R programming- Mathematics Assignment

Internal code-MAS4301

Mathematics Assignment

Questions- Find the suitable proportion s1/s2 for which the matrix S=S1-S2 is positive semidefinite( so it has non negative eigenvalues) and the approximate point for which there is change from positive semidefinite to negative semidefinite matrix. This can be done by simulating some data in R (for example running a loop 1000 times). In the end, create histograms to illustrate the probabilities of being the matrix S positive semidefinite or negative semidefinite for different values of s1,s2 based on the previous results.