Find a factorization b ldlt where l is lower triangular


Question: The matrix

842_B!.png

is not positive definite but is positive semidefinite. Find a factorization B = LDLT, where L is lower triangular with ones on the diagonal and D is a diagonal matrix with nonnegative diagonal elements. If such a factorization exists for every symmetric positive semidefinite matrix, explain why. If not, give a counterexample.

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Engineering Mathematics: Find a factorization b ldlt where l is lower triangular
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