2010
DOI: 10.1007/s11117-010-0047-y
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Sufficient conditions for positive definiteness of tridiagonal matrices revisited

Abstract: We review several sufficient conditions for the positive definiteness of a tridiagonal matrix and propose a different approach to the problem, recalling and comprising little-known results on chain sequences.

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Cited by 27 publications
(13 citation statements)
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“…Therefore, the derivative of the smoothing spline at the knots satisfies the matrix equation Tm=Df, where m = ( m 0 , m 1 ,…, m N ) T is the vector of slopes, T is the tridiagonal matrix T=()2114114114112(N+1)×(N+1), and D=3h()1110110110111(N+1)×(N+1). Note that the diagonal entries of T are all positive and T is strictly diagonally dominant, meaning that in each and every row the sum of the absolute values of the off‐diagonal elements is less than the absolute value of the diagonal element. Consequently, the symmetric tridiagonal matrix T is positive definite [see, e.g., Demmel , , Theorem 2.9; Andelić and da Fonseca , , Theorem 1.2]. The most efficient numerical method of solving the tridiagonal system T m = u , where u = D f , is based on the Cholesky decomposition T = R T R , where, because T is a symmetric positive definite tridiagonal matrix, R is an upper triangular matrix with all zeros above the first superdiagonal [ Schwarz , ; Golub and Van Loan , ].…”
Section: Differentiation Technique Based On Smoothing Splinesmentioning
confidence: 99%
“…Therefore, the derivative of the smoothing spline at the knots satisfies the matrix equation Tm=Df, where m = ( m 0 , m 1 ,…, m N ) T is the vector of slopes, T is the tridiagonal matrix T=()2114114114112(N+1)×(N+1), and D=3h()1110110110111(N+1)×(N+1). Note that the diagonal entries of T are all positive and T is strictly diagonally dominant, meaning that in each and every row the sum of the absolute values of the off‐diagonal elements is less than the absolute value of the diagonal element. Consequently, the symmetric tridiagonal matrix T is positive definite [see, e.g., Demmel , , Theorem 2.9; Andelić and da Fonseca , , Theorem 1.2]. The most efficient numerical method of solving the tridiagonal system T m = u , where u = D f , is based on the Cholesky decomposition T = R T R , where, because T is a symmetric positive definite tridiagonal matrix, R is an upper triangular matrix with all zeros above the first superdiagonal [ Schwarz , ; Golub and Van Loan , ].…”
Section: Differentiation Technique Based On Smoothing Splinesmentioning
confidence: 99%
“…Lemma 3.2. (See [5]) Let A m be the real symmetric tridiagonal matrix definied in (1.2), with diagonal entries positive. If…”
Section: Eigenvalues and Eigenvectorsmentioning
confidence: 99%
“…(See[5]) The real symmetric tridiagonal matrix A m , defined in (1.2), is positive definite if and only if its principal minors det A s , for s = 1, ..., m, are positive. The eigenvector of the matrix A m given in (1.2) associated with eigenvalue λ s , for s = 1, .…”
mentioning
confidence: 99%
“…Therefore, we take the time derivative of Eq. (20) and require that _ U i be given by the sum of pairwise heat transfer laws of form Eq. (4).…”
Section: Problem Formulation Consider a Network Of N Single Integratmentioning
confidence: 99%
“…A tridiagonal symmetric matrix with main diagonal given by ða 1 ; a 2 ; …; a n Þ and first super-and subdiagonals given by [20]. Therefore, Eq.…”
Section: Extensions To Directed Networkmentioning
confidence: 99%