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Choleskey's Method

This document describes Cholesky's method for matrix inversion, which involves decomposing a matrix into the product of a lower triangular matrix and its transpose. It works by multiplying rows of the lower triangular matrix L by columns of the upper triangular matrix U to transform the original matrix into an identity matrix. Once L and U are determined, their values can be used to calculate the inverse matrix through back substitution.

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Tayyab Zafar
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246 views3 pages

Choleskey's Method

This document describes Cholesky's method for matrix inversion, which involves decomposing a matrix into the product of a lower triangular matrix and its transpose. It works by multiplying rows of the lower triangular matrix L by columns of the upper triangular matrix U to transform the original matrix into an identity matrix. Once L and U are determined, their values can be used to calculate the inverse matrix through back substitution.

Uploaded by

Tayyab Zafar
Copyright
© © All Rights Reserved
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
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CHOLESKYs METHOD FOR MATRIX INVERSION

Row 1 of matrix L multiplied by all columns of matrix U

Row 2 of matrix L multiplied by remaining columns of matrix U

Row 3 of matrix L multiplied by remaining columns of matrix U

Row 4 of matrix L multiplied by remaining columns of matrix U

Row 5 of matrix L multiplied by last column of matrix U

Applying the method to solution of n simultaneous equations

Where

Performing matrix operations such that


becomes an identity matrix. Now
the right hand side becomes
matrix.

Using Choleskys procedure

and

can be determined directly.

For the first row and column;


when

when

For
when

row and

column;

, terms along the diagonal

when

, terms below the diagonal

when

, terms above the diagonal

And corresponding elements of

Once

and

are given by

are determined the corresponding values of


calculated by back substitution

may be

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