METODO DE CHOLESKY

Creacin de Matriz
>> a=[5 8 6 7 9 0;7 0 9 5 2 1;9 78 3 4 6 8;7 3 8 1 4 6;8 4 3 0 5 7;7 4 3 2 8 9]
a=
5

78

>> det(a)
ans =
-4.1563e+005
>>lu(a)
ans =
9.0000 78.0000

3.0000

4.0000

6.0000

8.0000

0.8889 -65.3333

0.3333 -3.5556 -0.3333 -0.1111

0.7778

0.9286

6.3571

5.1905 -2.3571 -5.1190

0.7778

0.8827

0.8451 -3.3593

1.6196

4.2020

0.5556

0.5408

0.6533 -0.9853

8.9826

3.0999

0.7778

0.8673

0.0594 -0.4955

0.5082

3.6849

>> [L,U] = lu(a)

L=
0.5556

0.5408

0.6533 -0.9853

1.0000

0.7778

0.9286

1.0000

1.0000

0.7778

0.8827

0.8451

0.8889

1.0000

0.7778

0.8673

1.0000
0

0
0

0.0594 -0.4955

0
0

0.5082

1.0000

6.0000

8.0000

U=
9.0000 78.0000
0 -65.3333

3.0000

4.0000

0.3333 -3.5556 -0.3333 -0.1111

6.3571

5.1905 -2.3571 -5.1190

0 -3.3593

8.9826

1.6196

4.2020

3.0999

3.6849

>>[L,U,P] = lu(a)
L=
1.0000

0.8889

1.0000

0.7778

0.9286

1.0000

0.7778

0.8827

0.8451

1.0000

0.5556

0.5408

0.6533 -0.9853

1.0000

0.7778

0.8673

0.0594 -0.4955

0.5082

1.0000

6.0000

8.0000

0
0

0
0

0
0

U=
9.0000 78.0000
0 -65.3333
0

3.0000

4.0000

0.3333 -3.5556 -0.3333 -0.1111

6.3571

5.1905 -2.3571 -5.1190

0 -3.3593

1.6196

4.2020

8.9826

P=
0

b=[7; 2; 1; 2; 9; 9]

b=
7
2
1
2
9
9
>> b1=b*P
??? Error using ==> mtimes
Inner matrix dimensions must agree.
>> b1 = b * P
??? Error using ==> mtimes
Inner matrix dimensions must agree.

3.0999

3.6849

>> b1 = P * b
b1 =
1
9
2
2
7
9
>> Y = L\b1
Y=
1.0000
8.1111
-6.3095
-0.6049
5.5838
-1.5756
>> X = U\Y
X=
1.4845
-0.1337
-1.0647
0.0160
0.7692
-0.4276
>> a*X
ans =

7.0000
2.0000
1.0000
2.0000
9.0000
9.0000
>>

Metodo de Gauss-Seidel
Requisito es:
Permutar la matriz hasta obtener una diagonal DOMINANTE
ABS(a11+a22+a33+.+ann)MAX

LIBRO MATRICIAL METHOS IN COMPUTER SCIENCE

ROSE WESTLAKE (IBM)