COMPUTATION METHODS ALL NOTE, Thesis of Computer Science

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(V1) Cholesky Method The Cholesky method is used to solve a system of linear equations AX = b if the coefficient matrix A is symmetric and positive definite. This method is also known as square-root method. Let A be a symmetric matrix, then A can be written as a product of lower triangular matrix and its transpose. That is, A =LLt (i) where L= U;,], ls = 0, i