Exercise 3.2.9

Answers

We have S = LDLT, so D is diagonal and thus symmetric, L is lower triangular matrix, which is invertible, so we see that S is a congruent matrix to D. Apply the “Law of Inertia”, we can say that S and D have the same number of positive/negative/zero eigenvalues. On the other side, we know that the eigenvalues of D are actually the elements on its diagonal, i.e. the pivots of S.

So we conclude that the signs of the pivots of S (in D) match the signs of the eigenvalues of S.

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2020-03-20 00:00
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