Homepage › Solution manuals › Gilbert Strang › Linear Algebra and Learning from Data › Exercise 2.4.4
Take any x≠0, we have xT(nI−M)x = nxTx−xTMx = n∑ xi2−xT [ ∑ xi …∑ xi ] = n∑ xi2−(∑ xi)2 ≥ 0, the last step comes from problem 3.
