Given a matrix L which is a lower triangular matrix with n raws and n columns, how may I prove that the following matrix is Positive Definite:
$$LL^T$$
In other words, I need to prove that for each $x!=0$, $$x^TLL^Tx>0$$
Given a matrix L which is a lower triangular matrix with n raws and n columns, how may I prove that the following matrix is Positive Definite:
$$LL^T$$
In other words, I need to prove that for each $x!=0$, $$x^TLL^Tx>0$$
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This is true only for non-singular matrices. $x^{T}LL^{T}x=\|Lx\|^{2}$. So the statement $x^{T}LL^{T}x>0$ whenever $x \neq 0$ is true iff $Lx=0$ implies $x=0$ iff $L$ is non-singular.