The Schur complement and its applications (Q1773291)

Given a square matrix \(A=(A_{ij}), i,j=1,2\) with diagonal blocks \(A_{11} \in \mathbb C^{r,r}, A_{22} \in \mathbb C^{n-r,n-r}\), the matrix \(A/A_{11}= A_{22}-A_{21}A_{11}^{-1}A_{12} \) is called the Schur complement of \(A\) w.r.t. \(A_{11}\). As \(A/A_{11}\) appears after eliminating the first \(r\) components of \(x\) in the system \(Ax=y\), it is obvious that this mapping \(A \rightarrow A/A_{11}\) is important and has many applications in matrix analysis, statistics, numerical analysis and other areas. The book consists of eight chapters, each written by experts in their field, devoted to certain aspects and applications of the Schur complement. They can be read independently of each other. Chapter 0: Historical introduction: Issai Schur and the early development of the Schur complement. Chapter 1: Basic properties of the Schur complement. Chapter 2: Eigenvalues and singular values of Schur complements. Chapter 3: Block matrix techniques. Chapter 4: Closure properties. Chapter 5: Schur complements and matrix inequalities: Operator-theoretic approach. Chapter 6: Schur complements in statistics and probability. Chapter 7: Schur complements and applications in numerical analysis. The book can serve as a research reference, as it contains many new results and results not yet appeared in books. The articles contain thorough expositions, so they can be understood by anyone having a good knowledge of linear algebra.