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MAJHMATIKA IIIb

SUMPLHRWMATIKES SHMEIWSEIS
K.Q. Giannkoglou I.Anagnwstìpoulo = (11 2003)

Anlush Cholesky SummetrikoÔ Mhtr¸ou A:

H anlush se nw kai ktw trigwnikì pnaka enì summetrikoÔ kai jetik orismènou
mhtr¸ou A, dhlad  h legìmenh anlush Cholesky, grfetai

A = L L
T
(1)
Ennoetai ìti

a1;1 a1;2 a1;3 ::: a1;N

l1;1 0 0 ::: 0

a2;1 a2;2 a2;3 ::: a2;N

l2;1 l2;2 0 ::: 0

A =
a3;1 a3;2 a3;3 ::: a3;N

; L =
l3;1 l3;2 l3;3 ::: 0
(2)
.. ..

.

.

aN;1 aN;2 aN;3 ::: aN;N lN;1 lN;2 lN;3 ::: lN;N

O algìrijmo th mejìdou Cholesky apoteletai ousiastik apì dÔo brìqou

(nested loops), ton èna mèsa ston llo. Enai:

 Gia i = 12
; ;:::;N upolìgise to diag¸nio stoiqeo tou L gia thn antstoiqh
gramm : v
u i 1
u X
li;i = t
ai;i
2
li;m (3)
m =1

;:::;N

fan¸ brskontai ktw apì to diag¸nio stoiqeo pou upologsjhke pro-

hgoumènw : " #

= 1
i 1
X
lk;i ak;i lk;m li;m (4)
li;i
m =1

Ston prohgoÔmeno algìrijmo, to asjenè shmeo kat thn ulopohs  tou se

upologist  enai h Ôparxh tetragwnik  rza gia ton upologismì tou diag¸niou
stoiqeou tou L. Kat ta lla, o algìrijmo enai oikonomikì , me thn ènnoia ìti
ta upologizìmena stoiqea tou L mporoÔn na apojhkeujoÔn sth jèsh twn stoiqewn
tou A, an bèbaia aut den qreizontai sth sunèqeia.
To proanaferjèn prìblhma tou parapnw algorjmou mpore na xeperaste an h
anlush Cholesky gnei se trìpo ¸ste

1
A = L D L
T
(5)
ìpou to D enai diag¸nio mhtr¸o en¸ ta diag¸nia stoiqea tou L enai monadiaa.

0 0
d
1 ::: 0

1 0 0 ::: 0
0 2 0

d ::: 0

l
2;1 1 0 ::: 0
D = 0 0 3

d :::
..
0
;

L =
l3;1

l3;2 1 :::
..
0

(6)
. .

0 0 0 1

::: dN lN;1 lN;2 lN;3 :::

O nèo algìrijmo th mejìdou Cholesky upologzei ta stoiqea twn L kai D kai

apoteletai kai pli apì dÔo brìqou , ton èna mèsa ston llo. Enai:

 Gia i = 1; 2; : : : ; N 1 upolìgise to diag¸nio stoiqeo tou D gia thn antstoiqh

gramm :
i 1
X
di = ai;i dm li;m
2
(7)
m=1

L

fan¸ brskontai ktw apì to monadiao diag¸nio stoiqeo:

" #

= 1
i 1
X
lk;i ak;i dm lk;m li;m (8)
di
m=1

 Teleutaa upologzetai to

X1
N

dN = aN;N dm lN;m
2
(9)
m =1