TheoremBase

Action and Quadratic Form of a Block Matrix

Statement

Let mm and nn be natural numbers with 1≤m1\le m and 1≤n1\le n, let R\mathbb{R} be the real numbers, and for a natural number pp let [p][p] be the initial segment determined by pp. Let AA, BB, CC and DD be real matrices of sizes m×mm\times m, m×nm\times n, n×mn\times m and n×nn\times n, and let MM be the block matrix they determine.

Regard Euclidean space Rp\mathbb{R}^p as a real vector space by Euclidean Space Rn\mathbb{R}^n is a Real Vector Space, with the sum z+z′z+z' of points and the dot product z⋅z′z\cdot z'; write NzNz for the matrix-vector product, N⊤N^{\top} for the transpose, and let

ι:Rm×Rn→Rm+n\iota:\mathbb{R}^m\times\mathbb{R}^n\to\mathbb{R}^{m+n}

be the concatenation map of Concatenation Identifies a Product of Euclidean Spaces with a Euclidean Space. Let ξ,ξ′∈Rm\xi,\xi'\in\mathbb{R}^m and η,η′∈Rn\eta,\eta'\in\mathbb{R}^n.

Then the following hold.

1. (Action)

M ι(ξ,η)=ι(Aξ+Bη, Cξ+Dη).M\,\iota(\xi,\eta)=\iota\bigl(A\xi+B\eta,\ C\xi+D\eta\bigr).

2. (Bilinear form)

ι(ξ′,η′)⋅(M ι(ξ,η))=ξ′⋅(Aξ)+ξ′⋅(Bη)+η′⋅(Cξ)+η′⋅(Dη).\iota(\xi',\eta')\cdot\bigl(M\,\iota(\xi,\eta)\bigr)=\xi'\cdot(A\xi)+\xi'\cdot(B\eta)+\eta'\cdot(C\xi)+\eta'\cdot(D\eta).

3. (Symmetry) MM is symmetric if and only if A=A⊤A=A^{\top}, D=D⊤D=D^{\top} and C=B⊤C=B^{\top}.

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