The successive differences of the constant entries give a simple LDL decomposition:
For example, entry of is the sum of the first entries of , directly verifying every entry of . Because is an invertible matrix, is strictly positive for every nonzero vector exactly when every diagonal entry of is positive. Consequently
At it is a positive semidefinite matrix and singular; for its quadratic form takes both positive and negative values.
When , taking positive square roots of yields the Cholesky decomposition
Apply symmetric Gaussian elimination without row exchanges. At step , let be the leading diagonal entry of the remaining symmetric Schur complement. If , stop and report that is not positive definite. If , use it to eliminate the rest of its row and column. If all steps succeed, this constructs an LDL decomposition
where is unit lower triangular and has positive diagonal.
The test is correct from first principles. If all , then for every nonzero ,
because is invertible. Conversely, if is positive definite, its first pivot is , and completing the square gives
Choosing shows that the Schur complement is positive definite. Induction forces every pivot to be positive. This is also Sylvester's criterion.
At step , updating the remaining matrix costs arithmetic operations. Hence the total is
which proves the existence of the required algorithm.