24. Let A be a k x k positive definite matrix, a be a k x 1...
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24. Let A be a k x k positive definite matrix, a be a k x 1 vector, and α be a scalar such that α > a'A-1a; show that A* is a positive definite matrix when A* is defined by A* =
[ A a ]
[ a' α ]
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Related Book For
Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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