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A = 15
55
15
55
225
55
225
979
100
y C= 150
100
Solucin:
En el mtodo de Cholesky el primer paso es encontrar la matriz L usando las frmulas
i 1
l ki =
a ki l ij l kj
j =1
l ii
k 1
l kk = a kk l kj2
j =1
La primera ecuacin se usa para elementos fuera de la diagonal y la segunda para elementos en la
diagonal principal.
Entonces.
l11 = a11 = 6 = 2.4495
l 21 =
a 31
55
=
= 22.454
l11
2.4495
l 21 =
a 21
15
=
= 6.1237
l11
2.4495
2
l 22 = a 22 l 21
= 55 6.1237 2 = 4.1833
l 32 =
a 32 l 21 l 31 55 (6.1237 )( 22 .454 )
=
= 20.916
l 22
4.1833
La matriz L es igual a
= 6.1106
2.4495
L =
6.1237
22 .454
0
4.1833
20 .916
6.1106
En el mtodo de Cholesky U = LT
2.4495
U =
0
0
6.1237
4.1833
0
22 .454
20 .916
6.1106
di =
ci lij d j
j =1
lii
c 2 l 21 d1 150 (6.1237 )( 40 .8246 )
=
=-23.9045
l 22
4.1833
d1 =
c1
100
=
=40.8246
l11 2.4495
d3 =
d2 =
j =i +1
ij
xj
u ii
d 2 u 23 x3
= [-23.9045-(20.916)(-8.481)]/4.1833 = 36.690
u 22
x3 =
d3
=-8.481
u 33
x1 =
d1 (u12 x 2 + u13 x3 )
= [40.8246 ((6.1237)(36.69)+(22.454)(-8.481))]/2.4495 = 2.685
u11
x2 =