# Tag Info

The inverse of the (1,1) block of $$\begin{bmatrix} A & B\\ C & D \end{bmatrix}^{-1}$$ is $A-BD^{-1}C$ (Schur complement). This is what you are trying to compute, if I understand correctly from your explanation ("marginalize" may be standard in your domain, but it is not standard linear algebra language). So at least you can reduce to ...