[理工][矩阵] positive definite matrix
楼主: cano7127 (头儿) 2016-10-05 17:15:37
Show that if A is a p*p positive definite matrix, then there exists a lower
triangular matrix L such that LAL'=Ip
目前有朝Cholesky分解去想 A=LL' 但不知道怎么凑
triangular matrix L such that LAL'=Ip
目前有朝Cholesky分解去想 A=LL' 但不知道怎么凑
作者: GetAway803 (重考待365天的宅肥) 2016-10-05 19:14:00
" target="_blank" rel="nofollow">不知道对不对作者: kyuudonut (善良è€ç™¾å§“) 2016-10-05 23:43:00
" target="_blank" rel="nofollow">我也不知道对不对@@ 有错请指正
作者: boy00114 (ponny) 2016-10-06 00:28:00
楼上想法应该没错，A正定等价于A可LL^t分解且L为下三角对角项为正