Mathematics Faculty Articles

Schur Complements and Matrix Inequalities in Lowner Ordering

Document Type

Article

Publication Date

12-15-2000

Publication Title

Linear Algebra and its Applications

Keywords

Correlation matrix, Hadamard product, Kronecker product, Lowner ordering, Matrix inequality, Positive semi-definite matrix, Principal submatrix, Schur complement

ISSN

0024-3795

Volume

321

Issue/No.

1-3

First Page

399

Last Page

410

Abstract

The purpose of this paper is to present a matrix inequality on the Kronecker product that unifies the proofs of many existing matrix inequalities in the Löwner partial ordering on the sum, ordinary product, and Hadamard (Schur) product. Schur complements serve as the basic tool

Comments

Under an Elsevier user license

MSC

  • 15A45

DOI

10.1016/S0024-3795(00)00032-X

Peer Reviewed

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