Exercise Solution 2.10
- The Cholesky algorithm yields the matrix
Because the algorithm completes successfully with no 0 diagonal elements, the original matrix is positive definite.
- At the fifth step of the Cholesky algorithm, we obtain
where x is indeterminate. We set x equal to 0 and proceed. We obtain the matrix
Because this has a 0 diagonal element, we conclude that the original matrix is singular positive semidefinite.
- The Cholesky algorithm fails. The matrix is neither positive definite nor singular positive semidefinite.