All Questions
6 questions
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How to analyse the range of eigenvalues of a symmetric and indefinite matrix?
Let $G$ be a symmetric and indefinite matrix defined as follows
$$ G := S - \begin{pmatrix} I_n & I_n \\ I_n & I_n \end{pmatrix},$$
where $S$ is a symmetric positive definite matrix of size $...
0
votes
0
answers
227
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Decomposition of symmetric block matrix
I came across this question and got really interested about it. There, the OP asks whether is possible to decompose a $2n \times 2n$ block matrix:
$$ \begin{pmatrix}
X & I \\
I & Y
\end{...
0
votes
1
answer
535
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Conditions to solve linear system with matrix blocks
How to verify if a linear system of symmetrical matrix blocks has solution?
I have the matrix:
$\left[M\right]_{p \times p}$, symmetrical
$\left[G\right]_{p \times q}$
and then, I would like to ...
1
vote
1
answer
321
views
Solve linear system with bordered positive definite matrix
I want to solve the usual $A x = b$ system. In block form:
$$ \begin{bmatrix} B & c \\ c^{T} & 0 \end{bmatrix} \begin{bmatrix} x' \\ x_{n+1} \end{bmatrix} = \begin{bmatrix} b' \\ b_{n+1} \end{...
4
votes
0
answers
578
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Determining whether a Schur complement is invertible
Consider the symmetric matrix
$$M = \begin{bmatrix}
A & B \\
B^T & -C
\end{bmatrix}$$
where $A \in \cal{R}^{n \times n}$ and $C \in \cal{R}^{m\times m}$ are symmetric, ...
7
votes
2
answers
3k
views
Factorizing a block symmetric matrix
Let $X,Y\in\mathbb{R}^{n\times n}$ be symmetric matrices. You may assume that $X$ is positive semidefinite and $Y$ negative semidefinite, if needed, but not that they are invertible.
I would like to ...