Exam 1

  1. Question

    For the matrix
    A =( 16-12-12-16 -12251-4 -1211714 -16-41457 ).

    compute the matrix L=( ij )1i,j4 from the Cholesky decomposition A=L L .
    Which of the following statements are true?
    1. 41 -4
    2. 33 2
    3. 11 4
    4. 31 -3
    5. 32 -2

    Solution

    The decomposition yields
    L =( 4000 -3400 -3-220 -4-4-34 )

    and hence:
    1. True. 41 =-4
    2. True. 33 =2
    3. True. 11 =4
    4. True. 31 =-3
    5. True. 32 =-2