On the banded Toeplitz structured distance to symmetric positive semidefiniteness

04/12/2022

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by   Silvia Noschese, et al.

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This paper is concerned with the determination of a close real banded positive definite Toeplitz matrix in the Frobenius norm to a given square real banded matrix. While it is straightforward to determine the closest banded Toeplitz matrix to a given square matrix, the additional requirement of positive definiteness makes the problem difficult. We review available theoretical results and provide a simple approach to determine a banded positive definite Toeplitz matrix.