metodo de cholesky

A L
3 0.5 1 1.7320508 0 0 1.7320508 0.2886751
0.5 2 -0.5 = 0.2886751 1.3844373 0 0 1.3844373
1 -0.5 4 0.5773503 -0.481543 1.8533167 0 0

A A T V Z X
4 z1= 2.3094011 x1= 1.2025316
2 z2= 0.9630868 x2= 0.7088608
1 z3= 0.0703791 x3= 0.0379747
 𝑙_𝑖𝑖=√(𝑎_𝑖𝑖−∑24_(𝑘=1)^(𝑖−1)
〗 ^2 )

𝑙_𝑖𝑗=(𝑎_𝑖𝑗−∑_(𝑘=1)^(𝑗−1)▒ 〖𝑙 _𝑖
𝐿^𝑇 〖𝐿∗𝐿〗 ^𝑇 〗 )/𝑙_𝑗𝑗
0.5773503 3 0.5 1
-0.481543 0.5 2 -0.5
1.8533167 1 -0.5 4
CHOLESKY

L LT
2 0 0 0 2
-0.5 1.32287566 0 0 * 0
1 -1.88982237 1.19522861 0 0
2.5 6.99234275 14.8208348 2.280350850198 0

RESOLVIENDO LA ECUACION

A X
4 -1 2 5 x1
-1 2 -3 8 * x2 =
2 -3 6 7 x3
5 8 7 280 x4

L*z=v
LT*x=z

L Z
2 0 0 0 z1
-0.5 1.32287566 0 0 * z2 =
1 -1.88982237 1.19522861 0 z3
2.5 6.99234275 14.8208348 2.280350850198 z4

LT X
2 -0.5 1 2.5 x1
0 1.32287566 -1.88982237 6.992342750671 * x2 =
0 0 1.19522861 14.82083475575 x3
0 0 0 2.280350850198 x4
 LT A
-0.5 1 2.5 4 -1 2 5
1.32287566 -1.88982237 6.99234275 = -1 2 -3 8
0 1.19522861 14.8208348 2 -3 6 7
0 0 2.28035085 5 8 7 280

v
5
2
0
1

v z
5 2.5
2 2.45676907
0 1.79284291
1 -21.4879215

Z x A*x=v
2.5 9.03846154 5
2.45676907 220.730769 2
1.79284291 118.346154 1.421085E-14
-21.4879215 -9.42307692 1