Why if A it's hermitian and positive-definite matrix, it's possible to factorize it with a lower–upper (LU) decomposition?
If this two hipothesis are true, then all the principal minors of the matrix are invertible.
Why if A it's hermitian and positive-definite matrix, it's possible to factorize it with a lower–upper (LU) decomposition?
If this two hipothesis are true, then all the principal minors of the matrix are invertible.
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Let $A$ be a Hermitian matrix. Then $A>0$ iff its principal minors have a $>0 $ determinant.