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Hermitian Schur-complement support stays inside the symmetric filled graph

Statement

Let A∈Cn×n be Hermitian and use the Hermitian structural graph adapter of Undirected structural graph of a Hermitian matrix. Fix an ordering and suppose each scalar pivot pk=Svkvkk is nonzero. Form the Hermitian Schur updates Sijk+1=Sijk−Sivkkpk−1Svkjk. Then every Sk is Hermitian, every nonzero off-diagonal entry of Sk is an edge of the corresponding filled graph, and the later neighbors of every eliminated vertex form a clique in the next filled graph.

Facts & Assumptions

Given: A Hermitian matrix, an ordering, nonzero scalar pivots, and the displayed Schur update.

[F1]

Undirected structural graph of a Hermitian matrix: The undirected graph has edge {i,j} exactly when the Hermitian matrix has a nonzero off-diagonal entry in that pair.

[F2]

Structural graphs and ordered symmetric elimination: At each step the graph deletes the pivot, retains all edges between remaining vertices, and adds every edge between distinct later neighbors of the pivot.

[F3]

A field has no zero divisors: ab=0⇒a=0 or b=0: In a field, a nonzero product has every factor nonzero.

[F4]

C=R[x]/(x2+1) is a field, every element is uniquely a+bi, and every nonzero element has inverse (a−bi)/(a2+b2): The complex numbers form a field containing R; for a+bi≠0, (a+bi)−1=(a−bi)/(a2+b2).

Proof

1.1givenF1F3F4baseIHalgebra

At stage 0, S0=A is Hermitian. If Sk is Hermitian, then its diagonal pivot pk is real. Since it is nonzero, substituting a=pk,b=0 in [F4] gives pk−1=pk/pk2=1/pk∈R; the denominator is nonzero by [F3]. For remaining i,j, Sjik+1‾=Sjik−Sjvkkpk−1Svkik‾=Sijk−Sivkkpk−1Svkjk=Sijk+1. Thus the update preserves Hermitian symmetry.

1.2givenF2algebra

By [F2], the graph update itself joins every pair of distinct later neighbors of vk. Thus each such later-neighbor set is a clique in the next filled graph.

2.1step 1.1F1F2F3F4baseIHinductionalgebra

Induct on the elimination stage for support. Initially every nonzero upper-triangular entry is an edge by [F1]. Suppose the inclusion holds at stage k and Sijk+1≠0 for i<j. If Sijk≠0, its edge is retained by [F2]. Otherwise the correction term is nonzero. Since C is a field by [F4], applying [F3] to (Sivkkpk−1)Svkjk and then to Sivkkpk−1 shows that Sivkk≠0 and Svkjk≠0. Hermitian symmetry from step 1.1 gives the undirected edges from i to vk and from vk to j in the active graph. Hence both vertices are later neighbors of vk, and [F2] inserts {i,j}. This proves the support inclusion at stage k+1.

3.1step 1.1step 2.1step 1.2discharge-induction∎

The base case and step 2.1 prove the support inclusion at every stage; step 1.2 proves the clique property. The proof uses conjugate symmetry for Hermitian matrices and therefore supplies the complex-Hermitian extension beyond the real-symmetric supplier theorem.

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Sources