Exercise 3.2.11

Answers

Since S is positive definite (symmetric), we have S = QΣQT, and Q1 = QT, all diagonal entries in Σ are positive. So we have S1 = QΣ1QT, S1 is still a positive definite matrix. So for any x0, we have xTAS1ATx = (ATx)TS1(ATx) = bTS1b0, so AS1AT is negative definite. Note we used the constraint that Ax = b

Then the last m pivots of H are negative.

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2020-03-20 00:00
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