\[ X = \begin{bmatrix}
A &B \\
B^T &C
\end{bmatrix} \] where \(A\in \mathbf{S}^k\). If \(\det A \neq 0\), the schur complement is
\[ S =C - B^TA^{-1}B \] The following characterizations of positive definiteness can be derived
- \(X\succ 0\) iff \(A\succ 0\) and \(S\succ 0\)
- If \(A\succ 0\), then \(X\succeq 0\) iff \(S\succeq 0\)
\begin{align*}
&A^TA \preceq t^2I, \quad &t\ge 0 \\
\Longleftrightarrow \quad &tI-t^{-1}A^T I A \succeq 0, \quad &t\ge 0 \\
\Longleftrightarrow \quad &
\begin{bmatrix}
tI & A \\
A^T & tI
\end{bmatrix} \succeq 0
\end{align*}
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