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9日星期四
Eigenvalues of Positive Semi-definite Matrices
Suppose that
A
is a Hermitian matrix. Then
A
is positive semi-definite matrix if and only if whenever
λ
is an eigenvalue of
A
, then
λ≥
0
.
http://linear.ups.edu/jsmath/0212/fcla-jsmath-2.12li103.html
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