This document discusses two methods for solving linear equations: the Thomas method and the Cholesky method. It provides examples of applying each method.
The Thomas method emerges from an LU factorization of a tridiagonal matrix. It involves forward and backward substitution to solve for the vector x given Ax=b.
The Cholesky method applies to positive definite symmetric matrices and factors the matrix A as A=LLT using an upper triangular matrix L. It involves solving Ly=b and LTx=y to solve Ax=b. An example shows applying the Cholesky method to decompose a symmetric matrix.
13. From the product of the n-th row of L by the n-th column of LT we have: Making the sweep from k = 1 to n has to :
14. On the other hand if we multiply the n-th row of L by the column (n-1) LT we have: By scanning for k = 1 to n we have
15. EXAMPLE Apply Cholesky methodology to decompose the following symmetric matrix : ANSWER k= 1 s:
16. k= 2 : k= 3: Finally, as a result of decomposition was found that:
17. Bibliography Material de métodos numéricos de la universidad del sur de florida (NationalScienceFoundation), CHAPRA, Steven C. y CANALE, Raymond P.: Métodos Numéricos para Ingenieros. McGraw Hill 2002. PPTX EDUARDO CARRILLO, PHD.