Extremal Characterizations of the Schur Complement and Resulting Inequalities

  • Authors:

  • Chi-Kwong Li;Roy Mathias

  • Affiliations:

  • -;-

  • Venue:
  • SIAM Review
  • Year:
  • 2000

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Abstract

Let \[ H=\pmatrix{H_{11}&H_{12}\cr H_{12}^*&H_{22}} \] be an $n\times n$ positive semidefinite matrix, where $H_{11}$ is $k\times k$ with $1 \le k