Positive Definite Matrix Range - Quant Trader Interview Question
Difficulty: Medium
Category: Linear Algebra & Machine Learning
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Topics: linear-algebra, positive-definite, eigenvalues, matrix
Problem Description
Consider the matrix $A = \begin{pmatrix} 2 & x \\ x & 2 \end{pmatrix}$. Determine the range of values for $x$ for which $A$ is positive definite. Recall that a matrix is positive definite if all its eigenvalues are positive.
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