Simo Puntanen, George P. H. Styan (auth.), Fuzhen Zhang's The Schur Complement and Its Applications PDF

By Simo Puntanen, George P. H. Styan (auth.), Fuzhen Zhang (eds.)

ISBN-10: 0387242716

ISBN-13: 9780387242712

The Schur supplement performs a huge function in matrix research, information, numerical research, and lots of different components of arithmetic and its functions. This booklet describes the Schur supplement as a wealthy and easy software in mathematical learn and functions and discusses many major effects that illustrate its strength and fertility. The 8 chapters of the ebook conceal topics and adaptations at the Schur supplement, together with its historic improvement, uncomplicated houses, eigenvalue and singular price inequalities, matrix inequalities in either finite and limitless dimensional settings, closure houses, and functions in information, chance, and numerical research. The chapters needn't be learn so as, and the reader may still be happy to browse freely via subject matters of curiosity.

Although the booklet is essentially meant to function a study reference, it is going to even be worthwhile for graduate and complex undergraduate classes in arithmetic, utilized arithmetic, and data. The contributing authors’ exposition makes lots of the fabric obtainable to readers with a valid origin in linear algebra.

The ebook, edited through Fuzhen Zhang, was once written through numerous individual mathematicians: T. Ando (Hokkaido college, Japan), C. Brezinski (Université des Sciences et applied sciences de Lille, France), R. Horn (University of Utah, Salt Lake urban, U.S.A.), C. Johnson (College of William and Mary, Williamsburg, U.S.A.), J.-Z. Liu (Xiangtang college, China), S. Puntanen (University of Tampere, Finland), R. Smith (University of Tennessee, Chattanooga, USA), and G.P.H. Steyn (McGill college, Canada). Fuzhen Zhang is a professor of Nova Southeastern collage, citadel Lauderdale, u.s., and a visitor professor of Shenyang general college, Shenyang, China.


This booklet is meant for researchers in linear algebra, matrix research, numerical research, and facts.

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Example text

Then det A < ( d e t a i l ) (det A22) • Since det A = det An det A/An and det An > (det A) / (det A22), there is a reversed Fischer inequality if A22 is nonsingular (for example, if A is positive definite): det {A/An) det{A/A22) < det A. As an application of the Fischer inequality, we give a determinantal inequality. Let A, 5 , C, D be square matrices of the same size, so that A C B \ f A* D J \ B* C ' * \ / AA* + 5 5 * AC* + BD'' \ D"" J ~ \ CA"" H- L>5* CC* -f DD* ) Then det( ^ ^"jl < d e t ( A A * + 5 5 * ) d e t ( C C * + L>J9*).

A-V2, Then C > 0, det C = (det B) / d e t A, and det{A + B) = d e t ( ^ i / 2 ( / + A-i/25A-i/2)ylV2^ = ( d e t ^ ) ( d e t ( / + C)) n = (det A) J]A, (/ + C) i=l n = (detA)[J(l + Ai(C)) > (detA)(l + t r C + detC) > (det A) (1 + det C) = det A + det B. The last inequality is an equality if and only if t r C = 0, that is, C = 0, since C is positive semidefinite, while C = 0 if and only if B = 0. 30) for a general A>0 follows by a continuity argument. 30) for Hadamard product [298, 341]. 17 (Oppenheim's Inequality) Let A = {aij) and B be nx n positive definite matrices.

M/E A computation shows that ) ^ ^^^ ~[ 0 A/E It follows that iLMRmXAU)^^^^ M % ) / ( ? On the other hand, Z{M/A)W ^ / ^ ) - W£;)/(A/E). = M/A^ so we again have the formula. SEC. 10) are the numbers of the positive, negative, and zero eigenvalues of A, respectively (including multiplicities). Of course, rank (A) — p{A) + q{A). By In(^) > (a, 6, c) we mean that p{A) > a, q{A) > 6, and z{A) > c. The inertia of a nonsingular Hermitian matrix and its inverse are the same since their (necessarily nonzero) eigenvalues are reciprocals of each other.

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The Schur Complement and Its Applications by Simo Puntanen, George P. H. Styan (auth.), Fuzhen Zhang (eds.)

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