All Questions
4 questions
0
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$A_{n \times m} D_{m \times m} A^T_{m \times n} + \alpha I_{n \times n}$
Assume that we have a matrix product of form $B=A_{n \times m} D_{m \times m} A^T_{m \times n} + \alpha I_{n \times n}$. $D$ is a positive diagonal matrix, $I$ is identity matrix, $\alpha>0$ and $m ...
-1
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1
answer
195
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Determinant of $Z^TZ$ [closed]
If one is looking at the characteristic polynomial of the $m \times m$ dimensional matrix $Z^TZ$ then apparently the coefficient of $(-1)^{m-k}$ in it can be written as, $\sum_{U \subset [m], V \...
1
vote
1
answer
18k
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Derivative of log determinant and inverse
I have a matrix $\Sigma$ with element $(i,j)$
$$\Sigma_{i,j}= \exp(-h_{i,j}\rho).$$
The matrix is positive definite and symmetric (it is a covariance matrix).
Now I need to evaluate
$$\frac{\...
20
votes
1
answer
25k
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When does the $4\times 4$ 'false Sarrus rule' compute the determinant correctly?
This question is most probably not research level, but I thought that the MO folks might like it... Feel free to close.
Here is the motivation: If you have ever taught a maths course for engineers ...