A***C 发帖数: 143 | 1 Qij = vec(Ai)^T B^T \x B vec(Aj)
When B^T \x B is positive semi-definite,
Q is positive semi-definite,
you can further determine when Q is full rank to see
when Q is positive definite,
\x is the Kronecker product here.
You can use the matrix vectorization
http://en.wikipedia.org/wiki/Vectorization_(mathematics)
and make use of
Tr AiBAjB = = vec(Ai)^T vec(BAjB)
to obtain my conclusion |
|