Decomposição de Cholesky
Decomposição de Cholesky
Decomposição de Cholesky
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Manaíra Lima e Loïc Cerf<br />
<br />
Exercício A<br />
i/j 1 2 3 4 i/j 1 2 3 4<br />
1 4 1 2<br />
2 − 4 5 2 − 2 1<br />
3 2 − 7 42 3 1 − 5 4<br />
4 8 − 10 18 46 4 4 − 2 1 5<br />
A = LL T , on<strong>de</strong> L =<br />
⎡<br />
⎢<br />
⎣<br />
2 0 0 0<br />
−2 1 0 0<br />
1 −5 4 0<br />
4 −2 1 5<br />
⎤<br />
⎥<br />
⎦<br />
<strong>Decomposição</strong> <strong>de</strong> <strong>Cholesky</strong><br />
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