2. Consider the symmetric and positive definite tri-diagonal matrix a1 b₁ b₁ A = Є Rnxn bn-1 bn-1 an (a) Sketch a computer code that computes a Cholesky factorization, A = LDL. Make sure that the computational complexity of your code is at most O(n). (b) What is the computational complexity of computing a QR-factorization of the above tri-diagonal matrix? Would you recommend using such a factorization?

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2. Consider the symmetric and positive definite tri-diagonal matrix
a1
b₁
b₁
A =
Є Rnxn
bn-1
bn-1 an
(a) Sketch a computer code that computes a Cholesky factorization, A = LDL. Make
sure that the computational complexity of your code is at most O(n).
(b) What is the computational complexity of computing a QR-factorization of the above
tri-diagonal matrix? Would you recommend using such a factorization?
Transcribed Image Text:2. Consider the symmetric and positive definite tri-diagonal matrix a1 b₁ b₁ A = Є Rnxn bn-1 bn-1 an (a) Sketch a computer code that computes a Cholesky factorization, A = LDL. Make sure that the computational complexity of your code is at most O(n). (b) What is the computational complexity of computing a QR-factorization of the above tri-diagonal matrix? Would you recommend using such a factorization?
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