Expansions of the Characteristic Polynomial of a Perturbed Positive Semidefinite Matrix and Convergence Analysis of Alternating Projections

Abstract

We observe that the characteristic polynomial of a linearly perturbed semidefinite matrix can be used to give the convergence rate of alternating projections for the positive semidefinite cone and a line. As a consequence, we show that such alternating projections converge at $O(k^{-1/2})$, independently of the singularity degree. A sufficient condition for the linear convergence is also obtained. Our method directly analyzes the defining equation for an alternating projection sequence and does not use error bounds.

22 pages, 8 figures