The algebraic Riccati equation with Toeplitz matrices as coefficients.
An complex matrix is called Re-nonnegative definite (Re-nnd) if the real part of is nonnegative for every complex -vector . In this paper criteria for a partitioned matrix to be Re-nnd are given. A necessary and sufficient condition for the existence of and an expression for the Re-nnd solutions of the matrix equation are presented.
Standard facts about separating linear functionals will be used to determine how two cones and and their duals and may overlap. When is linear and and are cones, these results will be applied to and , giving a unified treatment of several theorems of the alternate which explain when contains an interior point of . The case when is the space of Hermitian matrices, is the positive semidefinite matrices, and yields new and known results about the existence of block diagonal...