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Homework Statement
Here's the question :
1x1+ 2x2 +0x3 + 0x4 = 1
2x1+ 9x2 +1x3 + 0x4 = 6
0x1+ 1x2 +9x3 + 4x4 = 2
0x1+ 0x2 +4x3 + 3x4 = 8
I' m asked to solve this question using Choelsky method ( We need the symmetric positive definite matrix when we are using this method)
Homework Equations
The Attempt at a Solution
matrix A = $$\begin{bmatrix}
1 & 2& 0 & 0 \\
2 & 9 & 1 & 0 \\\
0 & 1 & 9 & 4 \\
0 & 0 & 4 & 3
\end {bmatrix} $$
the book stated that for the positive symmetric matrix , we need to ensure that max a_kj less than max a_ii ,
But , in this example , i found that the a_44 which is 3 is less than a_43 which is 4 ... So , how could this be symmetric positive definite matrix ?
How is it possible to solve using Choelsky method ?
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