Solution

ID: past-exam-of-the-numerical-linear-algebra-course-of-the-university-of-oxford/2011/2/a/solution

The spectral theorem for real symmetric matrices gives with an orthogonal matrix . Positive definiteness makes every eigenvalue positive. Define the matrix square root
It is symmetric, its square is , and for any nonzero vector ,
Thus it is also positive-definite, and its matrix inverse is .

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