
doi: 10.1002/nla.560
AbstractLet 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.
positive semidefinite matrix, Numerical solutions to overdetermined systems, pseudoinverses, rank, Perturbation theory of linear operators, generalized Schur complement, spectral norm, Numerical computation of matrix norms, conditioning, scaling, upper bound, perturbation analysis, error estimate, Moore-Penrose inverse
positive semidefinite matrix, Numerical solutions to overdetermined systems, pseudoinverses, rank, Perturbation theory of linear operators, generalized Schur complement, spectral norm, Numerical computation of matrix norms, conditioning, scaling, upper bound, perturbation analysis, error estimate, Moore-Penrose inverse
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