ∈ S 2of −(Ξ r V N Ξ c ) T D(Ξ r V N Ξ c ) may be loaded with the entries of D needed totest any particular triangle inequality (similarly to (1053)-(1061)). Becauseall the triangle inequalities can be individually tested using a test equivalentto the lone matrix inequality −VN TDV N ≽0, it logically follows that the lonematrix inequality tests all those triangle inequalities simultaneously. Weconclude that −VN TDV N ≽0 is a sufficient test for the fourth property of theEuclidean metric, triangle inequality.5.8.2.2 Strict triangle inequalityWithout exception, all the inequalities in (1061) and (1062) can be madestrict while their corresponding implications remain true. The thenstrict inequality (1061a) or (1062) may be interpreted as a strict triangleinequality under which collinear arrangement of points is not allowed.[223,24/6, p.322] Hence by similar reasoning, −VN TDV N ≻ 0 is a sufficienttest of all the strict triangle inequalities; id est,δ(D) = 0D T = D−V T N DV N ≻ 0⎫⎬⎭ ⇒ √ d ij < √ d ik + √ d kj , i≠j ≠k (1064)5.8.3 −V T N DV N nestingFrom (1058) observe that T =−VN TDV N | N←3 . In fact, for D ∈ EDM N ,the leading principal submatrices of −VN TDV N form a nested sequence (byinclusion) whose members are individually positive semidefinite [159] [202][331] and have the same form as T ; videlicet, 5.405.39 To individually test triangle inequality | √ d ik − √ d kj | ≤ √ d ij ≤ √ d ik + √ d kj forparticular i,k,j, set Ξ r (i,1)= Ξ r (k,2)= Ξ r (j,3)=1 and Ξ c = I .5.40 −V DV | N←1 = 0 ∈ S 0 + (B.4.1)

5.8. EUCLIDEAN METRIC VERSUS MATRIX CRITERIA 455−V T N DV N | N←1 = [ ∅ ] (o)−V T N DV N | N←2 = [d 12 ] ∈ S + (a)−V T N DV N | N←3 =−V T N DV N | N←4 =[⎡⎢⎣1d 12 (d ]2 12+d 13 −d 23 )1(d 2 12+d 13 −d 23 ) d 13= T ∈ S 2 + (b)1d 12 (d 12 12+d 13 −d 23 ) (d ⎤2 12+d 14 −d 24 )1(d 12 12+d 13 −d 23 ) d 13 (d 2 13+d 14 −d 34 )1(d 12 12+d 14 −d 24 ) (d 2 13+d 14 −d 34 ) d 14⎥⎦ (c).−VN TDV N | N←i =.−VN TDV N =⎡⎣⎡⎣−VN TDV ⎤N | N←i−1 ν(i)⎦ ∈ S i−1ν(i) T + (d)d 1i−VN TDV ⎤N | N←N−1 ν(N)⎦ ∈ S N−1ν(N) T + (e)d 1N (1065)where⎡ν(i) 1 ⎢2 ⎣⎤d 12 +d 1i −d 2id 13 +d 1i −d 3i⎥. ⎦ ∈ Ri−2 , i > 2 (1066)d 1,i−1 +d 1i −d i−1,iHence, the leading principal submatrices of EDM D must also be EDMs. 5.41Bordered symmetric matrices in the form (1065d) are known to haveintertwined [331,6.4] (or interlaced [202,4.3] [328,IV.4.1]) eigenvalues;(confer5.11.1) that means, for the particular submatrices (1065a) and(1065b),5.41 In fact, each and every principal submatrix of an EDM D is another EDM. [235,4.1]

454 CHAPTER 5. EUCLIDEAN DISTANCE MATRIX5.8.2.1.1 Shore. The columns of Ξ r V N Ξ c hold a basis for N(1 T )when Ξ r and Ξ c are permutation matrices. In other words, any permutationof the rows or columns of V N leaves its range and nullspace unchanged;id est, R(Ξ r V N Ξ c )= R(V N )= N(1 T ) (898). Hence, two distinct matrixinequalities can be equivalent tests of the positive semidefiniteness of D onR(V N ) ; id est, −VN TDV N ≽ 0 ⇔ −(Ξ r V N Ξ c ) T D(Ξ r V N Ξ c )≽0. By properlychoosing permutation matrices, 5.39 the leading principal submatrix T Ξ ∈ S 2of −(Ξ r V N Ξ c ) T D(Ξ r V N Ξ c ) may be loaded with the entries of D needed totest any particular triangle inequality (similarly to (1053)-(1061)). Becauseall the triangle inequalities can be individually tested using a test equivalentto the lone matrix inequality −VN TDV N ≽0, it logically follows that the lonematrix inequality tests all those triangle inequalities simultaneously. Weconclude that −VN TDV N ≽0 is a sufficient test for the fourth property of theEuclidean metric, triangle inequality.5.8.2.2 Strict triangle inequalityWithout exception, all the inequalities in (1061) and (1062) can be madestrict while their corresponding implications remain true. The thenstrict inequality (1061a) or (1062) may be interpreted as a strict triangleinequality under which collinear arrangement of points is not allowed.[223,24/6, p.322] Hence by similar reasoning, −VN TDV N ≻ 0 is a sufficienttest of all the strict triangle inequalities; id est,δ(D) = 0D T = D−V T N DV N ≻ 0⎫⎬⎭ ⇒ √ d ij < √ d ik + √ d kj , i≠j ≠k (1064)5.8.3 −V T N DV N nestingFrom (1058) observe that T =−VN TDV N | N←3 . In fact, for D ∈ EDM N ,the leading principal submatrices of −VN TDV N form a nested sequence (byinclusion) whose members are individually positive semidefinite [159] [202][331] and have the same form as T ; videlicet, 5.405.39 To individually test triangle inequality | √ d ik − √ d kj | ≤ √ d ij ≤ √ d ik + √ d kj forparticular i,k,j, set Ξ r (i,1)= Ξ r (k,2)= Ξ r (j,3)=1 and Ξ c = I .5.40 −V DV | N←1 = 0 ∈ S 0 + (B.4.1)

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