Block elimination 2026-10-14
Write a linear system as and , with an invertible matrix. Solving the first equation for and substituting in the second gives
Thus the Schur complement is the coefficient matrix remaining after the variables have been eliminated. When it is an invertible matrix, solve the reduced linear system for and recover . In computation, expressions such as mean solving with each column of , using the same LU decomposition or Cholesky decomposition when applicable.
For the example under block matrix inverse and right-hand side , take and . Since , the reduced equation is . Back substitution gives
The original equations return , and , respectively. The reduction retained the influence of on through the correction .
A short proof outline also explains whether is an invertible matrix: the exact matrix factorization
has invertible matrices on the outside. Therefore is an invertible matrix precisely when the central block diagonal matrix is one. Reversing the factors gives the block matrix inverse, while taking determinants gives the Schur complement determinant identity.
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.