Linear Algebra and Its Applications · Problem 6.1.9

Positive Definite Matrices — Gilbert Strang

Mathematics · positive-definite-matrices-minima-maxima-saddle-points

Problem

The quadratic f(x1,x2)=3(x1+2x2)2+4x22f(x_1, x_2) = 3(x_1 + 2x_2)^2 + 4x_2^2 is positive. Find its matrix AA, factor it into LDLTLDL^T, and connect the entries in DD and LL to 33, 22, 44 in ff.

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