Re: [R] A question about positive definite matrix

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Re: [R] A question about positive definite matrix

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Re: [R] A question about positive definite matrix

On 20/10/2008, at 5:26 PM, rlearner309 wrote: 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 defini

[R] A question about positive definite matrix

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}