Maximization and minimization of the rank and inertia of the Hermitian matrix expression A-BX-(BX)^* with applications

DOI10.1016/J.LAA.2010.12.010MaRDI QIDQ632460zbMATH OpenOpenAlexFDO

Authors Yongge Tian

Publication date 25 March 2011

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2010.12.010

zbMATH Keywords

Hermitian matrixHermitian solutionsinertiaLöwner partial orderingmatrix equationmatrix functionmaximizationminimizationranks

Mathematics Subject Classification ID

Vector spaces, linear dependence, rank, lineability (15A03) Matrix equations and identities (15A24) Inequalities involving eigenvalues and eigenvectors (15A42) Hermitian, skew-Hermitian, and related matrices (15B57)

Review text

The author gives a group of closed-form formulas for the maximal and minimal ranks and inertias of the linear Hermitian matrix function \(A-BX-(BX)^{*}\) with respect to a variable matrix \(X\). As applications, he derives the extremal ranks and inertias of the matrices \(X\pm X^{*}\), where \(X\) is a solution to the matrix equation \(AXB=C\), and then he gives necessary and sufficient conditions for the matrix equation \(AXB=C\) to have Hermitian, definite and re-definite solutions. In addition, he gives closed-form formulas for the extremal ranks and inertias of the difference \(X_{1}-X_{2}\), where \(X_{1}\) and \(X_{2}\) are Hermitian solutions of the two matrix equations \(A_1 X_1 A_1^* = C_1\) and \(A_2 X_2 A_2^* = C_2\), and then uses the formulas to characterize relations between Hermitian solutions of the two equations.

Recommendations

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Cited in

(47)

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