schur complement

asked 2018-07-31 11:10:25 -0500

Hello, My question is as follows: Let a matrix http:// (image description) be a negative definite with P is a symmetric positive definite matrix and I want to optimize gamma in order to find the optimal value of L. So How can I apply schur complement on this matrix ? Thanks

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Welcome to Ask Sage! Thank you for your question!

slelievre gravatar imageslelievre ( 2018-08-01 10:31:32 -0500 )edit

Please provide the matrices in the question in copy-paste-able form.

slelievre gravatar imageslelievre ( 2018-08-01 10:40:05 -0500 )edit