Chapter 3: Problem 34
If \(A\) is symmetric and invertible and \(A=L D L^{T}\) (with \(L\) unit lower triangular and \(D\) diagonal), prove that this factorization is unique. That is, prove that if we also have \(A=L_{1} D_{1} L_{1}^{T}\) (with \(L_{1}\) unit lower triangular and \(D_{1}\) diagonal), then \(L=L_{1}\) and \(D=D_{1}\).
Short Answer
Step by step solution
Express the two factorizations
Equating the factorizations
Analyze the inverse expressions
Use the property of triangular matrices
Equate corresponding elements
Conclusion
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Symmetric Matrix
- Key Property: The concept of symmetry means \( A[i, j] = A[j, i] \) for all elements.
- Applications: They occur frequently in areas such as physics, optimization, and statistics.
- Characteristic: Symmetric matrices have real eigenvalues, which is important in many applications.
Invertible Matrix
- Condition: A matrix must be square (same number of rows and columns) and have a non-zero determinant to be invertible.
- Significance: Invertible matrices allow for solving systems of linear equations, as they can reverse or "undo" transformations.
- Applications: These matrices are crucial in linear algebra applications, including engineering and computer graphics.
Lower Triangular Matrix
- Structure: If \(A\) is a lower triangular matrix, then \(A[i, j] = 0\) for all \(i < j\).
- Unit Lower Triangular: A unit lower triangular matrix is a special case where all the diagonal elements are 1.
- Properties: Multiplying two lower triangular matrices results in another lower triangular matrix.
Diagonal Matrix
- Form: A diagonal matrix \(D\) has the property that \(D[i, j] = 0\) for \(i eq j\).
- Invertibility: A diagonal matrix is invertible if and only if all its diagonal elements are non-zero.
- Operations: Diagonal matrices are straightforward to manipulate because operations like multiplication and finding powers are simplified to dealing with the diagonal elements only.