Skip to main content

All Questions

Filter by
Sorted by
Tagged with
9 votes
1 answer
472 views

$M = AA^t$ where $A$ has unit norm columns

Let $M \in \mathbb{R}^{k\times k}$ positive definite with $\operatorname{tr} M = m$, where $m$ is an integer such that $m \geq k$. I have found a way (using this answer) to decompose $M = AA^t$ with $...
Yair Daon's user avatar
  • 185
11 votes
1 answer
896 views

Decide if a matrix is transposable

A matrix $M$ is called transposable if it can be transformed into its transpose $M^t$ via row and column permutations. Is there an efficient a way/algorithm to decide if a given matrix is ...
Stefan Blausberg's user avatar
0 votes
1 answer
3k views

Cholesky decomposition – non-positive definite matrix

In order to pass the Cholesky decomposition, I understand the matrix must be positive definite. However, I also see that there are issues sometimes when the eigenvalues become very small but negative ...
C. Kwong's user avatar