Exercise 3.2.10

Answers

We decompose H into a format of LDLT, that is H = [ S C CT 0 ] = [ 1 0 CT S1 1 ] [S 0 0 CT S1 C ] [1S1C 0 1 ] So the matrix D = [S 0 0 CT S1 C ], whichhas n positive pivots and n negative pivots coming from CTS1C. According to prlbem 9, we see that the eigenvalues of H match the signs of pivots in H, i.e. D.

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2020-03-20 00:00
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