Some Properties of Symmetric Quasi-Definite Matrices
A symmetric matrix \(K\) with real entries is symmetric quasi-definite (SQD) if there exists a permutation matrix \(\Pi\) such that \(\Pi K\pi^T\) has the form \[ \begin{pmatrix} H & A^T\\ A & -G\end{pmatrix}, \] where \(H\in \mathbb{R}^{n\times n}\) and \(G\in \mathbb{R}^{m\times m}\) are symmetric positive definite matrices with \(m, n>0\). Such matrices arise in numerous applications, for instance in interior point methods in numerical programming. This paper provides a list of important properties of SQD matrices some of which are scattered in the literature and not well known, while others are believed to be new.
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