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 language | English |
|---|---|
| Pages (from-to) | 163-172 |
| Number of pages | 10 |
| Journal | Linear Algebra and its Applications |
| Volume | 302-303 |
| DOIs | |
| State | Published - 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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