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2021-05-19 Schur补引理及证明

發布時間:2025/3/15 编程问答 15 豆豆
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Definition 1. Consider the partitioned matrix
A=[A11A12A21A22]A=\left[\begin{array}{ll} A_{11} & A_{12} \\ A_{21} & A_{22} \end{array}\right] A=[A11?A21??A12?A22??]

  • When A11A_{11}A11? is nonsingular, A22?A21A11?1A12A_{22}-A_{21} A_{11}^{-1} A_{12}A22??A21?A11?1?A12? is called the Schur complement of A11A_{11}A11? in AAA, denoted by Sch(A11)S_{c h}\left(A_{11}\right)Sch?(A11?).
  • When A22A_{22}A22? is nonsingular, A11?A12A22?1A21A_{11}-A_{12} A_{22}^{-1} A_{21}A11??A12?A22?1?A21? is called the Schur complement of A22A_{22}A22? in AAA, denoted by Sch?(A22)S_{\text {ch }}\left(A_{22}\right)Sch??(A22?).
  • Lemma 1. Let =eq\stackrel{eq}{=}=eq represent the equivalence relation between two matrices. Then for the partitioned matrix AAA the following conclusions hold.

  • When A11A_{11}A11? is nonsingular, A=eq[A1100A22?A21A11?1A12]=[A1100Sch(A11)]A \stackrel{eq}{=}\left[\begin{array}{cc} A_{11} & 0 \\ 0 & A_{22}-A_{21} A_{11}^{-1} A_{12} \end{array}\right]=\left[\begin{array}{cc} A_{11} & 0 \\ 0 & S_{ch}\left(A_{11}\right) \end{array}\right] A=eq[A11?0?0A22??A21?A11?1?A12??]=[A11?0?0Sch?(A11?)?] and hence AAA is nonsingular if and only if Sch(A11)S_{c h}\left(A_{11}\right)Sch?(A11?) is nonsingular, and det?A=det?A11det?Sch(A11)\operatorname{det} A=\operatorname{det} A_{11}\operatorname{det} S_{c h}\left(A_{11}\right) detA=detA11?detSch?(A11?)
  • When A22A_{22}A22? is nonsingular, A=eq[A11?A12A22?1A2100A22]=[Sch(A22)00A22]A \stackrel{eq}{=}\left[\begin{array}{cc} A_{11}-A_{12} A_{22}^{-1} A_{21} & 0 \\ 0 & A_{22} \end{array}\right]=\left[\begin{array}{cc} S_{c h}\left(A_{22}\right) & 0 \\ 0 & A_{22} \end{array}\right] A=eq[A11??A12?A22?1?A21?0?0A22??]=[Sch?(A22?)0?0A22??] hence AAA is nonsingular if and only if Sch(A22)S_{c h}\left(A_{22}\right)Sch?(A22?) is nonsingular, and det?A=det?A22det?Sch(A22)\operatorname{det} A=\operatorname{det} A_{22}\operatorname{det} S_{c h}\left(A_{22}\right)detA=detA22?detSch?(A22?).
    note: refer to https://blog.csdn.net/weixin_44382195/article/details/102991813 for the definition of the equivalence relation.
  • Lemma 2. Given the matrices A11=A11T,A22=A22TA_{11}=A_{11}^{T}, A_{22}=A_{22}^{T}A11?=A11T?,A22?=A22T? and A12A_{12}A12? with appropriate dimensions. The following LMIs are equivalent:

  • [A11A12A12TA22]?0\left[\begin{array}{cc}A_{11} & A_{12} \\ A_{12}^{T} & A_{22}\end{array}\right]\succ0[A11?A12T??A12?A22??]?0
  • A22=A22T?0;A11?A12A22?1A12T?0A_{22}=A_{22}^{T}\succ0 ; A_{11}-A_{12} A_{22}^{-1} A_{12}^{T}\succ0A22?=A22T??0;A11??A12?A22?1?A12T??0
  • A11=A11T?0;A22?A12TA11?1A12?0A_{11}=A_{11}^{T}\succ0 ; A_{22}-A_{12}^{T} A_{11}^{-1} A_{12}\succ0A11?=A11T??0;A22??A12T?A11?1?A12??0.
  • Lemma 3. Given the matrices A=AT,C=CTA=A^{T}, C=C^{T}A=AT,C=CT and BBB with appropriate dimensions. The following LMIs are equivalent:

  • [A11A12A12TA22]?0\left[\begin{array}{cc}A_{11} & A_{12} \\ A_{12}^{T} & A_{22}\end{array}\right]\prec0[A11?A12T??A12?A22??]?0
  • A22=A22T?0;A11?A12A22?1A12T?0A_{22}=A_{22}^{T}\prec0 ; A_{11}-A_{12} A_{22}^{-1} A_{12}^{T}\prec0A22?=A22T??0;A11??A12?A22?1?A12T??0
  • A11=A11T?0;A22?A12TA11?1A12?0A_{11}=A_{11}^{T}\prec0 ; A_{22}-A_{12}^{T} A_{11}^{-1} A_{12}\prec0A11?=A11T??0;A22??A12T?A11?1?A12??0.
  • 與50位技術專家面對面20年技術見證,附贈技術全景圖

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