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Assignment NO. 2

This document discusses the Cholesky decomposition method for finding the lower and upper triangular matrices [L] and [U] of 3x3 and 4x4 matrices. For a 3x3 matrix [A]=[L][U], the lower triangular matrix L is defined with diagonal elements equal to the square root of the corresponding diagonal elements of A and off-diagonal elements equal to the corresponding elements of A divided by the diagonal elements of L. Similarly, the 4x4 case is discussed with the elements of L and U defined in terms of the elements of A.

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53 views5 pages

Assignment NO. 2

This document discusses the Cholesky decomposition method for finding the lower and upper triangular matrices [L] and [U] of 3x3 and 4x4 matrices. For a 3x3 matrix [A]=[L][U], the lower triangular matrix L is defined with diagonal elements equal to the square root of the corresponding diagonal elements of A and off-diagonal elements equal to the corresponding elements of A divided by the diagonal elements of L. Similarly, the 4x4 case is discussed with the elements of L and U defined in terms of the elements of A.

Uploaded by

asmasm123
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 5

Numerical Analysis DR.

Ahmed Amir Bayoumy Prepared By: Ahmed Shaban Mahmoud

Assignment NO.2

7-JAN-2011

Find [ L ] & [ u ] for matrices 3x3 & 4x4 ( Choleski equation ):SOLUTION For matrix 3x3 :[A]=[L][U]
=L L U U U

So,

L =

L L C C

+ +L + +C

+L

+C

Because of symmetrically C12 = C21 ,.etc

Prepared By: Ahmed Shaban Mahmoud

Page 1 of 5

Numerical Analysis DR. Ahmed Amir Bayoumy Prepared By: Ahmed Shaban Mahmoud

Assignment NO.2

7-JAN-2011

C C So, d1 = ( a11 )1/2 d2 = ( a22 - C212)1/2

+ +C

C C

+C

d3 = ( a33 - C312 - C322)1/2

C12 = a12 / d1 C13 = a13 / d1 C23 = ( a23 - C21 C13 ) / d2

So, For i=1 , j = 1 s = ( a11 )1/2 For i=j (diagonal members) s = ( aij - ( C1:i-1,i )2 )1/2

For i<j (off-diagonal members) s = aij - ( C1:i-1,i C1:i-1,j )

Prepared By: Ahmed Shaban Mahmoud

Page 2 of 5

Numerical Analysis DR. Ahmed Amir Bayoumy Prepared By: Ahmed Shaban Mahmoud

Assignment NO.2

7-JAN-2011

For matrix 4x4 :[A]=[L][U]


L L L U L U U U U U

L L

So,

L L L C C C

L L

+ +L +L + +C +C

L L

+L +L

+ +L

+L C

+L

+L

C C

C C

+C +C

+ +C

+C

+C

+C

Because of symmetrically C12 = C21 ,.etc

Prepared By: Ahmed Shaban Mahmoud

Page 3 of 5

Numerical Analysis DR. Ahmed Amir Bayoumy Prepared By: Ahmed Shaban Mahmoud

Assignment NO.2

7-JAN-2011

C C C So,

C C

+ +C +C

C C

+C +C

+ +C

C C

+C + +C +C +

d1 = ( a11 )1/2 d2 = ( a22 - C212)1/2 d3 = ( a33 - C312 - C322)1/2 d4 = ( a44 - C412 - C422 - C432)1/2

C12 = a12 / d1 C13 = a13 / d1 C14 = a14 / d1 C23 = ( a23 - C21 C13 ) / d2 C24 = ( a24 - C21 C14 ) / d2 C34 = ( a34 - C31 C14 - C32 C24) / d3

So, For i=1 , j = 1 s = ( a11 )1/2 For i=j (diagonal members) s = ( aij - ( C1:i-1,i )2 )1/2

Prepared By: Ahmed Shaban Mahmoud

Page 4 of 5

Numerical Analysis DR. Ahmed Amir Bayoumy Prepared By: Ahmed Shaban Mahmoud

Assignment NO.2

7-JAN-2011

For i<j (off-diagonal members) s = aij - ( C1:i-1,i C1:i-1,j )

Prepared By: Ahmed Shaban Mahmoud

Page 5 of 5

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