A singular value inequality for block matrices (Q1824014): Difference between revisions

The main result of this paper suggests itself in a problem arising in numerical continuation theory. Let A be an (n,n) submatrix of a nonsingular \((n+m,n+m)\) matrix M, and let S be the inverse of the Schur complement of A in M. The authors obtain upper bounds on the p \((p=\min (m,n))\) smallest singular values of A in terms of the corresponding ones in S, and vice versa.