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Discuss the cauchy inequality method

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Reference no: EM131584273

Question: 1. Use Cauchy's Inequality to show that, for any fixed vector a, the choice b = βa maximizes the quantity |b†a| 2/b†b, for any constant β.

2. Use the definition of the covariance matrix Q to show that Q is Hermitian and that, for any vector y, y†Qy ≥ 0. Therefore, Q is a nonnegative definite matrix and, using its eigenvector decomposition, can be written as Q = CC†, for some invertible square matrix C.

Reference no: EM131584273

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