JLectare-l [P-41

Defntien (Symm etric matrix"

said to be
A matri A E Ma (R) is

etric matix A=AT (Trnapou A)

De ( Positve
A t M. (R) is Aoid to
At
A szmmetric matriw
be positive sumi deindte
)

Dei
pe (postuz defte) to
A szmmewic matri A ¬ Ma (R) is said

be positve defiwite if

(Sulmatric' 4Ss n
ut
Let KeN, 1sk< m and Cacdinality of «)
aith 1«= K (

A= (aj) ¬ Mnn (R). kxl pith indices

A subnati e o A oe ordorc
is a matx. LSe) E Me )
A
P-2 Sch thot
AL8,P] =
ts
|=p|=k,then

is min o.

winqmi)
The the matf

Called a
allad
Gnd deotminant of A]
nin or.
prinüpal

principal sabmarix
leding and detemiant AK
Called the ladigprincipal
ninor.
 |Lectwe
2
5
7
A=o 3
35

AL) 3

A[]=

qrhinal abmatie

2
a of rdee 2.

2 3
8
G 3 5 fardue
3
3)
 (pustpoua) pron
elenaats.
digo
oma
L=lss0e with
ottriangular
origatm. chlaty pes . has A
A=L A
ife deFuxte. postive A
is R)¬M netrix
ThesTemli
='-
L=
A A- LLT A=
A=
nm-gt ia A
is AThon
.positive- A
depnite. semiostve-
Fwethermate
if necescaray is Athen
Gndmmetie g
n chalaky A if that note We
ahasa
A=LL
the Aueh (R) LE matrin
Mn Anlarc triang
eists thera
MnE A matr A
have
a Beid
to is (R)
factorigtal)
Defintiam](chalaky
4
 Lectre
Mn (R) be a ogmmetrie matri.
em Lot Ae
squivalent

() A ic positive dufirite
te matt AA
minors of
i) AN he prinipal
poseive matrik A a8ce
eigen-valnes f he
(3) l the
posttve

Find ch lesky deconfostom

Agorrt to
T4 T
A=
dat AEa,)- 4 ((2-4)- (243)
+H2- 4)
Note A= AT. = 32 -5 -6=21)0.

posstue dente.
’ Ais
4 T
2
 4
2

( olumnasise o also Can be done)

Conaing toke y=-2.
(one Conld also
li= 4 ’ y=2 and pocoed)

+ =4 +-4’ t y = 7
One conld dlso
take

-,+J 2 2=24%-%
2Sig

3
t
27
20

Go-5-272% 20
20
- v e Can
( also be
 Loci1 P-7
2

Goraal tgortha
1sisj Sn
A = LT
1$3 <i sn

(-Lij-iu)

k=

For i=1, and j=I

(
j- 2, -- n

.an.
 tor i= 2, 3 - n-l

tor j=i, aii=) iik

) L+ Lii

for j= itl, , n

for i=n, j=n

 Lote
Finally
i=j=|
For i=l, j=2, ,n

for
Lii-(O-ik)
1= it,. ,n

n-l

for i=j-n,

Tridigoral
A matrix p the form

A=
Ontn

|i-sl72.
 We nsd sho a LU dulomoostan(Croutre)
assume trat
of atidagal matix (we
LU decomfoshon is qossbe
non-ero enties
A ha ot mast n+2(n-1) =3n-2.
One that the Cxouts deomposthi n
an shi
the frm.

A= LU whee
jo,ij
L L
L=

and i<j

A =LU
 |Lotwne-1

(i-)A1

ai,i- = Lii-l or i= 2,3,,n

+ ii

for 1=2,3 nt

2 -1 0
0
u, oo
2
L 0

Li

Lg2 Lstss L s4

ComplaBe it
P-12
We nte that in Gaussan eliminti on
G ate K-yth
tsansfomd
(for 1sK Sn-t) the
akes the brm
matiz
a C.
(2)
(2)
()

a) a)

Onn
a e alleol
l=, , K-t. elemauts
ohe a o pivot

then
a=0 )

Can not to define the maltiplie

eimiate Rties in the Kth
to aoso the
ak)he
(K) wal .

Gawsan eimiatmn s soppad.

We neoal to
modify he method
Kth Column at A)
to sa, the
he ided is nth rod for
om the
 hot non-gero
the Fist Smalest

(pith then

do the ntuabarg
Contnel.
and the ro s

This mehad is Cake pivoting

erro,it is Sometirme
reduco, ound op
lo irtarchanges
to porosm not zevo.
pivot elemnt- orte
if the magnitode conhors
moll n
) a is
the the magnitae
to )

the multiplive
wil be vey
Comona to otkre
elomants.
Hene
Corporated in the
is n
the tems
a-O.
P-14
baskd bsttutsn
when
(e)
(4() j=t
vy
awith Amallee Vale of
A
ortn the
to the numeatr, any
becase
Creased
numerator mioht be tn

Considee

Gawson emiraksn

ha 5-digit unling afpeniai n

2-Y% = 2-1o° =999998
e=10 Then, (-Y =l-|05-94999
and y=0.
Bwt and
Commits ).
 Leet 1P5
Pocdkal pivoing
pivoting is paefosmad
To avoid this oro blem,
. a ) with

same ColumY hat

Seleet an elenont in -the
and has the
belo
absolute Valne.
KsPSn
Somaest
rallest itegsr
Lot p be the
Bh -that
ma a(9
Ksisn

r intu chargs)
alle portal pivotgbut mgh
This
(For beter aceroy
time regird)
Conporate he interehange
Can in
coluwns
bot ToO8 anel
choos mallest
rmall est mtagoe
)
 (H) ma
K<isn
ksjsn
Qnol

(Gluamn ataccn

(2
(y
-
a

( (xy
(
6

Cameolemonts Comyarealeratr
here for hoe for

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