Schur complement

deejayosamu·2026년 1월 9일

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Def)
Let M=[ABCD]M=\begin{bmatrix} A & B \\ C & D \\ \end{bmatrix} where
A:p×pA: p \times p matrix, B:p×qB: p \times q matrix, C:q×pC: q \times p matrix, D:q×qD: q \times q matrix

If A is invertible, Schur Complement is DCA1BD-CA^{-1}B
(If A is symmetric, Schure Complement is DBTA1BD-B^T A^{-1} B)

  • Meaning of the form of Schure Complement
    sc

✔︎ If MM is positive definite, Schur Complement is also positive definite
pf)
pd_of_sc

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