Schur Complement and Its Applications

The Schur complement plays an important role in matrix analysis, statistics, numerical analysis, and many other areas of mathematics and its applications. 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. The eight chapters of the book cover themes and variations on the Schur complement, including its 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. Although the book is primarily intended to serve as a research reference, it will also be useful for graduate and advanced undergraduate courses in mathematics, applied mathematics, and statistics. The contributing authorsa? exposition makes most of the material accessible to readers with a sound foundation in linear algebra.Zhang, Fuzhen is the author of 'Schur Complement and Its Applications' with ISBN 9780387242712 and ISBN 0387242716.