A singular value inequality for block matrices
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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.
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- On some properties of saddle point matrices with vector blocks
- A fast block -circulant preconditoner for all-at-once systems from wave equations
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