1.I.6D
Part IB, 2008
Show that if , where is a lower triangular matrix with all elements on the main diagonal being unity and is a diagonal matrix with positive elements, then is positive definite. Find and the corresponding when
1.I.6D
Show that if , where is a lower triangular matrix with all elements on the main diagonal being unity and is a diagonal matrix with positive elements, then is positive definite. Find and the corresponding when