All Questions

Let $a_{ij}$ be the elements of a $n$-dimensional covariance matrix. Can we prove the following? $$ 1-\sum_{k=1}^n a_{ik} \lambda_k + \sum_{j=1}^n \sum_{k=1}^n \lambda_j a_{jk} \lambda_k > 0, \...

Let $A_1$ be the $N \times N$-matrix for which $a_{i,j} = 1$ for $i=j$ and 0 otherwise. Let $A_2$ be the matrix for which $a_{i,j}=1$ for $|i-j| \leq 1$ and 0 otherwise. Similarly define $A_3$ (which ...

Was exploring quadratic programming optimization and for two types of problems the answers seemed to always equal. Problem 1: Minimize $\tfrac{1}{2} \mathbf{x}^T Q\mathbf{x}$ Subject to $ A \mathbf{...

I have a covariance matrix C. I have then formulated an quadratic optimization problem that involves the following matrix in the quadratic form: [ C C ] [ C C ] However, the quadratic solver ...