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Cholesky algorithm

  1. Nov 15, 2005 #1
    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
    [tex] \left(\begin{array}{ccc}{2&-1&0\\-1&2&-1\\0&-1&2\end{array}\right) [/tex]
    i know for the first column let [itex] l_{11} = \sqrt{a_{11}} [/itex]
    and thereafter [tex] l_{j1}=\frac{a_{j1}}{l_{11}} [/tex]
    but what happens for l21,l22, and so on??
    Please help me out i really need to understand this!

    Thank you in advance
  2. jcsd
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