3. (12pts) Answer the following questions: (a) Show that if a square matrix A has decomposition A = LLT with L nonsingular, then A is symmetric positive definite. (b) Find (by hand) the Cholesky factor L in the decomposition A = LLT for the 1 1 1 matrix A1 55 Solve the linear system Ax = b where 1 5 14, b = (3, 11, 20).

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.5: Subspaces, Basis, Dimension, And Rank
Problem 63EQ
Question
3. (12pts) Answer the following questions:
(a) Show that if a square matrix A has decomposition A = LLT with L nonsingular,
then A is symmetric positive definite.
(b) Find (by hand) the Cholesky factor L in the decomposition A = LLT for the
1 1 1
matrix A1 55
Solve the linear system Ax = b where
1 5 14,
b = (3, 11, 20).
Transcribed Image Text:3. (12pts) Answer the following questions: (a) Show that if a square matrix A has decomposition A = LLT with L nonsingular, then A is symmetric positive definite. (b) Find (by hand) the Cholesky factor L in the decomposition A = LLT for the 1 1 1 matrix A1 55 Solve the linear system Ax = b where 1 5 14, b = (3, 11, 20).
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps with 12 images

Blurred answer
Recommended textbooks for you
Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
Algebra
ISBN:
9781285463247
Author:
David Poole
Publisher:
Cengage Learning
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage
Elementary Linear Algebra (MindTap Course List)
Elementary Linear Algebra (MindTap Course List)
Algebra
ISBN:
9781305658004
Author:
Ron Larson
Publisher:
Cengage Learning
Calculus For The Life Sciences
Calculus For The Life Sciences
Calculus
ISBN:
9780321964038
Author:
GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:
Pearson Addison Wesley,
College Algebra
College Algebra
Algebra
ISBN:
9781305115545
Author:
James Stewart, Lothar Redlin, Saleem Watson
Publisher:
Cengage Learning