I want to prove $\mathbf{S}{++}^{n} = relint(\mathbf{S}{+}^{n})$. I’m stuck on showing $\mathbf{S}{++}^{n} \subseteq relint(\mathbf{S}{+}^{n})$. I know the approach is something along the lines of Fix A in $\mathbf{S}{++}^{n}$, and then show there exists a distance r such that any other matrix B in $relint(\mathbf{S}{+}^{n})$ that is a distance r away is still contained within $\mathbf{S}_{++}^{n}$. But I’m not sure how to get started to find this r. I’m using the induced 2-norm for defining matrix distances
#Proving relative interior of PSD Matrices
random linden
edgy daggerBOT
I want to prove $\mathbf{S}_{++}^{n} = relint(\mathbf{S}_{+}^{n})$. I’m stuck on...
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sharp tiger
I can't make out what you're asking