I am taking a course in numerical computing, it is very frustrating to me. Many of the problems are difficult to do and the book does not give enough explanation. Here I have a problme asking me to prove that "the inverse of a positive definite matrix is positive definite"
I have tried this problem, the best i can do is to get the inverse of A:
if A is positive definite, A = L*(transpose(L))
then inverse(A) = (transpose(L))' * L'
then what is the next step? maybe i was wrong in the first place? What's the approach to prove this problem?
I am really stuck in this problem.
Please help
I have tried this problem, the best i can do is to get the inverse of A:
if A is positive definite, A = L*(transpose(L))
then inverse(A) = (transpose(L))' * L'
then what is the next step? maybe i was wrong in the first place? What's the approach to prove this problem?
I am really stuck in this problem.
Please help
