Some interlacing properties of the Schur complement of a Hermitian matrix (Q1208267)
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scientific article; zbMATH DE number 166220
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| English | Some interlacing properties of the Schur complement of a Hermitian matrix |
scientific article; zbMATH DE number 166220 |
Statements
Some interlacing properties of the Schur complement of a Hermitian matrix (English)
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16 May 1993
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The author presents the following result: --- It is shown for a Hermitian matrix \(H\) with nonsingular principal submatrix \(A\), that the eigenvalues of the Moore-Penrose inverse of the Schur complement \((H/A)\) of \(A\) in \(H\) interlace the eigenvalues of the Moore-Penrose inverse of \(H\). Also, if \(H\) is semidefinite, then the eigenvalues of \((H/A)\) interlace the eigenvalues of \(H\).
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Hermitian matrix
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eigenvalues
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Moore-Penrose inverse
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Schur complement
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0.9146694540977478
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0.9146694540977478
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0.8737175464630127
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0.8737172484397888
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0.8536189198493958
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