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This monograph is a revised set of notes on recent applications of the theory of cones, arising from lectures I gave during my stay at the Centre de recherches mathematiques in Montreal. It consists of three chapters. The first describes the basic theory. The second is devoted to applications to mathematical programming and the third to matrix theory. The second and third chapters are independent. Natural links between them, such as mathematical programming over matrix cones, are only mentioned in passing. The choice of applications described in this paper is a reflection of my p-r9onal...

Valuable text for scientists and engineers who work with problems relating to Markov chains and queuing networks, or mathematical programming

A real matrix is positive semidefinite if it can be decomposed as A=BBT. In some applications the matrix B has to be elementwise nonnegative. If such a matrix exists, A is called completely positive. The smallest number of columns of a nonnegative matrix B such that A=BBT is known as the cp-rank of A.

This invaluable book focuses on necessary conditions and sufficient conditions for complete positivity, as well as bounds for the cp-rank. The methods are combinatorial, geometric and algebraic. The required background on nonnegative matrices, cones, graphs and Schur complements is outlined.