Abstract
Assuming that a ij is distributed uniformly in [—1,1] and a ii = 1, we compute the probability that a symmetric matrix A = [a ij ] 171-1 j=1 is positive semidefinite. The probability is also computed if A is a Toeplitz matrix. Finally, some results for partial matrices are presented.
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Johnson, C.R., Nævdal, G. (1998). The Probability that a (partial) matrix is positive semidefinite. In: Gohberg, I., Mennicken, R., Tretter, C. (eds) Recent Progress in Operator Theory. Operator Theory Advances and Applications, vol 103. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8793-9_10
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DOI: https://doi.org/10.1007/978-3-0348-8793-9_10
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-9776-1
Online ISBN: 978-3-0348-8793-9
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