Reminder: As PD matrices are defined vector X is not the vector 0
Given a positive definite matrix A which is symmetric We need to prove that he following elements in the main diagonal are all positive
(A(1,1) A(2,2) ... A(n,n))
Reminder: As PD matrices are defined vector X is not the vector 0
Given a positive definite matrix A which is symmetric We need to prove that he following elements in the main diagonal are all positive
(A(1,1) A(2,2) ... A(n,n))
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$A=[a_{i,j}]$ is the matrix of the scalar product $<x,y>=x^TAy$.
Then $<e_i,e_i>=||e_i||^2=e_i^TAe_i=a_{i,i}>0$.