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scientific article; zbMATH DE number 1530327
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    scientific article; zbMATH DE number 1530327

      Statements

      19 July 2001
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      Hermitian matrix
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      Löwner partial ordering
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      generalized Schur complement
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      positive semidefinite matrices
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      inequalities involving eigenvalues
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      Let \(A\) be an \(n\)-by-\(n\) positive semidefinite Hermitian matrix. For any subsets \(\alpha\) and \(\beta\) of \(\{1,2,\dots,n\}\), let \(A(\alpha,\beta)\) denote the submatrix of \(A\) formed by the entries from its rows and columns numbered by elements of \(\alpha\) and \(\beta\), respectively; \(A(\alpha)\) denotes \(A(\alpha,\alpha)\). The generalized Schur complement of \(A(\alpha)\) in \(A\) is the matrix \(A^\sim/ \alpha\equiv A(\alpha')-A(\alpha', \alpha)A (\alpha)^{(1)} A(\alpha, \alpha')\), where \(\alpha'\) is the complement of \(\alpha\) in \(\{1, \dots, n\}\) and \(A(\alpha)^{(1)}\) is any generalized inverse of \(A(\alpha)\) \((A(\alpha) A(\alpha)^{(1)} A(\alpha)= A(\alpha))\). The author gives some results on the Löwner partial ordering of the generalized Schur complement for powers of positive semidefinite matrices, and inequalities involving eigenvalues for such complements. One example of the former is, for any \(m=0,1,2, \dots\), \[ (A^{2^m\sim}/ \alpha)^{1/2^m} \geq (A^{2^{m+1} \sim}/ \alpha)^{1/2^{m+1}}, \] while one for the latter is, for \(\ell >0\) and \(t=1,2,\dots,n-k\) \((k\) being the size of \(\alpha)\), \[ \lambda_t (A)\geq \lambda_t(A^\ell (\alpha')^{1/ \ell})\geq \lambda_t \bigl( (A^{\ell\sim}/ \alpha)^{1/ \ell}\bigr) \geq\lambda_{t+k} (A), \] where \(\lambda_1(A) \geq\cdots \geq \lambda _n(A)\) denote the ordered eigenvalues of \(A\). The latter is then used to obtain other inequalities, which improve on ones obtained before.
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