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Exercise 4.3.2
Answers
Suppose the eigenvalues of and are and respectively. Since both matrices are symmetric positive definitie, their eigenvalues are all positive.
- : Its eigenvalues are products of , which are all greater than 0.
- : Its eigenvalues are sums of , which are all greater than 0 as well.
So we conclude that and are all positive definite. The symmetric is clear from their definitions as well.
2020-03-20 00:00