Let m and n be natural numbers with 1≤m and 1≤n, let R be the real numbers, and for a natural number p let [p] be the initial segment determined by p. Let A, B, C and D be real matrices of sizes m×m, m×n, n×m and n×n, and let M be the block matrix they determine.
Regard Euclidean space Rp as a real vector space by Euclidean Space Rn is a Real Vector Space, with the sum z+z′ of points and the dot product z⋅z′; write Nz for the matrix-vector product, N⊤ for the transpose, and let
ι:Rm×Rn→Rm+n
be the concatenation map of Concatenation Identifies a Product of Euclidean Spaces with a Euclidean Space. Let ξ,ξ′∈Rm and η,η′∈Rn.
Then the following hold.
1. (Action)
Mι(ξ,η)=ι(Aξ+Bη, Cξ+Dη).
2. (Bilinear form)
ι(ξ′,η′)⋅(Mι(ξ,η))=ξ′⋅(Aξ)+ξ′⋅(Bη)+η′⋅(Cξ)+η′⋅(Dη).
3. (Symmetry) M is symmetric if and only if A=A⊤, D=D⊤ and C=B⊤.