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categoryرياضيات schoolبكالوريوس event_available2026-07-14

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Given a vector y and a positive definite symmetric matrix. Q, consider the problem max y'x I s. t. x'Qx ≤1, Show that the optimal value is √y'Q-¹y and use this fact to establish the inequality (x'y) ≤ (x'Qx) (y'Q¯¹y).

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