Some interlacing theorems on the schur complement

DOI10.1080/03081089808818572MaRDI QIDQ4222264zbMATH OpenOpenAlexWikidataFDO

Authors Chi-Kwong Li, Roy Mathias

Publication date 7 July 1999

Published in Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03081089808818572

zbMATH Keywords

Hermitian matrixinequalities involving eigenvaluesinterlacing theoremsSchur complement

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Hermitian, skew-Hermitian, and related matrices (15B57)

Review text

Let \(H\) be a Hermitian matrix with an invertible principal submatrix \(A\), and let \(H/A\) denote the Schur complement of \(H\) with respect to \(A\). S.-A. Hu and R.L. Smith have determined a set of inequalities which must hold between the eigenvalues of \(H\) and \(H/A\); and also have shown that if these conditions hold for lists of putative eigenvalues, then suitable \(H\) and \(A\) must exist [see \textit{R. L. Smith}, Linear Algebra Appl. 177, 137-144 (1992; Zbl 0765.15007) and \textit{S.-A. Hu} and \textit{R. L. Smith}, SIAM J. Matrix Anal. Appl. 16, No. 3, 1013-1023 (1995; Zbl 0829.15012)]. In the present paper the authors give a shorter proof of these results, and prove an analogue for rectangular matrices.

Recommendations

• The Schur Complement Interlacing Theorem
• Some interlacing properties of the Schur complement of a Hermitian matrix
• scientific article; zbMATH DE number 1505869

Cites work

• Determination of the inertia of a partitioned Hermitian matrix
• Generalized Inverse Formulas Using the Schur Complement
• Imbedding Conditions for Hermitian and Normal Matrices
• Matrix Analysis
• Principal submatrices. IX: Interlacing inequalities for singular values of submatrices
• Some interlacing properties of the Schur complement of a Hermitian matrix
• The Schur Complement Interlacing Theorem

Cited in

(9)

• Some interlacing properties of the Schur complement of a Hermitian matrix
• Complementary Schur complements
• Spectral shorted matrices.
• Krylov subspace methods for discrete-time algebraic Riccati equations
• Some inequalities for eigenvalues of Schur complements of Hermitian matrices
• The structure of Schur complements in hollow, symmetric nonnegative matrices with two nonpositive eigenvalues
• Extremal Characterizations of the Schur Complement and Resulting Inequalities
• The Schur Complement Interlacing Theorem
• Schur complements and its applications to symmetric nonnegative and \(Z\)-matrices

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