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[9, Exercise 1.3.3] Consider the minimization problem min{xQx:XER?}, where Q is a positive definite 2 x 2 matrix. Suppose we use the diagonal scaling matrix
[9, Exercise 1.3.3] Consider the minimization problem min{xQx:XER?}, where Q is a positive definite 2 x 2 matrix. Suppose we use the diagonal scaling matrix Q D= Q7 Show that the above scaling matrix improves the condition number of Q in the x(D1/2QD1/2)
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