Sunday's are for Algebra.
Watched a lecture about Positive Definite Matrices from MIT Courseware
Few notes:
Watched a lecture about Positive Definite Matrices from MIT Courseware
Few notes:
- Matrix has to be symmetric
- All its eigenvalues are positive
How to find out if a Matrix is positive definite?
1. By finding its eigenvalues and checking all > 0
2. By checking the pivots of the matrix are > 0, reducing to echelon form
3. By calculating determinants from the upper left.
1. By finding its eigenvalues and checking all > 0
2. By checking the pivots of the matrix are > 0, reducing to echelon form
3. By calculating determinants from the upper left.