On a Solution of the Multidimensional Truncated Matrix-Valued Moment Problem

Abstract

AbstractWe will consider the multidimensional truncated $$p \times p$$ p × p Hermitian matrix-valued moment problem. We will prove a characterisation of truncated $$p \times p$$ p × p Hermitian matrix-valued multisequence with a minimal positive semidefinite matrix-valued representing measure via the existence of a flat extension, i.e., a rank preserving extension of a multivariate Hankel matrix (built from the given truncated matrix-valued multisequence). Moreover, the support of the representing measure can be computed via the intersecting zeros of the determinants of matrix-valued polynomials which describe the flat extension. We will also use a matricial generalisation of Tchakaloff’s theorem due to the first author together with the above result to prove a characterisation of truncated matrix-valued multisequences which have a representing measure. When $$p = 1$$ p = 1 , our result recovers the celebrated flat extension theorem of Curto and Fialkow. The bivariate quadratic matrix-valued problem and the bivariate cubic matrix-valued problem are explored in detail.