3. (12pts) Answer the following questions: (a) Show that if a square matrix A has decomposition A = LLT with L nonsingular, then A is symmetric positive definite. (b) Find (by hand) the Cholesky factor L in the decomposition A = LLT for the 1 1 1 matrix A1 55 Solve the linear system Ax = b where 1 5 14, b = (3, 11, 20).

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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3. (12pts) Answer the following questions:
(a) Show that if a square matrix A has decomposition A = LLT with L nonsingular,
then A is symmetric positive definite.
(b) Find (by hand) the Cholesky factor L in the decomposition A = LLT for the
1 1 1
matrix A1 55
Solve the linear system Ax = b where
1 5 14,
b = (3, 11, 20).
Transcribed Image Text:3. (12pts) Answer the following questions: (a) Show that if a square matrix A has decomposition A = LLT with L nonsingular, then A is symmetric positive definite. (b) Find (by hand) the Cholesky factor L in the decomposition A = LLT for the 1 1 1 matrix A1 55 Solve the linear system Ax = b where 1 5 14, b = (3, 11, 20).
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