0
$\begingroup$

Given a symmetric positive semidefinite matrix

$$ G = \begin{pmatrix} A & B \\ B^T &C \end{pmatrix}$$

where $A$, $B$ and $C$ are not invertible, and $C\preceq B$, does the following equality hold?

$$ \left( I - B B^\dagger \right) C = 0 $$

Or, equivalently, does the following hold?

$$ C = B B^\dagger C$$

where $B^\dagger$ is the Moore-Penrose pseudoinverse of $B$.

I already know from here (Theorem 4.3) that we have

$$(I-AA^\dagger)B=0 \text{ and } (I-CC^\dagger)B^T=0$$ (we have it even without $C \preceq B$).

Edit : user 1551 proposed a direct counter-example to my proposition, I realized that it missed an assumption from my application: $C \preceq B$.

$\endgroup$
6
  • 2
    $\begingroup$ Consider $B=0\ne C$. $\endgroup$
    – user1551
    Commented Feb 14, 2022 at 8:28
  • $\begingroup$ @user1551 Thank you very much for your answer. Actually, you made me realize that I forgot an assumption in addition to the symmetric positive semidefiniteness of G, I have $C \preceq B$. $\endgroup$
    – Niz
    Commented Feb 14, 2022 at 8:58
  • $\begingroup$ It yields $(I-BB^\dagger)C = (I-(2C)(2C)^\dagger)C = (C-CC^\dagger C) = 0$ $\endgroup$
    – Niz
    Commented Feb 14, 2022 at 9:12
  • $\begingroup$ May I ask you details about the implications : 1) $G \succeq 0$ and $C \preceq B \Rightarrow \mathcal{C}(B) = \mathcal{C}(C)$. 2) $\mathcal{C}(B) = \mathcal{C}(C) \Rightarrow BB^\dagger = CC^\dagger$ Thank you for your help $\endgroup$
    – Niz
    Commented Feb 14, 2022 at 9:48
  • $\begingroup$ @user1551 is the implication 2) related to the fact that $BB^\dagger$ is a projector onto the column space of $B$, hence, if the column space of $B$ and $C$ are the same then the projectors are the same i.e. $BB^\dagger = CC^\dagger$ ? $\endgroup$
    – Niz
    Commented Feb 14, 2022 at 10:37

1 Answer 1

0
$\begingroup$

Since $G\succeq0$, if $Cx=0$, then $$ x^TBABx+2tx^TB^2x =\pmatrix{x^TB&tx^T}\pmatrix{A&B\\ B&C}\pmatrix{Bx\\ tx}\ge0 $$ for every real number $t$. Therefore $\|Bx\|_2^2=x^TB^2x$ must be zero and in turn $Bx=0$. Hence $\ker(C)\subseteq\ker(B)$.

On the other hand, if $Bx=0$, then $-x^TCx=x^T(B-C)x\ge0$. Hence $Cx=0$ and $\ker(B)\subseteq\ker(C)$.

Thus $\ker(C)=\ker(B)$ and the orthogonal projections onto them coincide. That is, $I-CC^+=I-BB^+$. It follows that $(I-BB^+)C=(I-CC^+)C=0$.

$\endgroup$
1
  • $\begingroup$ Perfect ! Thank you very much ! $\endgroup$
    – Niz
    Commented Feb 14, 2022 at 16:40

You must log in to answer this question.

Not the answer you're looking for? Browse other questions tagged .