Suppose that the positive definite matrix A has the Cholesky factorization A = LLt and
Chapter 6, Problem 32(choose chapter or problem)
Suppose that the positive definite matrix A has the Cholesky factorization A = LLt and also the factorization A = LD Lt , where D is the diagonal matrix with positive diagonal entries d11, d22, ... , dnn. Let D1/2 be the diagonal matrix with diagonal entries d11, d22, ... , dnn. a. Show that D = D1/2D1/2. b. Show that L = LD 1/2.
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