Commit 2025-10-11 15:08 26fbcd9e
View on Github →feat: introduce Gram matrices (#25883)
A Gram matrix has entry ⟪v i, v j⟫ at i j : n, where v : n → α is an InnerProductSpace 𝕜 α.
Give this notion and show that Gram matrices are positive semi-definite.
This will be used later in order to show that the covariance matrix for Brownian Motion is positive semi-definite.