Cholesky-Zerlegung

Cholesky-Zerlegung symmetrischer Matrizen: A=L LT , Allgemeine Form der Zerlegungsmatrix L A = Lo LoT ===> GLS: Lo LoT- A=0 ===>löse GLS Obere Dreiecksmatrix: Einsetzen, von oben nach unten

Cholesky-Zerlegung.ggb

A0 = {{16, -8, -20}, {-8, 40, 22}, {-20, 22, 45}} A1 = {{9, 3, 0}, {3, 2, -5}, {0, -5, 50}} A3={{1, 2, -4, 5}, {2, 40, -20, 10}, {-4, -20, 24, -20}, {5, 10, -20, 29}} A4 = {{4, -8, 4, -4}, {-8, 17, -8, 13}, {4, -8, 5, -1}, {-4, 13, -1, 63}} A5 = {{9, -15, 3}, {-15, 41, 23}, {3, 23, 51}}