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Consider the following matrix 3 A = 1 1 4 -1 1 a) Show that the matrix A is positive definite. b) Find the Cholesky factorization A=GGT. 1 5

Consider the following matrix 3 A = 1 1 4 -1 1 a) Show that the matrix A is positive definite. b) Find the Cholesky factorization A=GGT. 1 5

Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.4: Similarity And Diagonalization
Problem 50EQ
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Consider the following matrix A = 3 1 14 -1 1 a) Show that the matrix A is positive definite. b) Find the Cholesky factorization A = GG¹. 1 5
Transcribed Image Text:Consider the following matrix A = 3 1 14 -1 1 a) Show that the matrix A is positive definite. b) Find the Cholesky factorization A = GG¹. 1 5
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