Manifestations of the Schur Complement.

Abstract

The report 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. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1972
Accession Number
AD0750675

Entities

People

  • Richard Cottle

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.