26.07.2013 Views

Decomposição de Cholesky

Decomposição de Cholesky

Decomposição de Cholesky

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

Então,<br />

⎡<br />

⎢<br />

⎣<br />

Exercício A<br />

2 − 2 1 4<br />

0 1 − 5 − 2<br />

0 0 4 1<br />

0 0 0 5<br />

⎤ ⎡<br />

⎥ ⎢<br />

⎥ ⎢<br />

⎦ ⎣<br />

x1<br />

x2<br />

0, 065<br />

− 0, 01<br />

⎤<br />

⎥<br />

⎦ =<br />

⎡<br />

⎢<br />

⎣<br />

0<br />

0<br />

0, 25<br />

− 0, 05<br />

Soluções do sistema triangular superior obtidas pelas substituições<br />

retroativas:<br />

x4 = − 0, 01<br />

x3 = 0, 065<br />

Manaíra Lima e Loïc Cerf<br />

<br />

⎤<br />

⎥<br />

⎦<br />

<strong>Decomposição</strong> <strong>de</strong> <strong>Cholesky</strong><br />

6 / 11

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!