Question: 24. Let A be a k x k positive definite matrix, a be a k x 1 vector, and be a scalar such that

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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