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Exercise 2208Linear algebra › Quadratic formsL1Added 3 Nov 2026

LDL decomposition of a symmetric matrix

#LDL decomposition#Sylvester#quadratic form

Statement

Write the matrix
A=(4225)A=\begin{pmatrix}4&2\\2&5\end{pmatrix}
in the form A=LDLTA=LDL^T with LL unit lower triangular and DD diagonal.

Hint

Use Gaussian elimination without pivoting, tracking the multipliers.

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Solution

First step. L2←L2−(1/2)L1L_2\leftarrow L_2-(1/2)L_1: multiplier ℓ21=1/2\ell_{21}=1/2. New matrix:
(4204).\begin{pmatrix}4&2\\0&4\end{pmatrix}.

Decomposition.
L=(101/21),D=(4004).L=\begin{pmatrix}1&0\\1/2&1\end{pmatrix},\qquad D=\begin{pmatrix}4&0\\0&4\end{pmatrix}.

Verify.
LDLT=(101/21)(4004)(11/201)=(4225).LDL^T=\begin{pmatrix}1&0\\1/2&1\end{pmatrix}\begin{pmatrix}4&0\\0&4\end{pmatrix}\begin{pmatrix}1&1/2\\0&1\end{pmatrix}=\begin{pmatrix}4&2\\2&5\end{pmatrix}.
Correct.

Conclusion. A=LDLTA=LDL^T with the matrices above.