Some inequalities on generalized Schur complements

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    Abstract

    This paper presents some inequalities on generalized Schur complements. Let A be an n × n (Hermitian) positive semidefinite matrix. Denote by A/α the generalized Schur complement of a principal submatrix indexed by a set α in A. Let A+ be the Moore-Penrose inverse of A and λ(A) be the eigenvalue vector of A. The main results of this paper are: 1. λ(A+(α′)) ≥ λ((A/α)+), where α′ is the complement of α in {1,2,...,n}. 2. λ(Ar/α) ≤ λr(A/α.) for any real number r ≥ 1. 3. (C*AC)/α≤C*/α A(α′) C/α for any matrix C of certain properties on partitioning.

    Original languageEnglish
    Pages (from-to)163-172
    Number of pages10
    JournalLinear Algebra and its Applications
    Volume302-303
    DOIs
    StatePublished - Dec 1 1999

    ASJC Scopus Subject Areas

    • Algebra and Number Theory
    • Numerical Analysis
    • Geometry and Topology
    • Discrete Mathematics and Combinatorics

    Keywords

    • Generalized inverse
    • Positive semidefinite matrix
    • Schur complement

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