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Exercise 1763Linear algebra › Matrices and linear systemsL1Added 3 Nov 2026

Cholesky factorization of a 2×2 matrix

#Cholesky#positive definite#factorization

Statement

Find the Cholesky factorization A=LLTA = LL^T of
A=(4225).A = \begin{pmatrix} 4 & 2 \\ 2 & 5 \end{pmatrix}.

Hint

Look for L=(a0bc)L = \begin{pmatrix} a & 0 \\ b & c \end{pmatrix} and solve LLT=ALL^T = A.

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Solution

Setup.
LLT=(a0bc)(ab0c)=(a2ababb2+c2).LL^T = \begin{pmatrix} a & 0 \\ b & c \end{pmatrix}\begin{pmatrix} a & b \\ 0 & c \end{pmatrix} = \begin{pmatrix} a^2 & ab \\ ab & b^2+c^2 \end{pmatrix}.

Identification. a2=4a^2 = 4, so a=2a = 2 (positive). ab=2ab = 2, so b=1b = 1. b2+c2=5b^2+c^2 = 5, so c2=4c^2 = 4, c=2c = 2 (positive).

Conclusion.
L=(2012).L = \begin{pmatrix} 2 & 0 \\ 1 & 2 \end{pmatrix}.

Verification.
LLT=(2012)(2102)=(4225).LL^T = \begin{pmatrix} 2 & 0 \\ 1 & 2 \end{pmatrix}\begin{pmatrix} 2 & 1 \\ 0 & 2 \end{pmatrix} = \begin{pmatrix} 4 & 2 \\ 2 & 5 \end{pmatrix}.