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1 change: 1 addition & 0 deletions src/applications.xml
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<xi:include href="./least-squares.xml" />
<xi:include href="./curve-fitting.xml" />
<xi:include href="./recurrence-relations.xml" />

</chapter>
14 changes: 14 additions & 0 deletions src/bookinfo.xml
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<!-- For title into HTML head, then tabs, bookmarks, etc -->
<initialism>SCLA</initialism>


<!-- For LaTeX-based images; inserted both into tex preamble, -->
<!-- and into standalone preambles for svg production -->

<latex-image-preamble>
\usepackage{tikz}
\usetikzlibrary{backgrounds}
\usetikzlibrary{arrows}
\usetikzlibrary{matrix}
\usepackage{forest}
\usepackage{wasysym}
</latex-image-preamble>


<!-- These subsequent macro definitions allow for a consistent look for -->
<!-- mathematical structures. It is relatively safe to play around with -->
<!-- variants if you desire other notation or looks. -->
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2 changes: 1 addition & 1 deletion src/cholesky.xml
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<mrow>&amp;=\adjoint{U_1}A_1U_1</mrow>
</md> The only obstacle to this computation is the square root of the entry in the top left corner of <m>A</m>, and the result should be positive. If we apply the positive definite condition, with <m>\vect{x}=\vect{e}_1</m> (the first column of the identity matrix) then we have <me>a=\innerproduct{\vect{e}_1}{A\vect{e}_1}\gt 0</me>.</p>

<p>Can we repeat this decomposition on the <m>(n-1)\times(n-1)</m> matrix <m>B-\frac{1}{a}\vect{y}\adjoint{\vect{y}}</m>? As before we just need a strictly positive entry in the upper left corner of this slightly smaller matrix. Similar to before, employ the positive definite condition for <m>A</m> using <m>\vect{x}=\inverse{U_1}\vect{e}_2</m> and employ the version of <m>A</m> defining <m>A_1</m> (see Exercise<nbsp /><xref ref="exercise-compute-cholesky-positive-definite" />). What is the result after <m>n</m> iterations? <me>A=\adjoint{U_1}\adjoint{U_2}\dots\adjoint{U_n}IU_n\dotsU_2 U_1=\adjoint{U}U</me> Here we have used the observation that a product of upper triangular matrices is again upper triangular, and you should notice the appearance of the positive diagonal entries. So we have our desired factorization.</p>
<p>Can we repeat this decomposition on the <m>(n-1)\times(n-1)</m> matrix <m>B-\frac{1}{a}\vect{y}\adjoint{\vect{y}}</m>? As before we just need a strictly positive entry in the upper left corner of this slightly smaller matrix. Similar to before, employ the positive definite condition for <m>A</m> using <m>\vect{x}=\inverse{U_1}\vect{e}_2</m> and employ the version of <m>A</m> defining <m>A_1</m> (see Exercise<nbsp /><xref ref="exercise-compute-cholesky-positive-definite" />). What is the result after <m>n</m> iterations? <me>A=\adjoint{U_1}\adjoint{U_2}\dots\adjoint{U_n}IU_n\dots U_2 U_1=\adjoint{U}U</me> Here we have used the observation that a product of upper triangular matrices is again upper triangular, and you should notice the appearance of the positive diagonal entries. So we have our desired factorization.</p>

<exercise xml:id="exercise-compute-cholesky-positive-definite">
<statement>
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