Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2001/ib/paper-2/14e/a/solution

For a real symmetric positive-definite matrix, the Cholesky decomposition is , where is upper triangular with positive diagonal; equivalently with lower triangular.
Existence can be proved by induction. Write , where . For a nonzero vector , evaluate the quadratic form at to obtain . The Schur complement is therefore positive definite. By induction it has factor , and
has . The one-dimensional starting case is the positive square root.
For uniqueness, if , then is upper triangular and satisfies . Since is upper triangular and equals , which is lower triangular, is diagonal. Orthogonality makes its diagonal entries , and positivity of the diagonals of forces . Hence and .

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