Show that if an n x n matrix A is positive definite, then there exists a positive

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Show that if an n x n matrix A is positive definite, then there exists a positive definite matrix B such that A = BTB. [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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Linear Algebra And Its Applications

ISBN: 9781292351216

6th Global Edition

Authors: David Lay, Steven Lay, Judi McDonald

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