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

Abstract

We will consider the multidimensional truncated p times p Hermitian matrix-valued moment problem. We will prove a characterisation of truncated p times 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, 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.