medium · Quantitative Finance prob-stats
If a symmetric matrix A is known to be positive definite, what can be said about the inverse matrix A^-1?
- The inverse matrix A^-1 is an upper triangular matrix.
- The inverse matrix A^-1 is negative definite.
- The inverse matrix A^-1 has a determinant equal to the negative of det(A).
- The inverse matrix A^-1 is also symmetric and positive definite.
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