Integral, Measure and Martingale
Every time I think I know what's going on, suddenly there's another layer of complications.
2017年2月10日星期五
symmetric matrix and positive definite
A
real
symmetric matrix
is positive definite
iff
there exists a
real
nonsingular matrix
such that
(5)
where
is the
transpose
(Ayres 1962, p. 134).
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