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Schur complement

Orthogonal projections of multidimensional ellipsoids – IV – the relation to a Schur complement of the quadratic form matrix

The first three posts in this series showed that the orthogonal projection of a (n-1)-dimensional ellipsoid in a n-dimensional Euclidean space has a surface which is a (n-2)-dimensional ellipsoid. Our original ellipsoid is defined by a quadratic form and a respective matrix. The projection can be performed along the direction of an arbitrary vector onto a (n-1)-dimensional subspace, whose vector-elements… Read More »Orthogonal projections of multidimensional ellipsoids – IV – the relation to a Schur complement of the quadratic form matrix