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2 x 1 + x 2+ 2 x 3=2
x 1+3 x 2 + x3 =1
2 x 1 + x 2+ 4 x 3=0
Solucin
l
l 11 0 0
1 u12 u13
2 1 2
[ A ] = 1 3 1 = l21 l 22 0 x 0 1 u23
2 1 4
l 31 l 32 l 33 0 0
1
[ ][
l 11=a11=2 u12=
][
a12 1
=
l 11 2
l 22=a22l 21 u12=31
l 21 =a21=1
( 12 )= 52
l 31 =a31=2 u13 =
a13 2
= =1
l 11 2
l 32=a33l 31 u12=12
u23=
( 12 )=0
a23l 21 u 13 11 ( 1 )
=
=0
l 22
5
2
ld =b
d
d1
2 0 0
2
][ ][]
1 5/ 2 0 x d 2 = 1
2 0 2 d3
0
d 1=
b1 2
= =1
l 11 2
d 2=
d 3=
b2l 21 d 1 11 ( 1 )
=
=0
l 22
5
2
b3 ( l 31 d 1 +l 32 d 2 )
l 33
02 ( 1 )0 (0)
=1
2
U*X=D
u
1
x1
1
1
1
[ ][ ][ ]
0
0
2
1
0
0
1
x x2 = 0
x 3 1
x 3=
d 3 1
= =1
u 33 1
x 2=
d 2u23 x 3 00 (1 )
=
=0
u22
1
1
11
(
1
)
(0)
d1 ( u1 1 x 3 +u1 2 x 2 )
2
x 1=
=
=2
u11
1
PROBLEMA DE CHOLESKY
Resolver el siguiente sistema de ecuaciones lineales usando el mtodo de Cholesky
6
15
A=
15
55
55
100
150
225
55 225 979
y C=
100
Solucin:
En el mtodo de Cholesky el primer paso es encontrar la matriz L usando las frmulas
i 1
l ki
a ki l ij l kj
k 1
l kk a kk l kj2
j 1
l ii
j 1
l11 a11 6
= 2.4495
a 31
55
l 21
l11 2.4495
= 22.454
2
l 22 a 22 l 21
55 6.1237 2
l 32
l 21
a 21
15
l11 2.4495
= 6.1237
= 4.1833
l 22
4.1833
= 20.916
= 6.1106
0
0
2.4495
L 6.1237 4.1833
0
22.454 20.916 6.1106
En el mtodo de Cholesky U = LT
di
d1
ci lij d j
j 1
lii
c1
100
l11 2.4495
d2
=40.8246
l 22
4.1833
=-
23.9045
d3
l 33
6.1106
=-51.826
di
xi
x3
j i 1
ij
xj
u ii
d3
u 33
36.690
x2
=-8.481
d 2 u 23 x3
u 22
= [-23.9045-(20.916)(-8.481)]/4.1833 =
x1
d1 (u12 x 2 u13 x3 )
u11
= [40.8246 ((6.1237)(36.69)+(22.454)(-8.481))]/2.4495 =
2.685
El resultado se puede comprobar multiplicando A por X y el resultado debe ser igual a
C.