Exercise 2.7.26

Answers

(a)
The matrix E21 = [ 1 3 1 1 ]

puts 0 in the 2,1 entry of E21A. Then,

E21AE21T = [ 100 0 2 4 049 ]

is still symmetric, with zero also in its 1,2 entry.

(b)
Now use E32 = [ 1 1 2 1 ]

to make the 3,2 entry zero and E32E21AE21TE32T = D also has zero in its 2,3 entry. Key point: Elimination from both sides (rows + columns) gives the symmetric LDLT.

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2022-01-16 12:39
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