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Question
Show that for a symmetric positive definite matrix the symmetry and positive definiteness are preserved in Gaussian elimination if diagonal elements are taken as pivot elements, i.e., the submatrices $a_{j k}^{(m)}, j, k=m, \ldots, n$, are symmetric and positive definite.Show more…
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Step 1
Step 1: Start with a symmetric positive definite matrix A of size n x n. Show more…
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