PDA

View Full Version : Cholesky algorithm


stunner5000pt
Nov15-05, 12:46 PM
This is not a homework question per se, but i would like to understnad the cholesky method of reducing matrices before my test on thursday

up till now every search on the net has found me computer algorithms but i can't really understand those and apply those pracitcally

so givne some matrix
\left(\begin{array}{ccc}{2&-1&0\\-1&2&-1\\0&-1&2\end{array}\right)
i know for the first column let l_{11} = \sqrt{a_{11}}
and thereafter l_{j1}=\frac{a_{j1}}{l_{11}}
but what happens for l21,l22, and so on??
Please help me out i really need to understand this!

Thank you in advance