Let A,B,C,D be matrices of sizes , , and respectively and suppose that is invertible. Let
so that is a matrix.
Then the Schur complement of the block of the matrix is the matrix, . Analogously if is invertible then the Schur complement of the block of the matrix is the matrix, . In the first case, when is invertible, the Schur complement arises as the result of performing a partial Gaussian elimination by multiplying the matrix from the right with the lower triangular block matrix,
Wikipedia, http://en.wikipedia.org/wiki/Schur_complementSchur complement
|Date of creation||2013-03-22 15:27:11|
|Last modified on||2013-03-22 15:27:11|
|Last modified by||georgiosl (7242)|