(a) Show that the diagonal entries of a positive definite matrix
are positive numbers.
(b) Show that...
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(a) Show that the diagonal entries of a positive definite matrixare positive numbers.
(b) Show that if B is a nonsingular square matrix, thenBTB is an SPD matrix.(Hint. you simply need to show thepositive definiteness, which does requires the nonsingularity ofB.)
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