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Choleskys Method

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14 views3 pages

Choleskys Method

Uploaded by

zunairayasmeen0
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Today

Mon 11 Apr 2022

CHOLESKY’S FACTORIZATION
METHOD
For cholesky’s factorization method the matrix A must be positive definite.

◼ Positive Definite:
For positive definite the determinent of the submatrices on leading diagonals are positive.(pg:414 from
Burten’s Book)
A matirx A is positive definite if A is symmetric and if xt Ax > 0 for every n-dimensional vector x (x is non
zero).
Also x must be conformable for multiplication with A.
In choleskeys factorization method the diagonal elements of both lower and upper triangular matrix are
same.In other words upper triangular matrix is the transpose of lower triangular matrix.
Suppose we have system of equation
AX = B → 1
LUX = B → 2
Let UX = Y → 3
This implies LY = B → 4
This implies Y = L-1 B
Put is eq. 3 and we get X by using cramers rule, inverse method or any other method

Today

Wed 13 Apr 2022


2 choleskys method.nb

Q:
A = {{10, - 1, 2, 0},
{- 1, 11, - 1, 3},
{2, - 1, 10, - 1},
{0, 3, - 1, 8}};

B = {6, 25, - 11, 15};

First of all we check wether A is symmetric and positive definite matrix.

SymmetricMatrixQ[A]
True

PositiveSemidefiniteMatrixQ[A]
True

U = CholeskyDecomposition[A];(*this command gives only one matrix


lower or upper the other one is the tranpose of the first one*)

MatrixForm[U]

1 2
10 - 5
0
10

109 2 10
0 10
-4 545
3 109

5
17 1417
65
0 0 4 109
- 4

1479
13
0 0 0 4

L = Transpose[U];

A ⩵ L.U
True

y = LinearSolve[N[L], N[B]];

X = LinearSolve[N [U], N[y]]


{1., 2., - 1., 1.}

Task:
Make code for doolittle, crouts , and relaxation method
choleskys method.nb 3

LUDecomposition[A]
109 17 493
{- 1, 11, - 1, 3}, {0, 3, - 1, 8}, {- 2, 7, 15, - 51}, - 10, , ,- ,
3 9 3
{2, 4, 3, 1}, 0

MatrixForm[%]
109
{- 1, 11, - 1, 3}, {0, 3, - 1, 8}, {- 2, 7, 15, - 51}, - 10, 3
, 17
9
, - 493
3

{2, 4, 3, 1}
0

{a, b, c} = LUDecomposition[A];

MatrixForm[a]
- 1 11 - 1 3
0 3 -1 8
-2 7 15 - 51
- 10 109
3
17
9
- 493
3

MatrixForm[b]
2
4
3
1

MatrixForm[c]
0

Approximation: If we find a polynomial and then draw its curve , that curve may not pass through the
points of the given data.
Interpolation: If we find a polynomial and then draw its curve, that curve must pass through the points of
the given data.

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