Why if A it's hermitian and positive-definite matrix, it's possible to factorize it with a lower–upper (LU) decomposition?

110 Views Asked by At

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.

1

There are 1 best solutions below

0
On

Let $A$ be a Hermitian matrix. Then $A>0$ iff its principal minors have a $>0 $ determinant.