On the Schur complement and the LU-factorization of a matrix

Michael Neumann · Linear and Multilinear Algebra · 1981

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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