On a Factorisation of Positive Definite Matrices
Canadian mathematical bulletin, Tome 6 (1963) no. 3, pp. 405-407
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All our matrices are square with real elements. The Schur product of two n × n matrices B = (bij) and C = (cij) (i, j, = 1, 2, ..., n), is an n × n matrix A = (aij) with aij = bij cij, (i, j = 1, 2, ..., n).A result due to Schur [1] states that if B and C are symmetric positive definite matrices then so is their Schur product A. A question now a rises. Can any symmetric positive definite matrix be expressed as a Schur product of two symmetric positive definite matrices? The answer is in the affirmative as we show in the following theorem.
Majindar, Kulendra N. On a Factorisation of Positive Definite Matrices. Canadian mathematical bulletin, Tome 6 (1963) no. 3, pp. 405-407. doi: 10.4153/CMB-1963-035-9
@article{10_4153_CMB_1963_035_9,
author = {Majindar, Kulendra N.},
title = {On a {Factorisation} of {Positive} {Definite} {Matrices}},
journal = {Canadian mathematical bulletin},
pages = {405--407},
year = {1963},
volume = {6},
number = {3},
doi = {10.4153/CMB-1963-035-9},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1963-035-9/}
}
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