Introduction to Leopold Godowsky, his 53 Studies on Chopin's Etudes, and Passacaglia

Using Cholesky Decomposition to Explore Individual Differences in Longitudinal Relations between Reading Skills

SOLVED: Exercise 1.4.60: Carefully prove by induction that the Cholesky decomposition is unique. Suppose A = R^T * R = S^T * S where R and S are both upper-triangular matrices with positive main-diagonal entries. Partition A, R, and S conformably and prove that the parts of S must equal the corresponding parts of R.