I want to factorize the follwoing matrix,
A=
2 -1 0 0 -1 2 -1 0 0 -1 2 -1 0 0 -1 1
into R*R'
where R =
-1 1 0 0 0 -1 1 0 0 0 -1 1 0 0 0 -1
I could lu(A) to factorize, but the diagonal entries of R are not -1's.
Could someone suggest if there is any other factorization technique that can be used to obtain the above R?
Best Answer