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Algebraic and geometric theory of quadratic forms and symmetric bilinear forms, e.g., values attained by quadratic forms, isotropic subspaces, the Witt ring, invariants of quadratic forms, the discriminant and Clifford algebra of a quadratic form, Pfister forms, automorphisms of quadratic forms.
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Block Covariance Matrix - Positive Definite? (Quadratic Optimization) [closed]
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 …