Interpolation and Curve Fitting
Interpolation and Curve Fitting
Interpolation and Curve Fitting
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Example (cont.)<br />
• Choleskey factorization of symmetric positive<br />
definite matrix A T A gives<br />
5.0<br />
A T A <br />
<br />
0.0<br />
<br />
<br />
2.5<br />
0.0<br />
2.5<br />
0.0<br />
2.5 2.236<br />
0.0<br />
<br />
<br />
<br />
0.0<br />
<br />
2.125<br />
<br />
1.118<br />
1.581<br />
0.0 <br />
2.236<br />
0.0<br />
<br />
0.0<br />
<br />
0.935<br />
<br />
0.0<br />
1.581<br />
• Solving lower triangular system Lz = A T b by<br />
forward substitution gives z = [1.789 0.632 1.336] T<br />
• Solving lower triangular system La = z by forward<br />
substitution gives a = [0.086 0.400 1.429] T<br />
0.0<br />
0.0<br />
0.0<br />
0.0<br />
1.118<br />
0.0<br />
0.935 <br />
Numerical Methods © Wen-Chieh Lin 52
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