The Schur Complement and Its Applications

Buch | Softcover

295 Seiten

2010 | Softcover reprint of hardcover 1st ed. 2005
Springer-Verlag New York Inc.
978-1-4419-3712-4 (ISBN)

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What's in a name? To paraphrase Shakespeare's Juliet, that which - ilie Haynsworth called the Schur complement, by any other name would be just as beautiful. Nevertheless, her 1968 naming decision in honor of Issai Schur (1875-1941) has gained lasting acceptance by the mathematical com munity. The Schur complement plays an important role in matrix analysis, statistics, numerical analysis, and many other areas of mathematics and its applications. Our goal is to expose the Schur complement as a rich and basic tool in mathematical research and applications and to discuss many significant re sults that illustrate its power and fertility. Although our book was originally conceived as a research reference, it will also be useful for graduate and up per division undergraduate courses in mathematics, applied mathematics, and statistics. The contributing authors have developed an exposition that makes the material accessible to readers with a sound foundation in linear algebra. The eight chapters of the book (Chapters 0-7) cover themes and varia tions on the Schur complement, including its historical development, basic properties, eigenvalue and singular value inequalities, matrix inequalities in both finite and infinite dimensional settings, closure properties, and appli cations in statistics, probability, and numerical analysis. The chapters need not be read in the order presented, and the reader should feel at leisure to browse freely through topics of interest.

Historical Introduction: Issai Schur and the Early Development of the Schur Complement.- Basic Properties of the Schur Complement.- Eigenvalue and Singular Value Inequalities of Schur Complements.- Block Matrix Techniques.- Closure Properties.- Schur Complements and Matrix Inequalities: Operator-Theoretic Approach.- Schur complements in statistics and probability.- Schur Complements and Applications in Numerical Analysis.

Erscheint lt. Verlag	6.12.2010
Reihe/Serie	Numerical Methods and Algorithms ; 4
Zusatzinfo	XVI, 295 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Algebra
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
ISBN-10	1-4419-3712-9 / 1441937129
ISBN-13	978-1-4419-3712-4 / 9781441937124
Zustand	Neuware