(i) Show that if A is an n n symmetric, positive semi-definite matrix, then A must...
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(i) Show that if A is an n × n symmetric, positive semi-definite matrix, then A must have nonnegative diagonal elements.
(ii) Show that if A is an n × n symmetric, positive definite matrix, then A must have strictly positive diagonal elements.
(iii) Write down a 2 × 2 symmetric matrix with strictly positive diagonal elements that is not positive definite.
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Related Book For
Introductory Econometrics A Modern Approach
ISBN: 9781337558860
7th Edition
Authors: Jeffrey Wooldridge
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