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Hermitian Schur-complement support stays inside the symmetric filled graph
Statement
Let 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 is nonzero. Form the Hermitian Schur updates Then every is Hermitian, every nonzero off-diagonal entry of 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.
Undirected structural graph of a Hermitian matrix: The undirected graph has edge exactly when the Hermitian matrix has a nonzero off-diagonal entry in that pair.
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.
A field has no zero divisors: or : In a field, a nonzero product has every factor nonzero.
is a field, every element is uniquely , and every nonzero element has inverse : The complex numbers form a field containing ; for , .
Proof
At stage , is Hermitian. If is Hermitian, then its diagonal pivot is real. Since it is nonzero, substituting in [F4] gives ; the denominator is nonzero by [F3]. For remaining , Thus the update preserves Hermitian symmetry.
By [F2], the graph update itself joins every pair of distinct later neighbors of . Thus each such later-neighbor set is a clique in the next filled graph.
Induct on the elimination stage for support. Initially every nonzero upper-triangular entry is an edge by [F1]. Suppose the inclusion holds at stage and for . If , its edge is retained by [F2]. Otherwise the correction term is nonzero. Since is a field by [F4], applying [F3] to and then to shows that and . Hermitian symmetry from step 1.1 gives the undirected edges from to and from to in the active graph. Hence both vertices are later neighbors of , and [F2] inserts . This proves the support inclusion at stage .
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.
Depends on
- Undirected structural graph of a Hermitian matrix
- Structural graphs and ordered symmetric elimination
- A field has no zero divisors: $ab = 0 \Rightarrow a = 0$ or $b = 0$
- $\mathbb C=\mathbb R[x]/(x^2+1)$ is a field, every element is uniquely $a+bi$, and every nonzero element has inverse $(a-bi)/(a^2+b^2)$
Used by
Dependency tree · two levels
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Sources
- Jennifer Scott and Miroslav Tůma, Algorithms for Sparse Linear Systems, Chapter 4, §§4.1–4.3 (standard reference, not scraped)
- Timothy A. Davis, Siva Rajamanickam, and Wissam M. Sid-Lakhdar, A survey of direct methods for sparse linear systems, §4 (standard reference, not scraped)