Let A = 16 -28 0 -28 53 10 0 10 29 a) Prove that A is a positive definite matrix. b) Find the Cholesky factorization A = LLT. b) Using the factorization A = LLT, solve the linear system Ax = b with b = [1 0 1]¹.
Let A = 16 -28 0 -28 53 10 0 10 29 a) Prove that A is a positive definite matrix. b) Find the Cholesky factorization A = LLT. b) Using the factorization A = LLT, solve the linear system Ax = b with b = [1 0 1]¹.
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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Step 1: We give necessary and sufficient condition for positive definite matrix and method of Cholesky.
VIEWStep 2: We prove that matrix A is positive definition matrix.
VIEWStep 3: We find Cholesky factorization.
VIEWStep 4: We apply Cholesky factorization to solve linear systems Ax=b.
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