Suppose \({A_{{\bf{11}}}}\) is invertible. Find \(X\) and \(Y\) such that

\[\left[ {\begin{array}{*{20}{c}}{{A_{{\bf{11}}}}}&{{A_{{\bf{12}}}}}\\{{A_{{\bf{21}}}}}&{{A_{{\bf{22}}}}}\end{array}} \right] = \left[ {\begin{array}{*{20}{c}}I&{\bf{0}}\\X&I\end{array}} \right]\left[ {\begin{array}{*{20}{c}}{{A_{{\bf{11}}}}}&{\bf{0}}\\{\bf{0}}&S\end{array}} \right]\left[ {\begin{array}{*{20}{c}}I&Y\\{\bf{0}}&I\end{array}} \right]\]

Where \(S = {A_{{\bf{22}}}} - {A_{21}}A_{{\bf{11}}}^{ - {\bf{1}}}{A_{{\bf{12}}}}\). The matrix \(S\) is called the Schur complement of \({A_{{\bf{11}}}}\). Likewise, if \({A_{{\bf{22}}}}\) is invertible, the matrix \({A_{{\bf{11}}}} - {A_{{\bf{12}}}}A_{{\bf{22}}}^{ - {\bf{1}}}{A_{{\bf{21}}}}\) is called the Schur complement of \({A_{{\bf{22}}}}\). Such expressions occur frequently in the theory of systems engineering, and elsewhere.

Short Answer

Expert verified

\(X = A_{11}^{ - 1}{A_{21}}\), \(Y = A_{11}^{ - 1}{A_{12}}\)

Step by step solution

01

Solve the given equation

Simplify the expression \(\left[ {\begin{array}{*{20}{c}}I&0\\X&I\end{array}} \right]\left[ {\begin{array}{*{20}{c}}{{A_{11}}}&0\\0&S\end{array}} \right]\left[ {\begin{array}{*{20}{c}}I&Y\\0&I\end{array}} \right]\) using matrix multiplication.

\(\begin{array}{c}\left[ {\begin{array}{*{20}{c}}I&0\\X&I\end{array}} \right]\left[ {\begin{array}{*{20}{c}}{{A_{11}}}&0\\0&S\end{array}} \right]\left[ {\begin{array}{*{20}{c}}I&Y\\0&I\end{array}} \right] = \left[ {\begin{array}{*{20}{c}}{I{A_{11}} + 0}&0\\{X{A_{11}} + 0}&{0 + IS}\end{array}} \right]\left[ {\begin{array}{*{20}{c}}I&Y\\0&I\end{array}} \right]\\ = \left[ {\begin{array}{*{20}{c}}{{A_{11}}}&0\\{X{A_{11}}}&S\end{array}} \right]\left[ {\begin{array}{*{20}{c}}I&Y\\0&I\end{array}} \right]\\ = \left[ {\begin{array}{*{20}{c}}{{A_{11}}I}&{{A_{11}}Y}\\{X{A_{11}}I + 0}&{X{A_{11}}Y + S}\end{array}} \right]\\ = \left[ {\begin{array}{*{20}{c}}{{A_{11}}}&{{A_{11}}Y}\\{X{A_{11}}}&{X{A_{11}}Y + S}\end{array}} \right]\end{array}\)

02

Equate the right and left-hand sides

For the equation \(\left[ {\begin{array}{*{20}{c}}{{A_{11}}}&{{A_{12}}}\\{{A_{21}}}&{{A_{22}}}\end{array}} \right] = \left[ {\begin{array}{*{20}{c}}I&0\\X&I\end{array}} \right]\left[ {\begin{array}{*{20}{c}}{{A_{11}}}&0\\0&S\end{array}} \right]\left[ {\begin{array}{*{20}{c}}I&Y\\0&I\end{array}} \right]\):

\({A_{11}} = {A_{11}}\), \({A_{11}}Y = {A_{12}}\), \(X{A_{11}} = {A_{21}}\) and \(X{A_{11}}Y + S = {A_{22}}\)

03

Find \(X\) and \(Y\)

By the equation \({A_{11}}Y = {A_{12}}\), since \({A_{11}}\) is invertible, \(Y = A_{11}^{ - 1}{A_{12}}\).

Similarly, \(X = A_{11}^{ - 1}{A_{21}}\).

So, \(X = A_{11}^{ - 1}{A_{21}}\) and \(Y = A_{11}^{ - 1}{A_{12}}\).

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Most popular questions from this chapter

Let \(T:{\mathbb{R}^n} \to {\mathbb{R}^n}\) be an invertible linear transformation. Explain why T is both one-to-one and onto \({\mathbb{R}^n}\). Use equations (1) and (2). Then give a second explanation using one or more theorems.

In exercises 11 and 12, mark each statement True or False. Justify each answer.

a. The definition of the matrix-vector product \(A{\bf{x}}\) is a special case of block multiplication.

b. If \({A_{\bf{1}}}\), \({A_{\bf{2}}}\), \({B_{\bf{1}}}\), and \({B_{\bf{2}}}\) are \(n \times n\) matrices, \[A = \left[ {\begin{array}{*{20}{c}}{{A_{\bf{1}}}}\\{{A_{\bf{2}}}}\end{array}} \right]\] and \(B = \left[ {\begin{array}{*{20}{c}}{{B_{\bf{1}}}}&{{B_{\bf{2}}}}\end{array}} \right]\), then the product \(BA\) is defined, but \(AB\) is not.

Suppose Ais an \(m \times n\) matrix and there exist \(n \times m\) matrices C and D such that \(CA = {I_n}\) and \(AD = {I_m}\). Prove that \(m = n\) and \(C = D\). (Hint: Think about the product CAD.)

Suppose a linear transformation \(T:{\mathbb{R}^n} \to {\mathbb{R}^n}\) has the property that \(T\left( {\mathop{\rm u}\nolimits} \right) = T\left( {\mathop{\rm v}\nolimits} \right)\) for some pair of distinct vectors u and v in \({\mathbb{R}^n}\). Can Tmap \({\mathbb{R}^n}\) onto \({\mathbb{R}^n}\)? Why or why not?

A useful way to test new ideas in matrix algebra, or to make conjectures, is to make calculations with matrices selected at random. Checking a property for a few matrices does not prove that the property holds in general, but it makes the property more believable. Also, if the property is actually false, you may discover this when you make a few calculations.

36. Write the command(s) that will create a \(6 \times 4\) matrix with random entries. In what range of numbers do the entries lie? Tell how to create a \(3 \times 3\) matrix with random integer entries between \( - {\bf{9}}\) and 9. (Hint:If xis a random number such that 0 < x < 1, then \( - 9.5 < 19\left( {x - .5} \right) < 9.5\).

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