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| | djalil.chafai.net
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| | This post is mainly devoted to a probabilistic proof of a famous theorem due to Schoenberg on radial positive definite functions. Let us begin with a general notion: we say that \( {K:\mathbb{R}^d\times\mathbb{R}^d\rightarrow\mathbb{R}} \) is a positive definite kernel when \[ \forall n\geq1, \forall x_1,\ldots,x_n\in\mathbb{R}^d, \forall c\in\mathbb{C}^n, \quad\sum_{i=1}^n\sum_{j=1}^nc_iK(x_i,x_j)\bar{c}_j\geq0. \] When \( {K} \) is symmetric, i.e. \( {K(x,y)=K(y,x)} \) for...
| | nhigham.com
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| | The trace of an $latex n\times n$ matrix is the sum of its diagonal elements: $latex \mathrm{trace}(A) = \sum_{i=1}^n a_{ii}$. The trace is linear, that is, $latex \mathrm{trace}(A+B) = \mathrm{trace}(A) + \mathrm{trace}(B)$, and $latex \mathrm{trace}(A) = \mathrm{trace}(A^T)$. A key fact is that the trace is also the sum of the eigenvalues. The proof is by...
| | stephenmalina.com
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| | Selected Exercises # 5.A # 12. Define $ T \in \mathcal L(\mathcal P_4(\mathbf{R})) $ by $$ (Tp)(x) = xp'(x) $$ for all $ x \in \mathbf{R} $. Find all eigenvalues and eigenvectors of $ T $. Observe that, if $ p = a_0 + a_1 x + a_2 x^2 + a_3 x^3 + a_4 x^4 $, then $$ x p'(x) = a_1 x + 2 a_2 x^2 + 3 a_3 x^3 + 4 a_4 x^4.
| | codeinthehole.com
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| A short guide to getting things to look nice