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adityam committed Jul 18, 2024
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which shows that $C$ is congruent to a block diagonal matrix, which is
positive definite when its diagonal blocks are postive definite. Therefore,
$C$ is positive definite if and only if both $A$ and $B - X^\TRANS A^{-1} X$
are positive definite. The matrix $B = X^\TRANS A^{-1} X$ is called the Shur
complement of $A$ in $C$.
are positive definite. The matrix $B - X^\TRANS A^{-1} X$ is called the **Schur
complement** of $A$ in $C$.

An immediate implication of the above is that
$$
\det(C) = \det(A) \det(B - X^\TRANS A^{-1} X).
$$

## Determinant bounds

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