Proposition. Positive definiteness under elimination [fdip-001Y]

Let \(X,Y\) be finite-dimensional real vector spaces with positive definite inner products \(b_X,b_Y\). Give \(M=X\oplus Y\) their orthogonal sum, and let \(Q:M\to M\) be self-adjoint, with components \(A,B,E,C\). For a self-adjoint map \(T\) on any of these spaces, write \(T>0\) when \(b(z,Tz)>0\) for every nonzero \(z\).

If \(Q>0\), then \(C\) is positive definite and invertible, and \(S=A-BC^{-1}E\) is positive definite and invertible. Conversely, if \(C\) is invertible, then \[Q>0\quad \Longleftrightarrow \quad C>0\ \text {and}\ S>0.\]

[boyd2004convex, Appendix A.5.5, p. 650] gives the positive-definite Schur criterion. Here the eliminated summand is placed second.

This uses finite-dimensional real positivity in addition to the ring-level factorization. It explains the positivity assumption in real effective precision. It does not evaluate an integral or determine a normalization factor; those require the separately specified real measure and Gaussian law.