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Implicit in this discussion is the fact that the matrix is positive definite, no?
by santaclaus 11y ago
Implicit in this discussion is the fact that the matrix is positive definite, no?
- shoo 11y agoyeah. and helpfully, in this context, if you're starting from the point of minimising the L2 error between the output of some linear function and a target, then the resulting linear system will have the form $A^T A x = A^T b$, so the matrix in question is $A^T A$, so it'll always be positive semidefinite.