Monotonicity of the principal pivot transform (Q2120924)
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English | Monotonicity of the principal pivot transform |
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Monotonicity of the principal pivot transform (English)
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1 April 2022
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Let \(A \in \mathcal{M}_n(\mathbb{C})\) be partitioned into the block matrix \[A =\begin{bmatrix} A_{11} & A_{12} \\ A_{21} & A_{22} \end{bmatrix}\] and assume that the matrix \(A_{11}\) is invertible. The principal pivot transform of \(A\) is defined by \[ \mathrm{PPT}(A) =\begin{bmatrix} -A_{11}^{-1} & A_{11}^{-1} A_{12} \\ A_{21} A_{11}^{-1} & A_{22} - A_{21} A_{11}^{-1} A_{12} \end{bmatrix}. \] The authors show that the principal pivot transform preserves matrices with positive imaginary part. They prove that the principal pivot transform is matrix monotone using Hermitian square representations for the imaginary part and its derivative.
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principal pivot transform
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matrix monotone
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sweep operator
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