Show that if A is a p*p positive definite matrix, then there exists a lower
triangular matrix L such that LAL'=Ip
目前有朝Cholesky分解去想 A=LL' 但不知道怎麼湊

http://i.imgur.com/Jj4woU7.jpg不知道對不對

http://imgur.com/a/4CGVR我也不知道對不對@@ 有錯請指正

樓上想法應該沒錯，A正定等價於A可LL^t分解且L為下三角對角項為正