[理工][矩陣] positive definite matrix
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' 但不知道怎麼湊
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推
10/05 19:14, , 1F
10/05 19:14, 1F
![](https://i.imgur.com/Jj4woU7.jpg)
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10/05 19:14, , 2F
10/05 19:14, 2F
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10/05 23:43, , 3F
10/05 23:43, 3F
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10/05 23:43, , 4F
10/05 23:43, 4F
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10/06 00:28, , 5F
10/06 00:28, 5F
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10/06 00:28, , 6F
10/06 00:28, 6F