Paper 1, Section I, B

Numerical Analysis | Part IB, 2021

Prove, from first principles, that there is an algorithm that can determine whether any real symmetric matrix ARn×nA \in \mathbb{R}^{n \times n} is positive definite or not, with the computational cost (number of arithmetic operations) bounded by O(n3)\mathcal{O}\left(n^{3}\right).

[Hint: Consider the LDL decomposition.]

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