Symmetric Quasi-Definite Matrices

By Robert J. Vanderbei. 2006

71 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a52b989c4b7ba087ee3944f46929594594c33f25

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1. Brendan O'Donoghue
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7. Paul J. Goulart
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Citations in the corpus

• OSQP: an operator splitting solver for quadratic programs (2017, background): “It therefore always has a well defined LDLT factorization, with L being a lower triangular matrix with unit diagonal elements and D a diagonal matrix with nonzero diagonal elements [91].”
• A Splitting Method for Optimal Control (2013, background): “The regularized matrix is quasi-definite [66], which implies that for any permutation P the factorization exists, with D diagonal, and is numerically stable.”
• Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding (2013, background): “Because the matrix is quasi-definite, the factorization is guaranteed to exist for any symmetric permutation [74].”