Similar as the title, how to prove that $\Omega = PP'$ implies $P^{-1}\Omega(P')^{-1} = I$, where $\Omega$ is a symmetric and positive definite matrix.
2026-03-26 06:06:52.1774505212
Showing $\Omega = PP'$ implies $P^{-1}\Omega(P')^{-1} = I$, where $\Omega$
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Multiply by $P^{-1}$ on the left, then $(P^\prime)^{-1}$ on the right.