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The filled graph contains every off-diagonal Schur-complement nonzero
Statement
Let be a field, let satisfy for all , and fix an elimination ordering. Let be its symbolic filled graphs from Structural graphs and ordered symmetric elimination. Put . Assume each pivot is nonzero, and for every pair of remaining vertices define the Schur update
Then for every stage , each nonzero off-diagonal entry has . 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 , a symmetric matrix in , a fixed elimination ordering, nonzero pivots, and the Schur-complement update in the Statement.
Structural graphs and ordered symmetric elimination: at step , the graph deletes , retains edges between remaining vertices, and adds every edge between distinct vertices of .
Field: division by a nonzero pivot means multiplication by its multiplicative inverse.
Multiplication by zero: : in a field, for every .
A field has no zero divisors: or : in a field, implies or .
For every , and for all .
Proof
At stage , and the initial edge set consists exactly of the unordered off-diagonal pairs with nonzero matrix entry. Hence every nonzero off-diagonal entry of corresponds to an edge of .
Suppose the support inclusion holds at stage . If for distinct , then at least one of and is nonzero. In the first case, the induction hypothesis gives , 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 , so and the update adds . Thus every such nonzero is supported by an edge of .
The base case and induction step prove the support inclusion at every stage. For any two distinct later neighbors of , the graph update inserts their pair by definition, so the later-neighbor set is a clique in .
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
- Yousef Saad, Iterative Methods for Sparse Linear Systems, 2nd ed., Chapter 3 §§3.2.1, 3.3.2 and 3.6, printed pp. 77–83 and 96–98 (standard reference, not scraped)
- Prabhakar Poupart and Jingjing Wan, CS475/CS675 Lecture 4: Sparse Gaussian Elimination, Graph Representation, slides 6–10, University of Waterloo, May 12, 2016 (standard reference, not scraped)