Recent content by arunakkin

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    Is Q-P Symmetric Positive-Definite?

    Hi, Thanks for the reply and interest. I think what you are trying to say is that, in terms of above notation, q(i,j) = p(i,j)*s(i,i)*s(j,j) This is what I did in the simulation I mentioned in the post. I randomly generated a symmetric positive definite matrix, and scaled (s(i,i)>=1...
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    Is Q-P Symmetric Positive-Definite?

    Assume P is a symmetric positive-definite matrix, and S to be a diagonal matrix with all its diagonal elements being greater than 1. Let Q = SPS then is Q-P symmetric positive-definite ? i.e. are the eigen-values of Q greater than P element-wise? or eig(Q)>= eig(P) in non-negative...
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