Question: If A is an n n positive definite matrix and U is an n m matrix of rank m, show that UTAU is

If A is an n × n positive definite matrix and U is an n × m matrix of rank m, show that UTAU is positive definite.

Step by Step Solution

3.34 Rating (160 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

Given x in R n x T U T AUx Ux T A Ux 0 provided ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

950-M-L-A-L-S (6620).docx

120 KBs Word File

Students Have Also Explored These Related Linear Algebra Questions!