Positive Definite Matrix: A symmetric (or Hermitian) matrix with all eigenvalues positive, ensuring properties such as stability and invertibility. Geodesic Distance: The shortest path between two ...

113, pp. 794-804. [5] A. Melman: (2004): “Computation of the smallest even and odd eigenvalues of a symmetric positive-definite Toeplitz matrix”, SIAM J. on Matrix Analysis and Applications, 25, No. 4 ...

The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite ... the nr smallest eigenvalues are ...