Solution

ID: past-exam-of-the-numerical-analysis-course-of-the-university-of-oxford/2017/2/b/solution

Since every , the diagonal matrix is invertible. Set
The division is by the diagonal entry of row . Thus is an upper triangular matrix with diagonal entries one and .
To use symmetry without assuming the conclusion, multiply by the matrix inverse of and its transpose:
The matrix is symmetric because is a symmetric matrix. It is also an upper triangular matrix, since every factor on the right is an upper triangular matrix. A symmetric upper triangular matrix is diagonal. Its diagonal is exactly , because and have diagonal entries one. Hence , giving
This is the LDL decomposition.
Take the positive square roots of the diagonal entries:
The matrix is a lower triangular matrix with positive diagonal, and
This is a Cholesky decomposition. For a nonzero vector , the vector is nonzero because is invertible. Therefore
Here is the Euclidean norm. Thus is a positive-definite matrix.

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