[筆記] Convex Optimization 2015.09.23

Positive (semi)definite metricsweb Notations: A∈Sn means A∈Rn×n , A symmetric A≥0 or A∈Sn+ means A positive semidefinite ( xTAx≥0,∀x∈Rn ) A>0 or A∈Sn++ means A positive definite ( xTAx>0,∀x∈Rn∖{0} ) R

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