v2010.10.26 - Convex Optimization

INDEX 833nonsymmetric, 703range, 703, 704symmetric, 709, 712identity, 782indefinite, 384, 468inverse, 267, 607, 618, 636, 686, 687injective, 700symmetric, 620Jordan form, 601, 618measurement, 548nonnegative, 469, 512, 535, 548, 741definite, see positive semidefinitefactorization, 314nonsingular, 618, 620normal, 53, 602, 619, 621normalization, 296nullspace, see nullspaceorthogonal, 54, 356, 357, 436, 620,647–650manifold, 647product, 647, 651symmetric, 648orthonormal, 54, 65, 70, 309, 355, 436,622, 646, 658, 711manifold, 70pseudoinverse, 701partitioned, 611–615, see Schurpermutation, 69, 356, 357, 451, 594,620, 647circulant, 376extreme point, 69positive semidefinite, 69product, 647symmetric, 376, 642, 664positive definite, 116inverse, 607positive real numbers, 263positive factorization, 314positive semidefinite, 116, 469, 596,599, 601, 609completely, 101, 314difference, 138domain of test, 596, 727from extreme directions, 128Hadamard, 606Kronecker, 402, 606nonnegative versus, 469nonsymmetric, 601permutation, 69projection, 610, 711pseudoinverse, 701rank, see ranksquare root, 607, 620, 770sum, eigenvalues, 608sum, nullspace, 90sum, rank, see ranksymmetry versus, 596zero entry, 626product, see productprojection, 119, 643, 711Kronecker, 749nonorthogonal, 703orthogonal, 709positive semidefinite, 610, 711product, 748pseudoinverse, 118, 191, 252, 293, 611,699Kronecker, 701nullspace, 699, 700orthonormal, 701positive semidefinite, 701product, 700range, 699, 700SVD, 624symmetric, 624, 701transpose, 188unique, 699quotient, Hadamard, 690, 697, 772range, see rangerank, see rankreflection, 436, 437, 648, 664rotation, 436, 647, 649, 663of range, 648rotation of, 650Schur-form, see Schursimple, 633skinny, 54, 191, 769sort index, 481square root, 770, see matrix, positivesemidefinite