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    How Does Cholesky Factorization Demonstrate Matrix Norm Inequalities?

    Homework Statement Let A =[A11 A12; A*12 A22] be Hermitian Positive-definite. Use Cholesky factorizations A11 = L1L*1 A22 = L2L*2 A22-A*12 A-111 A12 = L3L*3 to show the following: ||A22-A*12 A-111 A12||2≤||A||2 Homework Equations The Attempt at a Solution Using the submultiplicative and...
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