Exercise Solution 2.10

Exercise Solution 2.10

  1. The Cholesky algorithm yields the matrix

    [s1]

    Because the algorithm completes successfully with no 0 diagonal elements, the original matrix is positive definite.

  2. At the fifth step of the Cholesky algorithm, we obtain

    [s2]

    where x is indeterminate. We set x equal to 0 and proceed. We obtain the matrix

    [s3]

    Because this has a 0 diagonal element, we conclude that the original matrix is singular positive semidefinite.

  3. The Cholesky algorithm fails. The matrix is neither positive definite nor singular positive semidefinite.

 
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