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Haynsworth inertia additivity formula

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433: 242: 282: 140: 562: 823: 742: 651: 616: 155: 428:{\displaystyle \mathrm {In} {\begin{bmatrix}H_{11}&H_{12}\\H_{12}^{\ast }&H_{22}\end{bmatrix}}=\mathrm {In} (H_{11})+\mathrm {In} (H/H_{11})} 56: 863: 927:
Carlson, D.; Haynsworth, E. V.; Markham, T. (1974). "A generalization of the Schur complement by means of the Moore–Penrose inverse".
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is singular. However, a generalization has been proven in 1974 by Carlson, Haynsworth and Markham, to the effect that
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Carlson, Haynsworth and Markham also gave sufficient and necessary conditions for equality to hold.
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whose components are respectively the numbers of positive, negative, and zero eigenvalues of 
621: 255: 589: 890: 910: 936: 878: 450: 237:{\displaystyle H={\begin{bmatrix}H_{11}&H_{12}\\H_{12}^{\ast }&H_{22}\end{bmatrix}}} 32: 580: 879: 16:
Counts positive, negative, and zero eigenvalues of a block partitioned Hermitian matrix
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Haynsworth, E. V., "Determination of the inertia of a partitioned Hermitian matrix",
915: 36: 28: 135:{\displaystyle \mathrm {In} (H)=\left(\pi (H),\nu (H),\delta (H)\right)} 940: 583:, we can still define the generalized Schur complement, using the 27:(1916–1985), concerns the number of positive, negative, and zero 557:{\displaystyle H/H_{11}=H_{22}-H_{12}^{\ast }H_{11}^{-1}H_{12}.} 149:. Haynsworth considered a partitioned Hermitian matrix 818:{\displaystyle \nu (H)\geq \nu (H_{11})+\nu (H/H_{11})} 737:{\displaystyle \pi (H)\geq \pi (H_{11})+\pi (H/H_{11})} 299: 170: 750: 669: 624: 592: 473: 285: 158: 59: 817: 736: 645: 610: 556: 427: 236: 134: 8: 37:block matrices into which it is partitioned 911:The Schur Complement and Its Applications 881:The Schur Complement and Its Applications 806: 797: 776: 749: 725: 716: 695: 668: 634: 629: 623: 602: 597: 591: 545: 532: 527: 517: 512: 499: 486: 477: 472: 416: 407: 393: 381: 366: 349: 337: 332: 318: 306: 294: 286: 284: 220: 208: 203: 189: 177: 165: 157: 60: 58: 854: 21:Haynsworth inertia additivity formula 7: 864:Linear Algebra and its Applications 397: 394: 370: 367: 290: 287: 64: 61: 14: 50:is defined as the ordered triple 867:, volume 1 (1968), pages 73–81 812: 791: 782: 769: 760: 754: 731: 710: 701: 688: 679: 673: 422: 401: 387: 374: 124: 118: 109: 103: 94: 88: 74: 68: 1: 656:The formula does not hold if 646:{\displaystyle H_{11}^{-1}} 987: 843:Sylvester's law of inertia 838:Block matrix pseudoinverse 611:{\displaystyle H_{11}^{+}} 25:Emilie Virginia Haynsworth 276:. The formula states: 877:Zhang, Fuzhen (2005). 819: 738: 647: 612: 558: 429: 238: 136: 46:of a Hermitian matrix 820: 739: 648: 613: 585:Moore–Penrose inverse 559: 430: 239: 137: 885:. Springer. p.  849:Notes and references 748: 667: 622: 590: 471: 283: 156: 57: 19:In mathematics, the 971:Theorems in algebra 642: 607: 540: 522: 342: 267:conjugate transpose 213: 929:SIAM J. Appl. Math 815: 734: 643: 625: 608: 593: 554: 523: 508: 425: 357: 328: 234: 228: 199: 132: 978: 945: 944: 924: 918: 907: 901: 900: 884: 874: 868: 859: 824: 822: 821: 816: 811: 810: 801: 781: 780: 743: 741: 740: 735: 730: 729: 720: 700: 699: 652: 650: 649: 644: 641: 633: 617: 615: 614: 609: 606: 601: 563: 561: 560: 555: 550: 549: 539: 531: 521: 516: 504: 503: 491: 490: 481: 451:Schur complement 434: 432: 431: 426: 421: 420: 411: 400: 386: 385: 373: 362: 361: 354: 353: 341: 336: 323: 322: 311: 310: 293: 243: 241: 240: 235: 233: 232: 225: 224: 212: 207: 194: 193: 182: 181: 141: 139: 138: 133: 131: 127: 67: 33:Hermitian matrix 23:, discovered by 986: 985: 981: 980: 979: 977: 976: 975: 951: 950: 949: 948: 941:10.1137/0126013 926: 925: 921: 908: 904: 897: 876: 875: 871: 860: 856: 851: 834: 802: 772: 746: 745: 721: 691: 665: 664: 662: 620: 619: 588: 587: 578: 570: 541: 495: 482: 469: 468: 459: 448: 412: 377: 356: 355: 345: 343: 325: 324: 314: 312: 302: 295: 281: 280: 275: 264: 253: 227: 226: 216: 214: 196: 195: 185: 183: 173: 166: 154: 153: 84: 80: 55: 54: 17: 12: 11: 5: 984: 982: 974: 973: 968: 963: 961:Linear algebra 953: 952: 947: 946: 935:(1): 169–175. 