Question
For a symmetric matrix A that is real and of dimension nxn, prove that A is positive semidefinite if and only if there exists some
For a symmetric matrix A that is real and of dimension nxn, prove that A is positive semidefinite if and only if there exists some matrix B that is real and of dimension nxn such that (B^T)AB is positive semidefinite.
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An Introduction to the Mathematics of Financial Derivatives
Authors: Ali Hirsa, Salih N. Neftci
3rd edition
012384682X, 978-0123846822
