Positive Definite Matrices
- To: mathgroup at smc.vnet.net
- Subject: [mg38257] Positive Definite Matrices
- From: "David R. Hardoon" <davidh at cs.rhul.ac.uk>
- Date: Tue, 10 Dec 2002 04:10:30 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Hello, Can you help me with this small problem. i need to problem that K-GG' equals a positive definite matrix. where K is a symmetric positive definite matrix and GG' are its incomplete cholesky decomposition of it. going by x'Ax = x'(K-GG')x = x'Kx - x'GG'x now I know I need to use induction here, but I am unsure how... thank in advance, David. " The hunger for knowledge only grows as one knows more....." David R. Hardoon David.R.Hardoon at cs.rhul.ac.uk Dept of Computer Science, Royal Holloway, University of London Phone: +44 1784 443912 Fax: +44 1784 439786 Mobile: +44 7967 634954 http://g4.cs.rhul.ac.uk/