I want the G matrix (cholesky decomposition) in
A =GG'
to be of positive numbers only. A is a positive (all elements) symmetric matrix.
Is there a theorem that says 'if all the elements in A is positive, so is G'?
I want the G matrix (cholesky decomposition) in
A =GG'
to be of positive numbers only. A is a positive (all elements) symmetric matrix.
Is there a theorem that says 'if all the elements in A is positive, so is G'?