Max-Min Problems on the Ranks and Inertias of the Matrix Expressions A-BXC±(BXC)au with Applications

被引:41
作者
Liu, Yonghui [2 ]
Tian, Yongge [1 ]
机构
[1] Cent Univ Finance & Econ, China Econ & Management Acad, Beijing 100081, Peoples R China
[2] Shanghai Finance Univ, Dept Appl Math, Shanghai 201209, Peoples R China
关键词
Hermitian matrix; Rank; Inertia; Generalized inverse; Schur complement; Inequality; HERMITIAN MATRIX; EXTREMAL RANKS; BLOCK MATRICES; EQUALITIES; COMPLETIONS; INEQUALITIES; SUBMATRICES; IDEMPOTENT; ASTERISK;
D O I
10.1007/s10957-010-9760-8
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We introduce a simultaneous decomposition for a matrix triplet (A,B,C (au)), where A=+/- A (au) and (a <...)(au) denotes the conjugate transpose of a matrix, and use the simultaneous decomposition to solve some conjectures on the maximal and minimal values of the ranks of the matrix expressions A-BXC +/-(BXC)(au) with respect to a variable matrix X. In addition, we give some explicit formulas for the maximal and minimal values of the inertia of the matrix expression A-BXC-(BXC)(au) with respect to X. As applications, we derive the extremal ranks and inertias of the matrix expression D-CXC (au) subject to Hermitian solutions of a consistent matrix equation AXA (au)=B, as well as the extremal ranks and inertias of the Hermitian Schur complement D-B (au) A (similar to) B with respect to a Hermitian generalized inverse A similar to of A. Various consequences of these extremal ranks and inertias are also presented in the paper.
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页码:593 / 622
页数:30
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