Suppose the transfer function W(s) in Exercise 19 is invertible for some s. It can be showed that the inverse transfer function \(W{\left( s \right)^{ - {\bf{1}}}}\), which transforms outputs into inputs, is the Schur complement of \(A - BC - s{I_n}\) for the matrix below. Find the Sachur complement. See Exercise 15.

\(\left[ {\begin{array}{*{20}{c}}{A - BC - s{I_n}}&B\\{ - C}&{{I_m}}\end{array}} \right]\)

Short Answer

Expert verified

\({I_m} + C{\left( {A - BC - s{I_m}} \right)^{ - 1}}B\)

Step by step solution

01

Write the formula for Schur complement

The formula for Schur complement is \({A_{11}} - {A_{12}}A_{22}^{ - 1}{A_{21}}\).

02

Apply the Schur complement formula for the given matrix

For the matrix \(\left[ {\begin{array}{*{20}{c}}{A - BC - s{I_n}}&B\\{ - C}&{{I_m}}\end{array}} \right]\), apply the formula \({A_{11}} - {A_{12}}A_{22}^{ - 1}{A_{21}}\).

\(\begin{array}{c}S = {I_m} - \left( { - C} \right){\left( {A - BC - s{I_m}} \right)^{ - 1}}B\\ = {I_m} + C{\left( {A - BC - s{I_m}} \right)^{ - 1}}B\end{array}\)

So, the Schur complement is \({I_m} + C{\left( {A - BC - s{I_m}} \right)^{ - 1}}B\).

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Most popular questions from this chapter

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.

When a deep space probe launched, corrections may be necessary to place the probe on a precisely calculated trajectory. Radio elementary provides a stream of vectors, \({{\bf{x}}_{\bf{1}}},....,{{\bf{x}}_k}\), giving information at different times about how the probe’s position compares with its planned trajectory. Let \({X_k}\) be the matrix \(\left[ {{x_{\bf{1}}}.....{x_k}} \right]\). The matrix \({G_k} = {X_k}X_k^T\) is computed as the radar data are analyzed. When \({x_{k + {\bf{1}}}}\) arrives, a new \({G_{k + {\bf{1}}}}\) must be computed. Since the data vector arrive at high speed, the computational burden could be serve. But partitioned matrix multiplication helps tremendously. Compute the column-row expansions of \({G_k}\) and \({G_{k + {\bf{1}}}}\) and describe what must be computed in order to update \({G_k}\) to \({G_{k + {\bf{1}}}}\).

Suppose block matrix \(A\) on the left side of (7) is invertible and \({A_{{\bf{11}}}}\) is invertible. Show that the Schur component \(S\) of \({A_{{\bf{11}}}}\) is invertible. [Hint: The outside factors on the right side of (7) are always invertible. Verify this.] When \(A\) and \({A_{{\bf{11}}}}\) are invertible, (7) leads to a formula for \({A^{ - {\bf{1}}}}\), using \({S^{ - {\bf{1}}}}\) \(A_{{\bf{11}}}^{ - {\bf{1}}}\), and the other entries in \(A\).

Suppose \({A_{{\bf{11}}}}\) is an invertible matrix. Find matrices Xand Ysuch that the product below has the form indicated. Also,compute \({B_{{\bf{22}}}}\). [Hint:Compute the product on the left, and setit equal to the right side.]

\[\left[ {\begin{array}{*{20}{c}}I&{\bf{0}}&{\bf{0}}\\X&I&{\bf{0}}\\Y&{\bf{0}}&I\end{array}} \right]\left[ {\begin{array}{*{20}{c}}{{A_{{\bf{1}}1}}}&{{A_{{\bf{1}}2}}}\\{{A_{{\bf{2}}1}}}&{{A_{{\bf{2}}2}}}\\{{A_{{\bf{3}}1}}}&{{A_{{\bf{3}}2}}}\end{array}} \right] = \left[ {\begin{array}{*{20}{c}}{{B_{11}}}&{{B_{12}}}\\{\bf{0}}&{{B_{22}}}\\{\bf{0}}&{{B_{32}}}\end{array}} \right]\]

In Exercises 27 and 28, view vectors in \({\mathbb{R}^n}\)as\(n \times 1\)matrices. For \({\mathop{\rm u}\nolimits} \) and \({\mathop{\rm v}\nolimits} \) in \({\mathbb{R}^n}\), the matrix product \({{\mathop{\rm u}\nolimits} ^T}v\) is a \(1 \times 1\) matrix, called the scalar product, or inner product, of u and v. It is usually written as a single real number without brackets. The matrix product \({{\mathop{\rm uv}\nolimits} ^T}\) is a \(n \times n\) matrix, called the outer product of u and v. The products \({{\mathop{\rm u}\nolimits} ^T}{\mathop{\rm v}\nolimits} \) and \({{\mathop{\rm uv}\nolimits} ^T}\) will appear later in the text.

28. If u and v are in \({\mathbb{R}^n}\), how are \({{\mathop{\rm u}\nolimits} ^T}{\mathop{\rm v}\nolimits} \) and \({{\mathop{\rm v}\nolimits} ^T}{\mathop{\rm u}\nolimits} \) related? How are \({{\mathop{\rm uv}\nolimits} ^T}\) and \({\mathop{\rm v}\nolimits} {{\mathop{\rm u}\nolimits} ^T}\) related?

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