Inertia and rank characterizations of some matrix expressions

Abstract

In this paper we consider the admissible inertias and ranks of the expressions A - BXB* - CY C* and A - BXC* ± CX*B* with unknowns X and Y in the four cases when these expressions are: (i) complex self-adjoint, (ii) complex skew-adjoint, (iii) real symmetric, (iv) real skew symmetric. We also provide a construction for X and Y to achieve the desired inertia/rank that uses only unitary/orthogonal transformation, thus leading to a numerically reliable construction. In addition, we look at related block matrix completion problems [A ±B* ±C * B X ±E* C E Y] with either two diagonal unknown blocks and [A ±B* ±X * B D ±C* X C E] with an unknown off-diagonal block. Finally, we also provide all admissible ranks in the case when we drop any adjointness/symmetry constraint. © 2009 Society for Industrial and Applied Mathematics.