Suppose A is symmetric and positive definite. Describe an algorithm to compute an upper triangular matrix R such that A = RRT.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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Suppose A is symmetric and positive definite. Describe an algorithm to compute an upper
triangular matrix R such that A = RRT.
Transcribed Image Text:Suppose A is symmetric and positive definite. Describe an algorithm to compute an upper triangular matrix R such that A = RRT.
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