Haynsworth inertia additivity formula

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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

nonsingular and H12* is the conjugate transpose of H12. The formula states:[2][3]

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

  1. Linear Algebra and its Applications
    , volume 1 (1968), pages 73–81
  2. .
  3. ^ The Schur Complement and Its Applications, p. 15, at Google Books
  4. .