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 $\vec{x^{\rm T}} \mathbf{A} \vec{x}$ with $\mathbf{A}$ chosen to be a real, symmetric matrix. For example, $f(x_1,x_2) = \left[ x_1 x_2 \right] \left[\begin{array}{cc} a & b \\ c & d \end{array}\right] \left[ \begin{array}{c} x_1 \\ x_2 \end{array} \right]$. Good things follow. For example, if $\mathbf{A}$ is a PDM then $f$ has a simple minimum at $\vec{x}=0$. We also test for maxima, saddles, and horses.

Best dined upon by 2016/11/28

Duration: 19:24

2016/11/28

19:24

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