Signature of invertible symmetric matrices (Q1813152): Difference between revisions

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Signature of invertible symmetric matrices
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    Signature of invertible symmetric matrices (English)
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    25 June 1992
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    Let \(n_ +(X)\), \(n_ -(X)\) and \(n_ 0(X)\) denote the number of positive, negative and zero eigenvalues, respectively, of the real symmetric matrix \(X\). Then \(\text{sgn} X=n_ +(X)-n_ -(X)\) is the signature of \(X\). In the paper an arbitrary invertible \((m+n)\times(m+n)\) real symmetric matrix \(M\) and its inverse \(M^{-1}\) are considered in the partitioned form \(M=\left[\begin{matrix} A &B \\ B^ \top &C\end{matrix}\right]\) and \(M^{-1}=\left[\begin{matrix} P &Q \\ Q^ \top &R \end{matrix}\right]\) where \(A\) and \(P\) are \(m\times m\), and \(C\) and \(R\) are \(n\times n\) symmetric matrices. It is shown that \(\text{sgn} M=\text{sgn} A=\text{sgn} R\).
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    signature of a matrix
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    real symmetric matrix
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    eigenvalues
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