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Exercise 2.1.17 (a) Let A be a positive definite matrix, and let R be its Cholesky factor, so that A = RT R. Verify
Exercise 2.1.17 (a) Let A be a positive definite matrix, and let R be its Cholesky factor, so that A = RT R. Verify that for all x E R", || x || A = || Rx ||2. (b) Using the fact that the 2-norm is indeed a norm on R", prove that the A-norm is a norm on R".
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Linear Algebra A Modern Introduction
Authors: David Poole
4th edition
1285463242, 978-1285982830, 1285982835, 978-1285463247
