Hello,
I need to prove that where is the hessian matrix and therefore is PSD (Cholesky).
Trying to prove the first direction I basically end with but can not see why it implies that
Can anyone please advice?
TIA,
Best regards,
Giovanni
Hello,
I need to prove that where is the hessian matrix and therefore is PSD (Cholesky).
Trying to prove the first direction I basically end with but can not see why it implies that
Can anyone please advice?
TIA,
Best regards,
Giovanni