Let S be a positive definite n n matrix. For any x in Rn define ||x||

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Let S be a positive definite n × n matrix. For any x in Rn define ||x|| = (xtSx)1/2. Show that this defines a norm on Rn. [Use the Cholesky factorization of S to show that xtSy = ytSx ≤ (xtSx)1/2(ytSy)1/2.]

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Numerical Analysis

ISBN: 978-0538733519

9th edition

Authors: Richard L. Burden, J. Douglas Faires

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Question Posted: Mar 22, 2016 02:56 AM

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Let S be a positive definite n n matrix. For any x in Rn define ||x||

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Numerical Analysis

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