6. Show that the matrix A below is positive definite, and find a matrix P such that...
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6. Show that the matrix A below is positive definite, and find a matrix P such that P'P = A.
$$A = \begin{bmatrix}
1 & 0 & -1 \\
0 & 2 & 1 \\
-1 & 1 & 2
\end{bmatrix}$$.
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Related Book For
Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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