Linear Algebra and Its Applications (5th Edition)

Published by Pearson
ISBN 10: 032198238X
ISBN 13: 978-0-32198-238-4

Chapter 2 - Matrix Algebra - 2.4 Exercises - Page 124: 19

Answer

See explanation meaning that the matrix $W(s)$ is the Schur complement of the matrix $ $A-s I_{n} in the system matrix $\operatorname{in} \operatorname{eq}(8)$

Work Step by Step

Top equation: $\left(A-s I_{n}\right) x+B u=0$ Bottom equation: $C x+u=y$ From top eq we get: $\left(A-s I_{n}\right) x=-B u$ As $A-s I_{n}$ is invertible, we obtain: $x=\left(A-s I_{n}\right)^{-1}(-B u)=-\left(A-s I_{n}\right)^{-1} B u$ Substitute $x$ in bottom equation with what we get: $C\left(-\left(A-s I_{n}\right)^{-1} B u\right)+u=y$ $u-C\left(A-s I_{n}\right)^{-1} B u=y$ $\mathrm{So}, y=\left(I_{m}-C\left(A-s I_{n}\right)^{-1} B\right) u$ If $W(s)=I_{m}-C\left(A-s I_{n}\right)^{-1} B,$ then $y=W(s) u,$ meaning that the matrix $W(s)$ is the Schur complement of the matrix $A-s I_{n}$ in the system matrix $\operatorname{in} \operatorname{eq}(8)$
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