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INERTIA AND RANK CHARACTERIZATIONS OF SOME MATRIX EXPRESSIONS
Journal article   Open access   Peer reviewed

INERTIA AND RANK CHARACTERIZATIONS OF SOME MATRIX EXPRESSIONS

Delin Chu, Y. S. Hung and Hugo J. Woerdeman
SIAM journal on matrix analysis and applications, v 31(3), pp 1187-1226
01 Jan 2009
url
http://hdl.handle.net/10722/124722View
SubmittedCC BY-NC-ND V4.0 Open

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
In this paper we consider the admissible inertias and ranks of the expressions A - BXB* - CYC* and A - BXC* +/- CX*B* with unknowns X and Y in the four cases when these expressions are: (i) complex self-adjoint, (ii) complex skew-adjoint, (iii) real symmetric, (iv) real skew symmetric. We also provide a construction for X and Y to achieve the desired inertia/rank that uses only unitary/orthogonal transformation, thus leading to a numerically reliable construction. In addition, we look at related block matrix completion problems [GRAPHICS] with either two diagonal unknown blocks and [GRAPHICS] with an unknown off-diagonal block. Finally, we also provide all admissible ranks in the case when we drop any adjointness/symmetry constraint.

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Mathematics, Applied
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