Block matrix inverse Created 2026-09-24 Updated 2026-10-14
A block matrix inverse expresses the matrix inverse in terms of smaller matrices. Partition a square matrix over a field as
If is an invertible matrix, define its Schur complement . Then is an invertible matrix exactly when is an invertible matrix, and
The order of the matrix products matters. In particular, the lower-right block is , rather than generally : the coupling through and changes the response.[ref]
For an original example, take
The Schur complement is . Substitution gives the concise answer
Multiplying in either order gives the identity matrix; the lower-right entry is , whereas . The difference records the feedback through the two eliminated variables.
Figure 1.
A block matrix inverse computed from the smaller Schur complement
. Original exact example. Colours mark the two-by-two block , the coupling blocks , and the scalar block . The same partition is retained in the matrix inverse; its blocks are not the entrywise inverses of the original blocks. Details.
Often the desired output is a solution of a linear system, rather than every entry of a matrix inverse. Block elimination solves with and then with , recovering the eliminated variables by back substitution. Reusing an LU decomposition of avoids explicitly forming . A favourable block diagonal matrix or tridiagonal matrix block can make this useful; merely partitioning an unstructured dense matrix does not guarantee a faster solve.[ref]
Matrix decomposition 2026-10-14
A matrix decomposition expresses a matrix as a matrix product of factors with simpler structure. An LU decomposition uses triangular factors, a QR decomposition uses an orthogonal matrix and a triangular factor, and a singular value decomposition separates input directions, stretching factors and output directions. The factorization is an identity; the chosen structure determines what it helps compute.
For an original two-by-two example,
The outer factors are a lower triangular matrix and an upper triangular matrix, each with unit diagonal as in a unit triangular matrix; the middle factor is a diagonal matrix. Their matrix product is , and the final diagonal entry is the Schur complement of the first entry . This is the scalar version of the factorization under block elimination.
To solve , solve with the three factors in their displayed order from left to right: first the lower triangular factor, then the diagonal factor, then the upper triangular factor. The intermediate vectors are and , giving the concise answer . A new right-hand side uses the same factors. This is why Reusing LU factors for multiple right-hand sides is useful: factorization records work that otherwise would be repeated, while forward substitution and back substitution apply it cheaply.[ref]
Different decompositions reveal different features. A Cholesky decomposition uses positive definiteness of a symmetric matrix, while a singular value decomposition also applies to rectangular matrices and exposes matrix rank. The existence and numerical behaviour of the factors depend on their own hypotheses; for example, an unpivoted LU decomposition can fail when a chosen pivot element is zero even though the matrix is an invertible matrix.
Schur complement Created 2026-09-24 Updated 2026-10-14
For a block matrix with an invertible matrix, the Schur complement of in is . It is the effective coefficient matrix for the remaining variables after block elimination. The definition requires invertibility of , but not of or . Its size is that of , even when and are rectangular matrices.
In the original example under block matrix inverse, becomes because changing the remaining variable also changes the two variables solved through . This is what makes a Schur complement more informative than simply deleting rows and columns. It retains their mediated effect, and its matrix inverse is the corresponding block of when the block matrix inverse exists.
The same elimination appears when minimizing a quadratic form. The Schur complement as a minimized quadratic form gives a geometric example; the Schur complement determinant identity gives an exact test for an invertible matrix.
When is an invertible matrix, the factorization in block elimination has outer triangular factors with determinant one. Hence , without a symmetry assumption. For the original example under block matrix inverse, this gives . An invertible block therefore reduces the question of whether the full matrix is an invertible matrix to the smaller Schur complement; a singular makes a singular matrix.