- #1
GoodSpirit
- 18
- 0
Hello everyone,
I would like to post this problem here in this forum.
Having the following block matrix:
[tex]
\begin{equation}
M=\begin{bmatrix}
S_1 &C\\
C^T &S_2\\
\end{bmatrix}
\end{equation}
[/tex]
I would like to find the function $f$ that holds [tex]rank(M)=f( rank(S1), rank(S2))[/tex].
[tex]S_1[/tex] and [tex]S_2[/tex] are covariance matrices-> symmetric and positive semi-definite.
[tex]C[/tex] is the cross covariance that may be positive semi-definite.
Can you help me?
I sincerely thank you! :)
All the best
GoodSpirit
I would like to post this problem here in this forum.
Having the following block matrix:
[tex]
\begin{equation}
M=\begin{bmatrix}
S_1 &C\\
C^T &S_2\\
\end{bmatrix}
\end{equation}
[/tex]
I would like to find the function $f$ that holds [tex]rank(M)=f( rank(S1), rank(S2))[/tex].
[tex]S_1[/tex] and [tex]S_2[/tex] are covariance matrices-> symmetric and positive semi-definite.
[tex]C[/tex] is the cross covariance that may be positive semi-definite.
Can you help me?
I sincerely thank you! :)
All the best
GoodSpirit
Last edited: