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Jorge Eduardo Celis  Cod: 2073412  Methods for Solving Linear EquationsSpecial Systems Thomas Method Cholesky method
Thomas Method This method emerges as a simplification of an LU factorization of a tridiagonal matrix. r A x Ax=r
Saying that A = LU and applying Doolittle where Lii = 1 for i = 1 to n, we get: L U A Thomas Method
Based on the matrix product shown above gives the following expressions: As far as making the sweep from k = 2 to n leads to the following:
IF LUx=r  y Ux=d THEM Ld=r :  d r L So from a progressive replacement
Finally we solve Ux = d from backward substitution : x U d
EXAMPLE Solve the following system using the method of Thomas Solution:Vectors are identified, bcyr as follows:
We obtain the following equalities :
Now once known L and U Ld = r is solved by a progressive replacement: L  d r
Finally Ux = d is solved by replacing regressive d U  x Por lo que el vector solución sería:
Cholesky method As LU factorization method is applicable to a positive definite symmetric matrix and where Them:
LT L A =LLT A
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 :
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
EXAMPLE Apply Cholesky methodology to decompose the following symmetric matrix : ANSWER  k= 1 s:
k= 2 : k= 3: Finally, as a result of decomposition was found that:
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.

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Cholesky method and Thomas

  • 1. Jorge Eduardo Celis Cod: 2073412 Methods for Solving Linear EquationsSpecial Systems Thomas Method Cholesky method
  • 2. Thomas Method This method emerges as a simplification of an LU factorization of a tridiagonal matrix. r A x Ax=r
  • 3. Saying that A = LU and applying Doolittle where Lii = 1 for i = 1 to n, we get: L U A Thomas Method
  • 4. Based on the matrix product shown above gives the following expressions: As far as making the sweep from k = 2 to n leads to the following:
  • 5. IF LUx=r y Ux=d THEM Ld=r : d r L So from a progressive replacement
  • 6. Finally we solve Ux = d from backward substitution : x U d
  • 7. EXAMPLE Solve the following system using the method of Thomas Solution:Vectors are identified, bcyr as follows:
  • 8. We obtain the following equalities :
  • 9. Now once known L and U Ld = r is solved by a progressive replacement: L d r
  • 10. Finally Ux = d is solved by replacing regressive d U x Por lo que el vector solución sería:
  • 11. Cholesky method As LU factorization method is applicable to a positive definite symmetric matrix and where Them:
  • 12. LT L A =LLT A
  • 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.