Apply the Cholesky factorization to A = U = 96 -3 9 0 0 0 0 Solve A y = 16 X = 21 12 I3 = followed by solving Ux = y 9 6 6 13 -3 -2 -63 -96 by first solving UTy 69 -3 -2 to get upper triangular matrix U such that A = UTU. 17 -63 [] -96 69

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Apply the Cholesky factorization to A =
U =
96 -3
9 0
0
0
0
Solve A
y =
16
X =
21
12
I3
=
followed by solving Ux = y
9
6
6 13
-3 -2
-63
-96 by first solving UTy
69
-3
-2 to get upper triangular matrix U such that A = UTU.
17
-63
[]
-96
69
Transcribed Image Text:Apply the Cholesky factorization to A = U = 96 -3 9 0 0 0 0 Solve A y = 16 X = 21 12 I3 = followed by solving Ux = y 9 6 6 13 -3 -2 -63 -96 by first solving UTy 69 -3 -2 to get upper triangular matrix U such that A = UTU. 17 -63 [] -96 69
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