Some simple criteria for the solvability of block \(2 \times 2\) linear systems (Q2272627)
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English | Some simple criteria for the solvability of block \(2 \times 2\) linear systems |
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Some simple criteria for the solvability of block \(2 \times 2\) linear systems (English)
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20 September 2019
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Consider a block matrix system \[\left[ \begin{array} [c]{cc} A & B^{T}\\ B & -D \end{array} \right] \left[ \begin{array} [c]{c} x\\ y \end{array} \right] =\left[ \begin{array} [c]{c} f\\ g \end{array} \right] \] of real matrices where \(A\) and \(D\) are symmetric semipositive square matrices and \(B\) is a rectangular matrix. The authors give some straightforward necessary and sufficient conditions for the existence and uniqueness of solutions to this system of equations. For example, there exists a solution to the system if \(f\) and \(g\) lie in the column spaces of the matrices \(\left[ A~B^{T}\right] \) and \(\left[ B~-D\right] \), respectively (the converse is trivial), and the block matrix is nonsingular if and only if both \(A+BB^{T}\) and \(D+B^{T}B\) are nonsingular.
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linear systems
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saddle point problems
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solvability
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