论文信息 - Perturbation analysis for the generalized Schur complement of a positive semi‐definite matrix

Perturbation analysis for the generalized Schur complement of a positive semi‐definite matrix

Let and S=C−BHA†B be the generalized Schur complement of A⩾0 in P. In this paper, some perturbation bounds of S are presented which generalize the result of Stewart (Technical Report TR-95-38, University of Maryland, 1995) and enrich the perturbation theory for the Schur complement. Also, an error estimate for the smallest perturbation of C, which lowers the rank of P, is discussed. Copyright © 2007 John Wiley & Sons, Ltd.

Minghui Wang | Musheng Wei | M. Wei | Minghui Wang

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