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' 但不知道怎么凑

http://i.imgur.com/Jj4woU7.jpg不知道对不对

http://imgur.com/a/4CGVR我也不知道对不对@@ 有错请指正

楼上想法应该没错，A正定等价于A可LL^t分解且L为下三角对角项为正