Recent content by iamhappy
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Graduate Semi-Positive Definiteness of Product of Symmetric Matrices
To put this simply, we know in general that if A and B are psd their product A*B is NOT necessarily psd. Does anyone know when the product is indeed psd? I am looking for conditions on A and B to ensure the psd of their product. Thanks a bunch- iamhappy
- Post #3
- Forum: Linear and Abstract Algebra
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Graduate Semi-Positive Definiteness of Product of Symmetric Matrices
I think I can show Q2 now. Q1 is still a puzzle. Any help is appreciated. Also regarding the matrix A, does anyone know of a theorem regarding the center submatrix of a matrix?- iamhappy
- Post #2
- Forum: Linear and Abstract Algebra
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Graduate Semi-Positive Definiteness of Product of Symmetric Matrices
Here is my problem. Any ideas are appreciated. Let P be a projection matrix (symmetric, idempotent, positive semidefinite with 0 or 1 eigenvalues). For example, P = X*inv(X'*X)*X' where X is a regressor matrix in a least square problem. Let A be a symmetric real matrix with only integer...- iamhappy
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- Matrices Positive Product Symmetric
- Replies: 3
- Forum: Linear and Abstract Algebra