grandes-ecoles 2012 QIII.A

grandes-ecoles · France · centrale-maths2__psi Matrices Matrix Decomposition and Factorization
In this part all matrices are of format $(n, n)$, where $n$ is an integer greater than or equal to 2. We say that a real symmetric matrix is positive definite if and only if all its eigenvalues are strictly positive.
Let $A$ be a positive definite symmetric matrix.
Prove that there exists an invertible matrix $Y$ such that $A = { } ^ { t } Y Y$.
In this part all matrices are of format $(n, n)$, where $n$ is an integer greater than or equal to 2. We say that a real symmetric matrix is positive definite if and only if all its eigenvalues are strictly positive.

Let $A$ be a positive definite symmetric matrix.

Prove that there exists an invertible matrix $Y$ such that $A = { } ^ { t } Y Y$.