Is the inverse of a positive definite matrix positive definite?
Is the inverse of a positive definite matrix positive definite? The matrix inverse of a positive definite matrix is also positive definite. The definition of positive definiteness is equivalent to the requirement that the determinants associated with all upper-left submatrices are positive. How do you find the determinant of a block matrix? det(M)=det(A−BD−1C)det(D). det ( […]