The Schur Complement and Its Applications (Numerical Methods and Algorithms)

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This book describes the Schur complement as a rich and basic tool in mathematical research and applications and discusses many significant results that illustrate its power and fertility. Coverage includes historical development, basic properties, eigenvalue and singular value inequalities, matrix inequalities in both finite and infinite dimensional settings, closure properties, and applications in statistics, probability, and numerical analysis.

Author(s): Edited by: FUZHEN ZHANG
Edition: 1
Year: 2005

Language: English
Pages: 296