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maxamillianos
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How to solve for bounds restricting ${\Sigma}$ to symmetric-positive-semi-definiteness?
thanks for this, double checked it computationally. I cant figure out how you came up with the expression for the eigenvalues. Do you mind helping me out with the intuition/derivation of the expression?
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How to solve for bounds restricting ${\Sigma}$ to symmetric-positive-semi-definiteness?
For my attempt, I tried finding an interpretable closed form expression for ${\lambda_{min}}$ of ${M}$, but my goal is to figure out the bounds of ${x}$ to restrict ${\Sigma}$ to symmetric positive semi definite.
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