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The filled graph contains every off-diagonal Schur-complement nonzero

Statement

Let F be a field, let A∈Mn×n(F) satisfy Aij=Aji for all i,j<n, and fix an elimination ordering. Let Gk=(Vk,Ek) be its symbolic filled graphs from Structural graphs and ordered symmetric elimination. Put S0=A. Assume each pivot pk:=Svkvkk is nonzero, and for every pair of remaining vertices define the Schur update

Sijk+1:=Sijk−SivkkSvkjkpk.

Then for every stage k, each nonzero off-diagonal entry Sijk has {i,j}∈Ek. At each elimination step, the later neighbors of the eliminated vertex form a clique in the next filled graph. Thus the symbolic filled graph contains each numerical Schur complement's off-diagonal support; equality of these off-diagonal patterns is not asserted.

Facts & Assumptions

Given: A field F, a symmetric matrix in Mn×n(F), a fixed elimination ordering, nonzero pivots, and the Schur-complement update in the Statement.

[L1]

Structural graphs and ordered symmetric elimination: at step k, the graph deletes vk, retains edges between remaining vertices, and adds every edge between distinct vertices of Nk(vk).

[L2]

Field: division by a nonzero pivot means multiplication by its multiplicative inverse.

[L3]

Multiplication by zero: 0⋅a=0: in a field, 0⋅a=0 for every a.

[L4]

A field has no zero divisors: ab=0⇒a=0 or b=0: in a field, ab=0 implies a=0 or b=0.

[A1]

For every k<n, pk≠0 and Sijk+1=Sijk−SivkkSvkjk/pk for all i,j∈Vk+1.

Proof

1.1givenL1algebra

At stage 0, S0=A and the initial edge set consists exactly of the unordered off-diagonal pairs with nonzero matrix entry. Hence every nonzero off-diagonal entry of S0 corresponds to an edge of G0.

1.2A1L1L2L3L4inductionalgebra

Suppose the support inclusion holds at stage k. If Sijk+1≠0 for distinct i,j∈Vk+1, then at least one of Sijk and SivkkSvkjk/pk is nonzero. In the first case, the induction hypothesis gives {i,j}∈Ek, and the update retains that edge. In the second case, the numerator is nonzero because a zero numerator would give a zero quotient by [L2] and [L3]; then [L4] forces both pivot couplings to be nonzero. The induction hypothesis gives {i,vk},{vk,j}∈Ek, so i,j∈Nk(vk) and the update adds {i,j}. Thus every such nonzero is supported by an edge of Gk+1.

2.1step 1.1step 1.2L1induction∎

The base case and induction step prove the support inclusion at every stage. For any two distinct later neighbors of vk, the graph update inserts their pair by definition, so the later-neighbor set is a clique in Gk+1.

Remarks

The conclusion is a support inclusion, not equality: an arithmetic subtraction can cancel a nonzero entry while the symbolic edge remains. The companion page gives an explicit cancellation calculation in Numerical cancellation can zero an entry while the filled graph retains its edge ↗. No factorization-cost bound follows from this graph statement.

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Sources