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Questions about the properties of vector spaces and linear transformations, including linear systems in general.
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Diagonal entries of a Cholesky factorization
Let $I$ denote an identity matrix, $E$ denote the all-one matrix of dimension $k\times k$ and $c$ some positive real number. Define $X=B(I-cE)B^T$ where $B$ is given by
$B:=\begin{pmatrix}
1 &\beta_1 …