[笔记] Convex Optimization 2015.11.04

Schur Complement: Consider \begin{bmatrix} A & B \\ B^T & C \end{bmatrix} \begin{bmatrix} x \\ y \end{bmatrix} = \begin{bmatrix} u \\ v \end{bmatrix} with A invertible, C symmetric. Have Ax + By = u \

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