Hindawi Publishing Corporation Journal of Applied Mathematics Volume 2013, Article ID 961568, 6 pages http://dx.doi.org/10.1155/2013/961568 Research Article The Optimization on Ranks and Inertias of a Quadratic Hermitian Matrix Function and Its Applications Yirong Yao Department of Mathematics, Shanghai University, Shanghai 200444, China Correspondence should be addressed to Yirong Yao; yryao@staff.shu.edu.cn Received 3 December 2012; Accepted 9 January 2013 Academic Editor: Yang Zhang Copyright © 2013 Yirong Yao. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. We solve optimization problems on the ranks and inertias of the quadratic Hermitian matrix function π − πππ∗ subject to a consistent system of matrix equations π΄π = πΆ and ππ΅ = π·. As applications, we derive necessary and sufficient conditions for the solvability to the systems of matrix equations and matrix inequalities π΄π = πΆ, ππ΅ = π·, and πππ∗ = (>, <, ≥, ≤)π in the LoΜwner partial ordering to be feasible, respectively. The findings of this paper widely extend the known results in the literature. 1. Introduction Throughout this paper, we denote the complex number field stand for the sets by C. The notations Cπ×π and Cπ×π β of all π × π complex matrices and all π × π complex Hermitian matrices, respectively. The identity matrix with an appropriate size is denoted by πΌ. For a complex matrix π΄, the symbols π΄∗ and π(π΄) stand for the conjugate transpose and the rank of π΄, respectively. The Moore-Penrose inverse of π΄ ∈ Cπ×π , denoted by 𴆠, is defined to be the unique solution π to the following four matrix equations (1) π΄ππ΄ = π΄, (3) (π΄π)∗ = π΄π, (2) ππ΄π = π, (4) (ππ΄)∗ = ππ΄. β (π) = π΄ππ΅π∗ π΄∗ + π΄ππΆ + πΆ∗ π∗ π΄∗ + π·, (3) where π΅ and π· are Hermitian matrices. Moreover, Tian [22] investigated the maximal and minimal ranks and inertias of the quadratic Hermitian matrix function (1) π (π) = π − πππ∗ Furthermore, πΏ π΄ and π π΄ stand for the two projectors πΏ π΄ = πΌ − 𴆠π΄ and π π΄ = πΌ − π΄π΄† induced by π΄, respectively. It is ∗ . For π΄ ∈ Cπ×π , its inertia known that πΏ π΄ = πΏ∗π΄ and π π΄ = π π΄ β Iπ (π΄) = (π+ (π΄) , π− (π΄) , π0 (π΄)) The investigation on maximal and minimal ranks and inertias of linear and quadratic matrix function is active in recent years (see, e.g., [1–24]). Tian [21] considered the maximal and minimal ranks and inertias of the Hermitian quadratic matrix function (2) is the triple consisting of the numbers of the positive, negative, and zero eigenvalues of π΄, counted with multiplicities, respectively. It is easy to see that π+ (π΄) + π− (π΄) = π(π΄). For two Hermitian matrices π΄ and π΅ of the same sizes, we say π΄ > π΅ (π΄ ≥ π΅) in the LoΜwner partial ordering if π΄ − π΅ is positive (nonnegative) definite. (4) such that π΄π = πΆ. The goal of this paper is to give the maximal and minimal ranks and inertias of the matrix function (4) subject to the consistent system of matrix equations π΄π = πΆ, π×π ππ΅ = π·, (5) are given complex matrices. where π ∈ Cπ×π β , π ∈ Cβ As applications, we consider the necessary and sufficient 2 Journal of Applied Mathematics conditions for the solvability to the systems of matrix equations and inequality Lemma 2 (see [4]). Let π΄ ∈ Cπ×π , π΅ ∈ Cπ×π , πΆ ∈ Cπ×π , π· ∈ Cπ×π , πΈ ∈ Cπ×π , π ∈ Cπ1 ×π , and π ∈ Cπ×π1 be given. Then π΄π = πΆ, ππ΅ = π·, πππ∗ = π, (1) π (π΄) + π (π π΄ π΅) = π (π΅) + π (π π΅ π΄) = π [π΄ π΅] , π΄π = πΆ, ππ΅ = π·, πππ∗ > π, π΄π = πΆ, ππ΅ = π·, πππ∗ < π, π΄ (2) π (π΄) + π (πΆπΏ π΄ ) = π (πΆ) + π (π΄πΏ πΆ) = π [ ] , πΆ π΄π = πΆ, ππ΅ = π·, πππ∗ ≥ π, π΄π = πΆ, ππ΅ = π·, πππ∗ ≤ π, (6) (3) π (π΅) + π (πΆ) + π (π π΅ π΄πΏ πΆ) = π [ (4) π (π) + π (π) + π [ in the LoΜwner partial ordering to be feasible, respectively. (5) π [ 2. The Optimization on Ranks and Inertias of (4) Subject to (5) In this section, we consider the maximal and minimal ranks and inertias of the quadratic Hermitian matrix function (4) subject to (5). We begin with the following lemmas. , π΅ ∈ Cπ×π , and πΆ ∈ Cπ×π Lemma 1 (see [3]). Let π΄ ∈ Cπ×π β be given and denote π1 = [ π΄ π΅ ], π΅∗ 0 π΄ π΅ πΆ∗ ], π3 = [ ∗ π΅ 0 0 π΄ πΆ∗ π2 = [ ], πΆ 0 π΄ π΅ πΆ∗ π4 = [ ]. πΆ 0 0 max π [π΄ − π΅ππΆ − (π΅ππΆ)∗ ] π΄ π΅ 0 π΄ π΅πΏ π ] = π [πΆ 0 π] , π π πΆ 0 [ 0 π 0] π΄ π· π΅ π π΅ π΄πΏ πΆ π π΅ π· ] + π (π΅) + π (πΆ) = π [ πΈ 0 0 ] . 0 πΈπΏ πΆ [πΆ 0 0 ] (10) , π΅ ∈ Cπ×π , πΆ ∈ Cπ×π Lemma 3 (see [23]). Let π΄ ∈ Cπ×π β β , π×π π×π be given, and, π ∈ Cπ×π be π ∈ C , and π ∈ C nonsingular. Then (1) π± (ππ΄π∗ ) = π± (π΄) , (2) π± [ π΄ 0 ] = π± (π΄) + π± (πΆ) , 0 πΆ (3) π± [ 0 π ] = π (π) , π∗ 0 (4) π± [ π΄ π΅ 0 π΄ π΅πΏ π ] + π (π) = π± [π΅∗ 0 π∗ ] . ∗ πΏ ππ΅ 0 [0 π 0] (7) Then π΄ π΅ ], πΆ 0 (11) Lemma 4. Let π΄, πΆ, π΅, and π· be given. Then the following statements are equivalent. π∈Cπ×π = min {π [π΄ π΅ πΆ∗ ] , π (π1 ) , π (π2 )} , min π [π΄ − π΅ππΆ − (π΅ππΆ)∗ ] (1) System (5) is consistent. π∈Cπ×π = 2π [π΄ π΅ πΆ∗ ] (2) Let + max {π€+ + π€− , π+ + π− , π€+ + π− , π€− + π+ } , π [π΄ πΆ] = π (π΄) , π [π΄ − π΅ππΆ − (π΅ππΆ)∗ ] = min {π± (π1 ) , π± (π2 )} , max π×π ± π∈C π· [ ] = π (π΅) , π΅ π΄π· = πΆπ΅. (12) min π± [π΄ − π΅ππΆ − (π΅ππΆ)∗ ] π∈Cπ×π = π [π΄ π΅ πΆ∗ ] + max {π± (π1 ) − π (π3 ) , π± (π2 ) − π (π4 )} , (8) where π€± = π± (π1 ) − π (π3 ) , In this case, the general solution can be written as π = 𴆠πΆ + πΏ π΄ π·π΅† + πΏ π΄ππ π΅ , (13) where π is an arbitrary matrix over C with appropriate size. π± = π± (π2 ) − π (π4 ) . (9) Now we give the fundamental theorem of this paper. Journal of Applied Mathematics 3 Theorem 5. Let π(π) be as given in (4) and assume that π΄π = πΆ and ππ΅ = π· in (5) is consistent. Then max ∗ π (π − πππ ) Note that ∗ π [π − (π0 + πΏ π΄ ππ π΅ ) π(π0 + πΏ π΄ ππ π΅ ) ] π΄π=πΆ,ππ΅=π· π (π0 + πΏ π΄ ππ π΅ ) π = π[ ] − π (π) ∗ π(π0 + πΏ π΄ ππ π΅ ) π 0 π π { = min {π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) ∗ ∗ { [−π· 0 π΅ ] = π [[ − π (π) , 2π + π (π΄ππ΄∗ − πΆππΆ∗ ) +([ π 0 π· } −2π (π΄) , π [ 0 −π π΅ ] − 2π (π΅)} , ∗ ∗ [π· π΅ 0 ] } min ∗ πΏπ΄ ] π [0 π π΅ π]) ] − π (π) , 0 ∗ π (π − πππ∗ ) = π± [ 0 π π = 2π + 2π [ π΄π πΆπ 0 ] − 2π (π΄) − 2π (π΅) − π (π) ∗ ∗ [−π· 0 π΅ ] π (π0 + πΏ π΄ ππ π΅ ) π ] − π± (π) ∗ π(π0 + πΏ π΄ππ π΅ ) π π ππ πΏ = π± [[ ∗ 0 ] + [ π΄ ] π [0 π π΅ π] 0 ππ0 π + max {π + + π − , π‘+ + π‘− , π + + π‘− , π − + π‘+ } , +([ π± (π − πππ∗ ) ∗ πΏπ΄ ] π [0 π π΅ π]) ] − π± (π) . 0 (20) π΄π=πΆ,ππ΅=π· Let { = min {π + π± (π΄ππ΄∗ − πΆππΆ∗ ) { π (π) = [ π 0 π· } −π (π΄) , π± [ 0 −π π΅ ] − π (π΅)} , ∗ ∗ [π· π΅ 0 ] } min (19) π± [π − (π0 + πΏ π΄ππ π΅ ) π(π0 + πΏ π΄ ππ π΅ ) ] π΄π=πΆ,ππ΅=π· max π π0 π πΏ ] + [ π΄] π [0 π π΅ π] 0 ππ0∗ π πΏ π π0 π ] + [ π΄] π [0 π π΅ π] 0 ππ0∗ π ∗ πΏ + ([ π΄ ] π [0 π π΅ π]) . 0 (14) (21) Applying Lemma 1 to (19) and (20) yields π± (π − πππ∗ ) max π [π (π)] = min {π (π) , π (π1 ) , π (π2 )} , π΄π=πΆ,ππ΅=π· π 0 π π = π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) ∗ ∗ [−π· 0 π΅ ] (15) min π [π (π)] π = 2π (π) + max {π + + π − , π‘+ + π‘− , π + + π‘− , π − + π‘+ } , (22) − π± (π) + max {π ± , π‘± } , max π± [π (π)] = min {π± (π1 ) , π± (π2 )} , π where πΆπ π΄ππ΄∗ π ± = −π+π (π΄)−πβ (π)+π± (π΄ππ΄ −πΆππΆ )−π [ ∗ ], π΅ π·∗ π΄∗ ∗ min π± [π (π)] = π (π) + max {π ± , π‘± } , π ∗ π 0 π· 0 π π΅ π‘± = −π+π (π΄)−πβ (π)+π± [ 0 −π π΅ ] − [π΄π πΆπ 0 ] . ∗ ∗ ∗ ∗ [π· π΅ 0 ] [ π· π΅ 0 ] (16) Proof. It follows from Lemma 4 that the general solution of (4) can be expressed as π = π0 + πΏ π΄ ππ π΅ , (17) where π is an arbitrary matrix over C and π0 is a special solution of (5). Then ∗ π − πππ∗ = π − (π0 + πΏ π΄ππ π΅ ) π(π0 + πΏ π΄ππ π΅ ) . (18) where π=[ π π0 π πΏ π΄ 0 ], 0 ππ π΅ ππ0∗ π π π0 π 0 π2 = [ππ0∗ π ππ π΅ ] , [ 0 π π΅ π 0 ] π π0 π πΏ π΄ 0 ], π1 = [ππ0∗ π 0 0] πΏ [ π΄ π π0 π πΏ π΄ 0 0 ππ π΅ ] , π3 = [ππ0∗ π 0 0 0 ] [ πΏπ΄ π π0 π πΏ π΄ 0 0 ππ π΅ ] , π4 = [ππ0∗ π 0 ] [ 0 π π΅ π 0 π ± = π± (π1 ) − π (π3 ) , π‘± = π± (π2 ) − π (π4 ) . (23) 4 Journal of Applied Mathematics Applying Lemmas 2 and 3, elementary matrix operations and congruence matrix operations, we obtain (c) π΄π = πΆ and ππ΅ = π· have a common solution such that π − πππ∗ > 0 if and only if π+ (π΄ππ΄∗ − πΆππΆ∗ ) − π (π΄) ≥ 0, 0 π π π (π) = π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) , ∗ ∗ [−π· 0 π΅ ] π 0 π· π+ [ 0 −π π΅ ] − π (π΅) ≥ π. ∗ ∗ [π· π΅ 0 ] π (π1 ) = 2π + π (π΄ππ΄∗ − πΆππΆ∗ ) − 2π (π΄) + π (π) , π± (π1 ) = π + π± (π΄ππ΄∗ − πΆππΆ∗ ) − π (π΄) + π± (π) , (d) π΄π = πΆ and ππ΅ = π· have a common solution such that π − πππ∗ < 0 if and only if π 0 π· π (π2 ) = π [ 0 −π π΅ ] − 2π (π΅) + π (π) , ∗ ∗ [π· π΅ 0 ] π− (π΄ππ΄∗ − πΆππΆ∗ ) − π (π΄) ≥ 0, π 0 π· π− [ 0 −π π΅ ] − π (π΅) ≥ π. ∗ ∗ [π· π΅ 0 ] π 0 π· π± (π2 ) = π± [ 0 −π π΅ ] − π (π΅) + π± (π) , ∗ ∗ [π· π΅ 0 ] π (π3 ) = 2π + π (π) − 2π (π΄) − π (π΅) + π [ (27) ∗ πΆπ π΄ππ΄ ], π΅∗ π·∗ π΄∗ 0 π π΅ π (π4 ) = π + π (π) + π [π΄π πΆπ 0 ] − 2π (π΅) − π (π΄) . ∗ ∗ [ π· π΅ 0] (24) Substituting (24) into (22), we obtain the results. (28) (e) All common solutions of π΄π = πΆ and ππ΅ = π· satisfy π − πππ∗ ≥ 0 if and only if π + π− (π΄ππ΄∗ − πΆππΆ∗ ) − π (π΄) = 0, π 0 π· or, π− [ 0 −π π΅ ] − π (π΅) = 0. ∗ ∗ [π· π΅ 0 ] (29) (f) All common solutions of π΄π = πΆ and ππ΅ = π· satisfy π − πππ∗ ≤ 0 if and only if π + π+ (π΄ππ΄∗ − πΆππΆ∗ ) − π (π΄) = 0, Using immediately Theorem 5, we can easily get the following. Theorem 6. Let π(π) be as given in (4), π ± and let π‘± be as given in Theorem 5 and assume that π΄π = πΆ and ππ΅ = π· in (5) are consistent. Then we have the following. (a) π΄π = πΆ and ππ΅ = π· have a common solution such that π − πππ∗ ≥ 0 if and only if 0 π π π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) − π− (π) + π − ≤ 0, ∗ ∗ [−π· 0 π΅ ] 0 π π π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) − π− (π) + π‘− ≤ 0. ∗ ∗ [−π· 0 π΅ ] (25) (b) π΄π = πΆ and ππ΅ = π· have a common solution such that π − πππ∗ ≤ 0 if and only if 0 π π π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) − π+ (π) + π + ≤ 0, ∗ ∗ [−π· 0 π΅ ] 0 π π π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) − π+ (π) + π‘+ ≤ 0. ∗ ∗ [−π· 0 π΅ ] (26) π 0 π· or, π+ [ 0 −π π΅ ] − π (π΅) = 0. ∗ ∗ [π· π΅ 0 ] (30) (g) All common solutions of π΄π = πΆ and ππ΅ = π· satisfy π − πππ∗ > 0 if and only if 0 π π π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) − π+ (π) + π + = π, ∗ ∗ [−π· 0 π΅ ] (31) or 0 π π π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) − π+ (π) + π‘+ = π. ∗ ∗ [−π· 0 π΅ ] (32) (h) All common solutions of π΄π = πΆ and ππ΅ = π· satisfy π − πππ∗ < 0 if and only if 0 π π π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) − π− (π) + π − = π, ∗ ∗ [−π· 0 π΅ ] (33) or 0 π π π + π [ π΄π πΆπ 0 ] − π (π΄) − π (π΅) − π− (π) + π‘− = π. ∗ ∗ [−π· 0 π΅ ] (34) Journal of Applied Mathematics 5 (i) π΄π = πΆ, ππ΅ = π·, and π = πππ∗ have a common solution if and only if max π− (π − ππ∗ ) π΄π=πΆ,ππ΅=π· = min {π + π− (π2 ) − π (π΄) , π + π− (π3 ) − π (π΅)} , 0 π π 2π+2π [ π΄π πΆπ 0 ] −2π (π΄)−2π (π΅)−π (π)+π + +π − ≤ 0, ∗ ∗ [−π· 0 π΅ ] 0 π π 2π+2π [ π΄π πΆπ 0 ] −2π (π΄)−2π (π΅)−π (π)+π‘+ +π‘− ≤ 0, ∗ ∗ [−π· 0 π΅ ] 0 π π 2π+2π [ π΄π πΆπ 0 ] −2π (π΄)−2π (π΅)−π (π) + π + +π‘− ≤ 0, ∗ ∗ [−π· 0 π΅ ] 0 π π 2π+2π [ π΄π πΆπ 0 ] −2π (π΄)−2π (π΅)−π (π) + π − +π‘+ ≤ 0. ∗ ∗ [−π· 0 π΅ ] (35) Let π = πΌ in Theorem 5, we get the following corollary. Corollary 7. Let π ∈ Cπ×π , π΄, π΅, πΆ, and π· be given. Assume that (5) is consistent. Denote πΆ π΄π π1 = [ ∗ ∗ ] , π΅ π· π2 = π΄ππ΄ − πΆπΆ , π π· π3 = [ ∗ ∗ ] , π· π΅ π΅ πΆ π΄ππ΄∗ π4 = [ ∗ ∗ ∗ ] , π΅ π· π΄ π5 = [ ∗ π+ (π − ππ∗ ) = π (π1 ) + max {π+ (π2 ) − π (π4 ) , π+ (π3 ) − π − π (π5 )} , min π− (π − ππ∗ ) π΄π=πΆ,ππ΅=π· = π (π1 ) + max {π− (π2 ) − π (π4 ) , π− (π3 ) − π (π5 )} . (37) Remark 8. Corollary 7 is one of the results in [24]. Let π΅ and π· vanish in Theorem 5, then we can obtain the maximal and minimal ranks and inertias of (4) subject to π΄π = πΆ. Corollary 9. Let π(π) be as given in (4) and assume that π΄π = πΆ is consistent. Then max π (π − πππ∗ ) π΄π=πΆ = min {π + π [π΄π πΆπ] − π (π΄) − π (π΅) , 2π + π (π΄ππ΄∗ − πΆππΆ∗ ) − 2π (π΄) , π (π) + π (π)} min π (π − πππ∗ ) ∗ πΆπ΅ π΄π ]. π΅∗ π΅ π·∗ min π΄π=πΆ,ππ΅=π· π΄π=πΆ = 2π + 2π [π΄π πΆπ] − 2π (π΄) (36) + max {π + + π − , π‘+ + π‘− , π + + π‘− , π − + π‘+ } , max π± (π − πππ∗ ) π΄π=πΆ = min {π + π± (π΄ππ΄∗ − πΆππΆ∗ ) − π (π΄) , π± (π) + πβ (π)} , min π± (π − πππ∗ ) Then, π΄π=πΆ max = π + π [π΄π πΆπ] − π (π΄) + πβ (π) + max {π ± , π‘± } , ∗ π (π − ππ ) (38) π΄π=πΆ,ππ΅=π· = min {π + π (π1 ) − π (π΄) − π (π΅) , 2π + π (π2 ) −2π (π΄) , π + π (π3 ) − 2π (π΅)} , min ∗ π (π − ππ ) π΄π=πΆ,ππ΅=π· = 2π (π1 ) + max {π (π2 ) − 2π (π4 ) , −π + π (π3 ) − 2π (π5 ) , π+ (π2 ) + π− (π3 ) − π (π4 ) − π (π5 ) , −π + π− (π2 ) +π+ (π3 ) − π (π4 ) − π (π5 )} max π+ (π − ππ∗ ) π΄π=πΆ,ππ΅=π· = min {π + π+ (π2 ) − π (π΄) , π+ (π3 ) − π (π΅)} , where π ± = − π + π (π΄) − πβ (π) + π± (π΄ππ΄∗ − πΆππΆ∗ ) − π [πΆπ π΄ππ΄∗ ] , (39) π‘± = −π + π (π΄) + π± (π) − π (π) − [π΄π πΆπ] . Remark 10. 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