Schur complement

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R Tamaskani

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Apr 9, 2021, 3:42:21 AM4/9/21
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Dear Johan:

We know that use Schur complement as

1.jpg

But I have an inequality that besides of "inv(D)" are not the same as

2.jpg

According to definition blocked matrix , If D is invertible, then the Schur complement of matrix M is defined by

3.jpg

So, for positive definition a special inequality Can I use (4)?

4.jpg

We know  "M" is not a Hermitian matrix.

Best,

Reza 

Johan Löfberg

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Apr 9, 2021, 4:05:36 AM4/9/21
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schur complements as an algebraic concept do not require symmetry, but what would you use the result for anyway?  you cannot impose eigenvalue constraints (psd) on a non-symmetric matrix

R Tamaskani

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Apr 9, 2021, 4:10:03 AM4/9/21
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Thanks a lot for your answer
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