Paper 4, Section I, C

Numerical Analysis | Part IB, 2017

For the matrix

A=[111115551514141514λ]A=\left[\begin{array}{rrrr} 1 & 1 & 1 & 1 \\ 1 & 5 & 5 & 5 \\ 1 & 5 & 14 & 14 \\ 1 & 5 & 14 & \lambda \end{array}\right]

find a factorization of the form

A=LDLA=L D L^{\top} \text {, }

where DD is diagonal and LL is lower triangular with ones on its diagonal.

For what values of λ\lambda is AA positive definite?

In the case λ=30\lambda=30 find the Cholesky factorization of AA.

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