Def)
Let M=[ACBD] where
A:p×p matrix, B:p×q matrix, C:q×p matrix, D:q×q matrix
If A is invertible, Schur Complement is D−CA−1B
(If A is symmetric, Schure Complement is D−BTA−1B)
- Meaning of the form of Schure Complement

✔︎ If M is positive definite, Schur Complement is also positive definite
pf)
