Theorem. Eliminating a positive Gaussian block [fdip-000D]

Let \(E=X\mathbin \perp Y\) be a specified orthogonal sum of finite-dimensional real inner-product spaces. Write \(h_E,h_X,h_Y\) for their pairings, \(i_X,i_Y\) for inclusion and \(p_X,p_Y\) for orthogonal projection. The addition isometry is \(J(x,y)=i_Xx+i_Yy\). Use canonical Euclidean volume on uncompleted Borel sets. Then product volume gives \(J_*(\lambda _X\otimes \lambda _Y)=\lambda _E\). Zero summands are allowed; their volume is unit mass on a singleton.

Let \(Q:E\to E\) be a self-adjoint positive precision parameter. Its components for this splitting are \[\begin {aligned} A&=p_XQi_X:X\to X,\\ B&=p_XQi_Y:Y\to X,\\ C&=p_YQi_Y:Y\to Y. \end {aligned}\] The fourth component is \(p_YQi_X=B^\dagger \), where the adjoint uses the specified pairings. Both \(C\) and the effective precision, or real Schur complement, \[S=A-BC^{-1}B^\dagger :X\to X\] are positive definite and invertible. This is the real positive specialization of the split Schur map.

Put \(w_Q(z)=\exp (-h_E(z,Qz)/2)\) and \(q=\dim Y\). For every \(x\in X\), the exact fiber integral is \[\begin {aligned} I_Q(x)&=\int _Y w_Q(J(x,y))\,d\lambda _Y(y)\\ &=c_C\exp (-h_X(x,Sx)/2),\\ c_C&=\frac {(2\pi )^{q/2}}{\sqrt {\det C}}=Z_C>0. \end {aligned}\] Moreover \(\det Q=\det C\det S\). Thus elimination induces both \(S\) and a positive finite scalar \(c_C\).

Taking minus the logarithm of the positive fiber integral defines an exact effective action: \[\begin {aligned} \mathcal A_{\mathrm {eff}}(x) &=\tfrac 12h_X(x,Sx)-\log c_C\\ &=\tfrac 12h_X(x,Sx)+\tfrac 12\log \det C\\ &\quad -\tfrac q2\log (2\pi ). \end {aligned}\] The constant cancels from normalized retained expectations but belongs to the unnormalized weight. Rescaling the two reference volumes by \(a_X,a_Y>0\) multiplies \(c_C\) by \(a_Y\), \(Z_S\) by \(a_X\) and \(Z_Q\) by \(a_Xa_Y\); normalized laws remain unchanged. For \(Y=0\), \(c_C=1\); for \(X=0\), \(Z_S=1\). In each case the unique zero-space endomorphism is invertible and has determinant one.

For counting fields on \(V=R\sqcup U\), the delta bases identify \(X=\mathbb R^R\), \(Y=\mathbb R^U\), \(B=H\) and \(B^\dagger =H^T\). Coordinate volume splitting recovers the usual \(dx\,dy\) formula. The carrier, split, input precision and volumes are supplied; \((S,c_C)\) is induced relative to those choices. The singular-pivot boundary requires a separate argument.

[boyd2004convex, Appendix A.5.5, pp. 650-651] gives square completion with the first block as pivot. Exchanging its order to \((y,x)\) gives the present eliminated pivot \(C\).

[rasmussen2006gaussian, Appendix A.2, equation (A.4), p. 200] gives the Gaussian density with covariance as parameter. Substituting \(C^{-1}\) gives the normalizer used here. The invariant integration and determinant argument above reconstruct these ingredients with specified pairings and volume.

Mathlib's Matrix.schur_complement_eq₂₂ supports square completion in compatible finite coordinates, with a Hermitian invertible eliminated block. Its Matrix.det_fromBlocks₂₂ supports the determinant identity. TauCeti's Matrix.PosDef.gaussianCondCov supports strict Schur positivity for a real positive-definite block matrix. Despite its conditional-covariance name, this algebraic conclusion can be applied to the precision \(Q\). These ingredients do not supply the integral or its reference-volume convention.

The operation is algebraic: it acts on vertex and edge sets that are supplied, and carries neither a dynamical carrier nor an effective metric, which are additional data.