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Haynsworth inertia additivity formula : ウィキペディア英語版
Haynsworth inertia additivity formula
In mathematics, the Haynsworth inertia additivity formula, discovered by Emilie Virginia Haynsworth〔Haynsworth, E. V., "Determination of the inertia of a partitioned Hermitian matrix", ''Linear Algebra and its Applications'', volume 1 (1968), pages 73–81〕 (1916–1985), concerns the number of positive, negative, and zero eigenvalues of a Hermitian matrix and of block matrices into which it is partitioned.
The ''inertia'' of a Hermitian matrix ''H'' is defined as the ordered triple
: \mathrm(H) = \left( \pi(H), \nu(H), \delta(H) \right) \,
whose components are respectively the numbers of positive, negative, and zero eigenvalues of ''H''. Haynsworth considered a partitioned Hermitian matrix
: H = \begin H_ & H_ \\ H_^\ast & H_ \end
where ''H''11 is nonsingular and ''H''12
*
is the conjugate transpose of ''H''12. The formula states:()
: \mathrm \begin H_ & H_ \\ H_^\ast & H_ \end = \mathrm(H_) + \mathrm(H/H_)
where ''H''/''H''11 is the Schur complement of ''H''11 in ''H'':
: H/H_ = H_ - H_^\ast H_^H_. \,
== Generalization ==

If ''H''11 is singular, we can still define the generalized Schur complement, using the Moore–Penrose inverse instead of .
The formula does not hold if ''H''11 is singular. However, a generalization has been proven in 1974 by Carlson, Haynsworth and Markham,〔D. Carlson, E. V. Haynsworth, and T. Markham, "A generalization of
the Schur complement by means of the Moore–Penrose inverse", ''SIAM J. Appl. Math.'', volume 16(1) (1974), pages 169–175〕 to the effect that \pi(H) \ge \pi(H_) + \pi(H/H_) and \nu(H) \ge \nu(H_) + \nu(H/H_) .
Carlson, Haynsworth and Markham also gave sufficient and necessary conditions for equality to hold.

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