[R] A question about positive definite matrix

rlearner309 unixunix99 at gmail.com
Mon Oct 20 06:26:02 CEST 2008


I know, this is a forum about R.  But I am so desperate of this problem (BTW,
anyone knows any good Statistics/Math forum to post question like this?):

A and B are both n x n positive definite matrix.
Denote A > B, if A - B is positive definite.
I know this is true: if A > B, then A^{-1} < B^{-1}.  But how to prove this?
I tried to diagonalize A and B, but since they can have different eigen
structure,... I am stuck here.
Thanks a lot for any help here.
-- 
View this message in context: http://www.nabble.com/A-question-about-positive-definite-matrix-tp20063054p20063054.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list