Some Löwner partial orders of Schur complements and Kronecker products of matrices (Q1300852): Difference between revisions

Let \(A\) be a complex \(m\times n\) matrix. For any subsets \(\alpha \) and \(\beta\) of the indices, \(A(\alpha,\beta)\) denotes the corresponding submatrix of \(A\), and \(A(\alpha)\) denotes \(A(\alpha,\alpha)\). For each subset \(\alpha\) there is a generalized Schur complement \(A/\alpha\) of \(A\) defined by \(A(\alpha',\beta') - A(\alpha',\alpha)A(\alpha)^{-1}A(\alpha,\beta')\) where \(\alpha' \) (resp. \(\beta' \)) is the complement of \(\alpha \) relatively to the set of row (resp. column) indices. Let \(B\) be a nonsingular complex \(n\times n\) matrix. Then the author shows that \((A/\alpha) \otimes (B/\beta) =(A\otimes B)/\gamma\), where \(\otimes\) denotes the Kronecker product of matrices and \(\gamma=\{1,\dots ,m n\}-\{ n(i-1)+j\mid i\in \alpha'\), \(j\in\beta'\}\). If \(A\) and \(B\) are two Hermitian positive semidefinite matrices, we write \(A \leq B\) if \(B-A\) is positive semidefinite. The relation \(\leq\) is called the Löwner partial order. If \(A\) (resp. \(B\)) is a complex \(m\times n\) (resp. \(p\times q\)) matrix, the author proves that \[ [ (A/\alpha) \otimes (B/\beta)] [ (A/\alpha) \otimes (B/\beta)]^* \geq [ (A\otimes B) (A\otimes B)^*]/\gamma \] (with \(\alpha\), \(\beta\) and \(\gamma\) defined similarly than above). He also gives a generalisation of the previous formulas to an arbitrary number of matrices, and obtains some inequalities for singular values and eigenvalues of Schur complements and Kronecker products of matrices.