On a class of non-Hermitian matrices with positive definite Schur complements

Abstract

Given a positive definite matrix A∈ Cn× n and a Hermitian matrix D∈ Cm× m, we characterize under which conditions there exists a strictly contractive matrix K∈ Cn× m such that the non-Hermitian block-matrix \[ [ arraycc A & -AK \\ K*A & D array ] \] has a positive definite Schur complement with respect to its submatrix~A. Additionally, we show that~K can be chosen such that diagonalizability of the block-matrix is guaranteed and we compute its spectrum. Moreover, we show a connection to the recently developed frame theory for Krein spaces.

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