Using Python, to help solve the following problem. Provide an explanation of your solutions to the problem. 4. A symmetric matrix D is positive definite if xTTDx > 0 for any nonzero vector x. It can be proved that any symmetric, positive definite matrix D can be factored in the form D = LLT for some lower triangular matrix L with nonzero diagonal elements. This is called the Cholesky factorization of D. Consider the matrix [2.25 -3 4.5 A = -3 5 -10 4.5 -10 34 a. Is A positive definite? Explain. b. Find a lower triangular matrix L such that LLT = A.

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## Using Python to Solve Mathematical Problems: Cholesky Factorization

### Problem Statement

Using Python, to help solve the following problem. Provide an explanation of your solutions to the problem.

4. A symmetric matrix \( D \) is **positive definite** if \( x^T D x > 0 \) for any nonzero vector \( x \). It can be proved that any symmetric, positive definite matrix \( D \) can be factored in the form \( D = LL^T \) for some lower triangular matrix \( L \) with nonzero diagonal elements. This is called the **Cholesky factorization** of \( D \). Consider the matrix

\[ 
A = \begin{bmatrix} 
2.25 & -3 & 4.5 \\
-3 & 5 & -10 \\
4.5 & -10 & 34 
\end{bmatrix}.
\]

#### a. Is \( A \) positive definite? Explain.

#### b. Find a lower triangular matrix \( L \) such that \( LL^T = A \).

---

### Explanation of Concepts

**Positive Definite Matrix:** A symmetric matrix \( D \) is positive definite if \( x^T D x \) is greater than zero for any nonzero vector \( x \). This property ensures that all eigenvalues of the matrix are positive.

**Cholesky Factorization:** For any symmetric, positive definite matrix \( D \), there exists a unique lower triangular matrix \( L \) such that \( D = LL^T \). This \( L \) has nonzero diagonal elements, and the factorization simplifies various matrix computations.

### Steps to Solve the Problem

1. **Check Positive Definiteness of \( A \):**
   - Verify if \( A \) is symmetric.
   - Check the leading principal minors (determinants of the top-left \( k \times k \) submatrices) are all positive.
  
2. **Compute the Cholesky Factor \( L \):**
   - Use an algorithm or a computational tool like Python to find the lower triangular matrix \( L \) such that \( LL^T = A \).

### Practical Application Using Python

Here's an implementation in Python to address the problem:

```python
import numpy as np

# Define matrix A
A = np.array([[2.25, -3, 4.5],
              [-3, 5
Transcribed Image Text:## Using Python to Solve Mathematical Problems: Cholesky Factorization ### Problem Statement Using Python, to help solve the following problem. Provide an explanation of your solutions to the problem. 4. A symmetric matrix \( D \) is **positive definite** if \( x^T D x > 0 \) for any nonzero vector \( x \). It can be proved that any symmetric, positive definite matrix \( D \) can be factored in the form \( D = LL^T \) for some lower triangular matrix \( L \) with nonzero diagonal elements. This is called the **Cholesky factorization** of \( D \). Consider the matrix \[ A = \begin{bmatrix} 2.25 & -3 & 4.5 \\ -3 & 5 & -10 \\ 4.5 & -10 & 34 \end{bmatrix}. \] #### a. Is \( A \) positive definite? Explain. #### b. Find a lower triangular matrix \( L \) such that \( LL^T = A \). --- ### Explanation of Concepts **Positive Definite Matrix:** A symmetric matrix \( D \) is positive definite if \( x^T D x \) is greater than zero for any nonzero vector \( x \). This property ensures that all eigenvalues of the matrix are positive. **Cholesky Factorization:** For any symmetric, positive definite matrix \( D \), there exists a unique lower triangular matrix \( L \) such that \( D = LL^T \). This \( L \) has nonzero diagonal elements, and the factorization simplifies various matrix computations. ### Steps to Solve the Problem 1. **Check Positive Definiteness of \( A \):** - Verify if \( A \) is symmetric. - Check the leading principal minors (determinants of the top-left \( k \times k \) submatrices) are all positive. 2. **Compute the Cholesky Factor \( L \):** - Use an algorithm or a computational tool like Python to find the lower triangular matrix \( L \) such that \( LL^T = A \). ### Practical Application Using Python Here's an implementation in Python to address the problem: ```python import numpy as np # Define matrix A A = np.array([[2.25, -3, 4.5], [-3, 5
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