List of Taylor polyhedra
The following identity holds for a Schur complement of a square matrix:
The Schur complement arises as the result of performing a block Gaussian elimination by multiplying the matrix M from the right with the "block lower triangular" matrix
Here Ip denotes a p×p identity matrix. After multiplication with the matrix L the Schur complement appears in the upper p×p block. The product matrix is
That is, we have shown that