Question

Consider the Cholesky factorization of the matrix [A]. [U]=⎡⎣⎢2.449496.1237244.183322.4536620.91656.110101⎤⎦⎥[U]=[2.449496.12372422.453664.183320.91656.110101] where matrix [A] is [A]=⎡⎣⎢61555155522555225979⎤⎦⎥[A]=[61555155522555225979] Does the...

Consider the Cholesky factorization of the matrix [A].

[U]=⎡⎣⎢2.449496.1237244.183322.4536620.91656.110101⎤⎦⎥[U]=[2.449496.12372422.453664.183320.91656.110101]

where matrix [A] is

[A]=⎡⎣⎢61555155522555225979⎤⎦⎥[A]=[61555155522555225979]

Does the product of [U]T and [U] yield [A]?

Yes or No ?

Homework Answers

Answer #1

The answer is YES

The formula is explained in the following images :-

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