Episode 23b (19:24):
Positive Definite Matrices in the Wild
Summary:
We show how certain polynomial functions can be gainfully re-written in the form →xTA→x with A chosen to be a real, symmetric matrix. For example, f(x1,x2)=[x1x2][abcd][x1x2]. Good things follow. For example, if A is a PDM then f has a simple minimum at →x=0. We also test for maxima, saddles, and horses.
Best dined upon by 2016/11/28
Duration: 19:24