Show that if an n × n matrix A is positive definite, then there exists a positive definite matrix B such that A = BTB. [Hint: Write A = PDPT, with PT = P–1. Produce a diagonal matrix C such that D = CTC, and let B = PCPT. Show that B works.]

Elementary Linear Algebra (MindTap Course List)
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Author:Ron Larson
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Chapter4: Vector Spaces
Section4.6: Rank Of A Matrix And Systems Of Linear Equations
Problem 77E: Let A and B be square matrices of order n satisfying, Ax=Bx for all x in all Rn. a Find the rank and...
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Show that if an n × n matrix A is positive definite, then there exists a positive definite matrix B such that A = BTB. [Hint: Write A = PDPT, with PT = P–1. Produce a diagonal matrix C such that D = CTC, and let B = PCPT. Show that B works.]

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