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  3. Matrix Analysis and Entrywise Positivity Preservers
  • This book is no longer available to purchase from Cambridge Core
  • Cited by 5
Publisher:
Cambridge University Press
Online publication date:
March 2022
Print publication year:
2022
Online ISBN:
9781108867122
DOI:
https://doi.org/10.1017/9781108867122
Subjects:
Mathematics (general), Mathematics, Abstract Analysis, Algebra
Series:
London Mathematical Society Lecture Note Series (471)
Information

Book description

Matrices and kernels with positivity structures, and the question of entrywise functions preserving them, have been studied throughout the 20th century, attracting recent interest in connection to high-dimensional covariance estimation. This is the first book to systematically develop the theoretical foundations of the entrywise calculus, focusing on entrywise operations - or transforms - of matrices and kernels with additional structure, which preserve positive semidefiniteness. Designed as an introduction for students, it presents an in-depth and comprehensive view of the subject, from early results to recent progress. Topics include: structural results about, and classifying the preservers of positive semidefiniteness and other Loewner properties (monotonicity, convexity, super-additivity); historical connections to metric geometry; classical connections to moment problems; and recent connections to combinatorics and Schur polynomials. Based on the author's course, the book is structured for use as lecture notes, including exercises for students, yet can also function as a comprehensive reference text for experts.

Reviews

‘Positive definite matrices, kernels, sequences and functions, and operations on them that preserve their positivity, have been studied intensely for over a century. The techniques involved in their analysis and the variety of their applications both continue to grow. This book is an admirably comprehensive and lucid account of the topic. It includes some very recent developments in which the author has played a major role. This will be a valuable resource for researchers and an excellent text for a graduate course.’

Rajendra Bhatia - Ashoka University

‘The opening notes of this symphony of ideas were written by Schur in 1911. Schoenberg, Loewner, Rudin, Herz, Hiai, FitzGerald, Jain, Guillot, Rajaratnam, Belton, Putinar, and others composed new themes and variations. Now, Khare has orchestrated a masterwork that includes his own harmonies in an elegant synthesis. This is a work of impressive scholarship.’

Roger Horn - University of Utah, Retired

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Contents

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