# Cholesky algorithm

1. Nov 15, 2005

### stunner5000pt

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

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