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newbietolinalg

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21 reputation
bio website visits member for 1 year, 2 months
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location seen Mar 15 '12 at 4:14
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4 Questions

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Given $Z_1$ and $Z_2$ independent normal variables, find a pair $X_1,X_2$ with correlation $p$
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Triadiagonal Symmetric Positive Definite matrix show that $B_N = C_N C_N^T$
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I have to show that the matrix $M^TM$ is SPD if and only if the columns of the matrix M are linearly independent
0
Uniqueness of Cholesky factorization

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+5 Triadiagonal Symmetric Positive Definite matrix show that $B_N = C_N C_N^T$
+5 I have to show that the matrix $M^TM$ is SPD if and only if the columns of the matrix M are linearly independent
+10 Given $Z_1$ and $Z_2$ independent normal variables, find a pair $X_1,X_2$ with correlation $p$

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