Learn Cholesky Algorithm for Reducing Matrices by Thursday

  • Context: Undergrad 
  • Thread starter Thread starter stunner5000pt
  • Start date Start date
  • Tags Tags
    Algorithm
Join the discussion
Registration is free. Ask a follow-up in this thread, or start your own.
1 reply · 6K views
stunner5000pt
Messages
1,447
Reaction score
5
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
 
Last edited by a moderator:
Physics news on Phys.org
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.