Timeline for Finding a matrix from its diagonal and the off-diagonal elements of its inverse?
Current License: CC BY-SA 4.0
10 events
| when toggle format | what | by | license | comment | |
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| Nov 2, 2021 at 1:42 | answer | added | David E Speyer | timeline score: 2 | |
| Oct 22, 2021 at 17:12 | comment | added | Carlo Beenakker | I raised the issue of the uniqueness of the reconstruction in a separate thread | |
| Oct 22, 2021 at 17:03 | history | edited | Carlo Beenakker |
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| Oct 22, 2021 at 15:39 | history | edited | Carlo Beenakker |
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| Oct 21, 2021 at 22:04 | answer | added | Carlo Beenakker | timeline score: 1 | |
| Oct 21, 2021 at 21:26 | comment | added | Carlo Beenakker | the computation is a matter of solving $N$ equations with $N$ unknowns; there are multiple solutions, some experimentation suggests that only a single solution produces a positive definite $\Sigma$; is there a proof for that? | |
| Oct 21, 2021 at 19:23 | comment | added | kjetil b halvorsen | @username: That is just the definition of a covariance matrix, but in this case, we certainly must assume it has an inverse. | |
| Oct 21, 2021 at 18:59 | comment | added | username | If it is positive semi definite (and not positive definite) why does it have an inverse? | |
| Oct 21, 2021 at 17:59 | history | edited | kjetil b halvorsen | CC BY-SA 4.0 |
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| Oct 21, 2021 at 17:11 | history | asked | kjetil b halvorsen | CC BY-SA 4.0 |