Monotonically positive matrices

来源 :2016年张量和矩阵学术研讨会(International conference on Tensor, Matrix a | 被引量 : 0次 | 上传用户:wudongjiang888
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  A matrix A is called monotonically positive (MP) if there exists a columnwise mono-tonic matrix U such that A = U U T . MP-matrices have many applications in order statistics. In this talk, we present a semidefinite algorithm for checking whether a matrix is MP. If it is not MP, a certificate for this can be obtained; if it is MP, a MP-decomposition of the matrix can be obtained.
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