Most linear algebra courses start by considering how to solve a system of linear equations. \[ \begin{align} a_{0,0}x_0 + a_{0,1}x_0 + \cdots a_{0,n-1}x_0 & = b_0 ...
Form symmetric block matrices and condense them (eliminating blocks) at compile time using Schur complements. The goal is to manipulate KKT/augmented/saddle-point ...
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