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Show that if S is an n x n positive definite symmetric matrix and T is any symmetric n x n matrix, then S + cT is positive definite symmetric...

Show that if S is an n × n positive definite symmetric matrix and T is any symmetricn × n matrix, then S + εT is positive definite symmetric provided |ε| is small enough.

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Show that if S is an n x n positive definite symmetric matrix and T is any symmetric
n x n matrix, then S + cT is positive definite symmetric provided | | is small enough.

Top Answer

 S + ϵ T  is a positive definite matrix for all  ϵ < ​ 2 n ​ 2 ​ ​ max { ∣ T... View the full answer

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