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A First Course in Linear Algebra, 2017a

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430 Spectral Theory<br />

Supply reasons for each step <strong>in</strong> the follow<strong>in</strong>g argument. <strong>First</strong><br />

λX T X =(AX) T X = X T AX = X T AX = X T λX = λX T X<br />

and so λ = λ. This shows that all eigenvalues are real. It follows all the eigenvectors are real. Why? Now<br />

let X,Y, μ and λ be given as above.<br />

λ (X •Y )=λX •Y = AX •Y = X • AY = X • μY = μ (X •Y )=μ (X •Y )<br />

and so<br />

Why does it follow that X •Y = 0?<br />

(λ − μ)X •Y = 0<br />

Exercise 7.4.15 F<strong>in</strong>d the Cholesky factorization for the matrix<br />

⎡<br />

1 2<br />

⎤<br />

0<br />

⎣ 2 6 4 ⎦<br />

0 4 10<br />

Exercise 7.4.16 F<strong>in</strong>d the Cholesky factorization of the matrix<br />

⎡<br />

4 8<br />

⎤<br />

0<br />

⎣ 8 17 2 ⎦<br />

0 2 13<br />

Exercise 7.4.17 F<strong>in</strong>d the Cholesky factorization of the matrix<br />

⎡<br />

4 8<br />

⎤<br />

0<br />

⎣ 8 20 8 ⎦<br />

0 8 20<br />

Exercise 7.4.18 F<strong>in</strong>d the Cholesky factorization of the matrix<br />

⎡<br />

1 2<br />

⎤<br />

1<br />

⎣ 2 8 10 ⎦<br />

1 10 18<br />

Exercise 7.4.19 F<strong>in</strong>d the Cholesky factorization of the matrix<br />

⎡<br />

1 2<br />

⎤<br />

1<br />

⎣ 2 8 10 ⎦<br />

1 10 26<br />

Exercise 7.4.20 Suppose you have a lower triangular matrix L and it is <strong>in</strong>vertible. Show that LL T must<br />

be positive def<strong>in</strong>ite.

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