Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/ib/paper-1/6f/solution

For the Cholesky decomposition , choose lower triangular with positive diagonal whenever is positive-definite. Successive entries are
The equation gives , so . Finally,
Thus for ,
It is nonsingular, and for every nonzero vector , .
Necessity also follows from the leading principal determinants , and , or directly from the second elimination pivot. Hence
At the displayed limiting factor still satisfies , but has rank two and zero second diagonal entry: is positive semidefinite, not positive-definite. For , taking gives , so no real factor exists.

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