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Monotone transformations on the cone of all positive semidefinite real matrices

  • Iva Golubić EMAIL logo and Janko Marovt
Published/Copyright: May 23, 2020
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Abstract

Let Hn+(ℝ) be the cone of all positive semidefinite (symmetric) n × n real matrices. Matrices from Hn+(ℝ) play an important role in many areas of engineering, applied mathematics, and statistics, e.g. every variance-covariance matrix is known to be positive semidefinite and every real positive semidefinite matrix is a variance-covariance matrix of some multivariate distribution. Three of the best known partial orders that were mostly studied on various sets of matrices are the Löwner, the minus, and the star partial orders. Motivated by applications in statistics authors have recently investigated the form of maps on Hn+(ℝ) that preserve either the Löwner or the minus partial order in both directions. In this paper we continue with the study of preservers of partial orders on Hn+(ℝ). We characterize surjective, additive maps on Hn+(ℝ), n ≥ 3, that preserve the star partial order in both directions. We also investigate the form of surjective maps on the set of all symmetric real n × n matrices that preserve the Löwner partial order in both directions.


The second author acknowledges the financial support from the Slovenian Research Agency, ARRS (research core funding No. P1-0288 and grants BI-TR/17-19-004 and BI-US/18-20-066).


  1. Communicated by Marcus Waurick

Acknowledgement

The authors wish to thank the anonymous referees for helpful and constructive comments that improved the presentation of this paper.

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Received: 2019-05-19
Accepted: 2019-12-02
Published Online: 2020-05-23
Published in Print: 2020-06-25

© 2020 Mathematical Institute Slovak Academy of Sciences

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