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Klausur 6, Aufgabe 1 gelöst. Danke an Florian.
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@ -11,7 +11,6 @@ A = \begin{pmatrix}
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\textbf{Aufgabe:} Durch Gauß-Elimination die Cholesky-Zerlegung $A = \overline{L} \overline{L}^T$
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berechnen
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\textbf{Lösung mit Gauß-Elimination:}
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\begin{align*}
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A &=
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\begin{gmatrix}[p]
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@ -49,25 +48,41 @@ berechnen
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1 & 2 & 3\\
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0 & 4 & 8\\
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0 & 0 & 9
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\rowops
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\add[\cdot (-2)]{1}{2}
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\end{gmatrix}\\
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\end{gmatrix} =: R\\
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L &= (L^{(2)} \cdot L^{(1)})^{-1}\footnotemark
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&L &= \begin{pmatrix}
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1 & 0 & 0\\
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2 & 1 & 0\\
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3 & 2 & 1
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\end{pmatrix}
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\end{align*}
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\footnotetext{Da dies beides Frobeniusmatrizen sind, kann einfach die negierten Elemente unter der Diagonalmatrix auf die Einheitsmatrix addieren um das Ergebnis zu erhalten}
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TODO: Und wie gehts weiter?
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\textbf{Lösung ohne Gauß-Elimination:}
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\[
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A =
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\underbrace{
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\begin{pmatrix}
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Nun gilt:
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\begin{align}
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A &= LR = L (DL^T)\\
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\Rightarrow A &= \underbrace{(L D^\frac{1}{2})}_{=: \overline{L}} (D^\frac{1}{2} L^T)\\
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\begin{pmatrix}d_1 &0&0\\0&d_2&0\\0&0&d_3\end{pmatrix} \cdot
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\begin{pmatrix}
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1 & 2 & 3\\
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0 & 1 & 2\\
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0 & 0 & 1
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\end{pmatrix}
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&= \begin{pmatrix}
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1 & 2 & 3\\
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0 & 4 & 8\\
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0 & 0 & 9
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\end{pmatrix}\\
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\Rightarrow D &= \begin{pmatrix}1 &0&0\\0&4&0\\0&0&9\end{pmatrix}\\
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\Rightarrow D^\frac{1}{2} &= \begin{pmatrix}1 &0&0\\0&2&0\\0&0&3\end{pmatrix}\\
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\overline{L} &= \begin{pmatrix}
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1 & 0 & 0\\
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2 & 1 & 0\\
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3 & 2 & 1
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\end{pmatrix} \cdot \begin{pmatrix}1 &0&0\\0&2&0\\0&0&3\end{pmatrix}\\
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&= \begin{pmatrix}
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1 & 0 & 0\\
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2 & 2 & 0\\
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3 & 4 & 3
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\end{pmatrix}}_{=: L} \cdot \underbrace{\begin{pmatrix}
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1 & 2 & 3\\
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0 & 2 & 4\\
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0 & 0 & 3
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\end{pmatrix}}_{=: L^T}
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\]
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\end{pmatrix}
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\end{align}
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