Moment matrix

In mathematics, a moment matrix is a special symmetric square matrix whose rows and columns are indexed by monomials. The entries of the matrix depend on the product of the indexing monomials only (cf. Hankel matrices.)

Moment matrices play an important role in polynomial fitting, polynomial optimization (since positive semidefinite moment matrices correspond to polynomials which are sums of squares)[1] and econometrics.[2]

  1. ^ Lasserre, Jean-Bernard, 1953- (2010). Moments, positive polynomials and their applications. World Scientific (Firm). London: Imperial College Press. ISBN 978-1-84816-446-8. OCLC 624365972.{{cite book}}: CS1 maint: multiple names: authors list (link) CS1 maint: numeric names: authors list (link)
  2. ^ Goldberger, Arthur S. (1964). "Classical Linear Regression". Econometric Theory. New York: John Wiley & Sons. pp. 156–212. ISBN 0-471-31101-4.