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$A$ is $$A= \begin{pmatrix} 2 & 0 & 1 \\ 0 & 2 & 0 \\ 1 & 0 & 2 \\ \end{pmatrix} $$ Find a matrix $B$ so that $A=BB^{T}$. Hint: $A=PDP^{T}$.

eranreches
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1 Answers1

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Hint: since $D$ is diagonal, you can take its square root $\sqrt{D}$. Then define

$$B\equiv P\sqrt{D}$$

eranreches
  • 5,903