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I would like to express an SPD matrix A as:
A = sI + B
where B is also SPD, or alternatively as:
A = I + B
what constraints need to be imposed on B?
Please let me know if this question is mot appropriate for this forum.
thanks,
Russ
A = sI + B
where B is also SPD, or alternatively as:
A = I + B
what constraints need to be imposed on B?
Please let me know if this question is mot appropriate for this forum.
thanks,
Russ