. Let A e CXm be invertible and suppose A*A = VTV*, where T is tridiagonal...

 

Transcribed Image Text:

. Let A e CXm be invertible and suppose A*A = VTV*, where T is tridiagonal and V is unitary. (a) Let T = B*B be the Cholesky factorization of T. Prove B must be upper bidi- agonal. (b) Prove there is unitary matrix U such that A = UBv. . Let A e CXm be invertible and suppose A*A = VTV*, where T is tridiagonal and V is unitary. (a) Let T = B*B be the Cholesky factorization of T. Prove B must be upper bidi- agonal. (b) Prove there is unitary matrix U such that A = UBv.