Haynsworth inertia additivity formula
Appearance
In mathematics, the Haynsworth inertia additivity formula, discovered by
The inertia of a Hermitian matrix H is defined as the ordered triple
whose components are respectively the numbers of positive, negative, and zero eigenvalues of H. Haynsworth considered a partitioned Hermitian matrix
where H11 is
where H/H11 is the Schur complement of H11 in H:
Generalization
If H11 is
singular, we can still define the generalized Schur complement, using the Moore–Penrose inverse
instead of .
The formula does not hold if H11 is singular. However, a generalization has been proven in 1974 by Carlson, Haynsworth and Markham,[4] to the effect that and .
Carlson, Haynsworth and Markham also gave sufficient and necessary conditions for equality to hold.
See also
Notes and references
- Linear Algebra and its Applications, volume 1 (1968), pages 73–81
- ISBN 0-387-24271-6.
- ^ The Schur Complement and Its Applications, p. 15, at Google Books
- doi:10.1137/0126013.