About this document
Schur Complements in Matrix Inversion by YAAKOV SOLOMON is a document available to read on EtoBox.
This document discusses Schur complements and their applications. It begins by defining the Schur complement of a block matrix and describes how Schur complements can be used to invert block matrices and characterize when block matrices are positive definite. It then shows that for symmetric block matrices, the matrix is positive (semi)definite if and only if the diagonal blocks are positive (semi)definite and the Schur complement is positive (semi)definite. The document provides proofs of these properties.
- Author
- YAAKOV SOLOMON
- Language
- EN