919: 902: 895: 869: 853: 852: 850: 847: 846: 845: 840: 833: 830: 814: 809: 805: 800: 796: 793: 790: 787: 784: 779: 775: 771: 768: 765: 762: 759: 756: 753: 733: 728: 724: 719: 715: 712: 709: 706: 703: 698: 694: 690: 687: 684: 681: 678: 675: 672: 660: 640: 637: 632: 628: 605: 600: 596: 576: 569: 568:Generalization 566: 565: 564: 553: 548: 544: 538: 535: 530: 526: 520: 515: 511: 507: 502: 498: 494: 489: 485: 480: 476: 457: 446: 436: 435: 424: 419: 415: 410: 406: 403: 399: 396: 392: 389: 384: 380: 376: 372: 369: 365: 360: 352: 348: 344: 340: 335: 331: 327: 326: 321: 317: 313: 309: 305: 301: 300: 298: 292: 289: 273: 262: 251: 245: 244: 231: 223: 219: 215: 211: 206: 202: 198: 197: 192: 188: 184: 180: 176: 172: 171: 169: 164: 161: 143: 142: 130: 126: 123: 120: 117: 114: 111: 108: 105: 102: 99: 96: 93: 90: 87: 83: 79: 76: 73: 70: 66: 63: 15: 13: 10: 9: 6: 4: 3: 2: 983: 972: 969: 967: 966:Matrix theory 964: 962: 959: 958: 956: 942: 938: 934: 930: 923: 920: 917: 913: 912: 906: 903: 898: 896:0-387-24271-6 892: 888: 883: 882: 873: 870: 866: 865: 858: 855: 848: 844: 841: 839: 836: 835: 831: 829: 826: 807: 803: 798: 794: 788: 785: 777: 773: 766: 763: 757: 751: 726: 722: 717: 713: 707: 704: 696: 692: 685: 682: 676: 670: 659: 654: 638: 635: 630: 626: 603: 598: 594: 586: 582: 575: 567: 551: 546: 542: 536: 533: 528: 524: 518: 513: 509: 505: 500: 496: 492: 487: 483: 478: 474: 467: 466: 465: 463: 456: 452: 445: 441: 417: 413: 408: 404: 390: 382: 378: 363: 358: 350: 346: 338: 333: 329: 319: 315: 307: 303: 296: 279: 278: 277: 272: 268: 261: 257: 250: 229: 221: 217: 209: 204: 200: 190: 186: 178: 174: 167: 162: 159: 152: 151: 150: 148: 128: 121: 115: 112: 106: 100: 97: 91: 85: 81: 77: 71: 53: 52: 51: 49: 45: 40: 38: 34: 30: 26: 22: 932: 928: 922: 916:Google Books 914:, p. 15, at 909: 905: 880: 872: 862: 857: 827: 657: 655: 573: 571: 461: 454: 443: 439: 437: 270: 259: 248: 246: 146: 144: 47: 43: 41: 20: 18: 618:instead of 256:nonsingular 29:eigenvalues 955:Categories 789:ν 767:ν 764:≥ 752:ν 708:π 686:π 683:≥ 671:π 636:− 534:− 519:∗ 506:− 339:∗ 210:∗ 116:δ 101:ν 86:π 832:See also 581:singular 460:in  269:of  449:is the 265:is the 44:inertia 35:and of 893:  438:where 247:where 31:of a 891:ISBN 744:and 258:and 42:The 937:doi 579:is 572:If 453:of 254:is 957:: 933:16 931:. 889:. 887:15 825:. 808:11 778:11 727:11 697:11 661:11 653:. 631:11 599:11 577:11 547:12 529:11 514:12 501:22 488:11 464:: 458:11 447:11 418:11 383:11 351:22 334:12 320:12 308:11 274:12 263:12 252:11 222:22 205:12 191:12 179:11 39:. 943:. 939:: 899:. 813:) 804:H 799:/ 795:H 792:( 786:+ 783:) 774:H 770:( 761:) 758:H 755:( 732:) 723:H 718:/ 714:H 711:( 705:+ 702:) 693:H 689:( 680:) 677:H 674:( 658:H 639:1 627:H 604:+ 595:H 574:H 552:. 543:H 537:1 525:H 510:H 497:H 493:= 484:H 479:/ 475:H 462:H 455:H 444:H 442:/ 440:H 423:) 414:H 409:/ 405:H 402:( 398:n 395:I 391:+ 388:) 379:H 375:( 371:n 368:I 364:= 359:] 347:H 330:H 316:H 304:H 297:[ 291:n 288:I 271:H 260:H 249:H 230:] 218:H 201:H 187:H 175:H 168:[ 163:= 160:H 147:H 129:) 125:) 122:H 119:( 113:, 110:) 107:H 104:( 98:, 95:) 92:H 89:( 82:( 78:= 75:) 72:H 69:( 65:n 62:I 48:H

Index

Emilie Virginia Haynsworth
eigenvalues
Hermitian matrix
block matrices into which it is partitioned
nonsingular
conjugate transpose
Schur complement
singular
Moore–Penrose inverse
Block matrix pseudoinverse
Sylvester's law of inertia
Linear Algebra and its Applications
The Schur Complement and Its Applications
15
ISBN
0-387-24271-6
The Schur Complement and Its Applications
Google Books
doi
10.1137/0126013
Categories
Linear algebra
Matrix theory
Theorems in algebra

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