On the Schur complement and the LU-factorization of a matrix
Michael Neumann
Abstract
Michael Neumann
Abstract
Further to a paper by Cottle [12] we discuss how the Lu-factorization of a matrix could be used to study its Schur complements and vice-versa. In addition, it is argued that the Schur complement provides a compact tool for studying problems rekated to the incomplete Choleski factorization.
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Further to a paper by Cottle [12] we discuss how the Lu-factorization of a matrix could be used to study its Schur complements and vice-versa. In addition, it is argued that the Schur complement provides a compact tool for studying problems rekated to the incomplete Choleski factorization.
Key concepts: Schur complement, Schur product theorem, Mathematics, Schur's theorem, Factorization, Complement (music), Algebra over a field, Schur decomposition