1.I.6D

Numerical Analysis | Part IB, 2008

Show that if A=LDLTA=L D L^{T}, where LRm×mL \in \mathbb{R}^{m \times m} is a lower triangular matrix with all elements on the main diagonal being unity and DRm×mD \in \mathbb{R}^{m \times m} is a diagonal matrix with positive elements, then AA is positive definite. Find LL and the corresponding DD when

A=[112131213]A=\left[\begin{array}{rrr} 1 & -1 & 2 \\ -1 & 3 & 1 \\ 2 & 1 & 3 \end{array}\right]

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