Learn Cholesky Algorithm for Reducing Matrices by Thursday

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SUMMARY

The discussion focuses on the Cholesky algorithm for matrix reduction, specifically for a Hermitian positive-definite matrix. The Cholesky decomposition expresses a matrix A as the product of a lower triangular matrix L and its conjugate transpose L*. The user seeks clarity on calculating elements of L, particularly l21 and l22, after determining l11 and l1j. Reference to a Wikipedia article provides additional context and examples for better understanding.

PREREQUISITES
  • Understanding of matrix algebra and properties of Hermitian matrices
  • Familiarity with the concept of positive-definite matrices
  • Basic knowledge of matrix decomposition techniques
  • Ability to perform matrix operations such as multiplication and transposition
NEXT STEPS
  • Study the detailed steps of the Cholesky decomposition process
  • Learn about the properties of Hermitian positive-definite matrices
  • Explore practical applications of Cholesky decomposition in numerical methods
  • Review examples of Cholesky decomposition from reliable mathematical resources
USEFUL FOR

Students preparing for exams in linear algebra, mathematicians interested in matrix theory, and anyone looking to implement Cholesky decomposition in computational applications.

stunner5000pt
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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
 
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Presumably the OP found an answer to the question, but if not or if others have the same question, here's some more information, based on this wiki article: https://en.wikipedia.org/wiki/Cholesky_decomposition
Starting with a Hermitian positive-definite matrix A, Cholesky decomposition decomposes A into a matrix product LL*, with L being a lower triangular matrix with real and positive entries on the diagonal, and L*, the complex conjugate transpose of L.
A few examples are shown on the wiki page in the link above.
 

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