Show that a positive symmetric half-identical matrix has a Cholesky factorisation

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Using the maximum rank decomposition, show that a positive symmetric half-identical matrix has a Cholesky factorisation.

I have searched in my books but none of them showed the steps and all the explanations. Please help me find the demostration.

  • This is a good question, but not for stackoverflow. I believe it will be well-received on math.stackexchange.com

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