Manifestations of the Schur complement |
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Authors: | Richard W. Cottle |
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Affiliation: | Stanford University Stanford, California, USA |
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Abstract: | This expository paper describes the ways in which a matrix theoretic construct called the Schur complement arises. Properties of the Schur complement are shown to have use in computing inertias of matrices, covariance matrices of conditional distributions, and other information of interest. |
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