3.4.4-Linear Algebra: Cholesky Decomposition Example

These videos were created to accompany a university course, Numerical Methods for Engineers, taught Spring 2013. The text used in the course was "Numerical Methods for Engineers, 6th ed." by Steven Chapra and Raymond Canale.

[jadejones]

Very helpful, taking a regression and design final tomorrow. thank you so much :)

[schallabeer]

I just want to make sure. At l33, shouldn`t it be the sum of 22.454^2 and 20.917^2 under the square root instead of minus.

[krishnalal]

Sir, there is some differences in formula which was written second time, means it stated by divided by.

[HoussamRachdi]

man put an easy example without roots, to get an exact solution and without confusing us

[lanncerigs]

It helped me a lot, thank you so much!

[juliusk.adu-ntim]

I can see summation yet we are find product.

[kwamealievergreen]

the most confusing part is that there is a diagonal of 55...

[crazygermanviper]

11:01 Why is there minus l31 squared and minus l32 squared? Shouldn't it be minus the sum of l31 squared and l32 squared?

[thetruereality]

when you were doing L21 you ignored the summation saying that j cannot go from 1 to 0. However if you put j=1 you would still get a valid term that you simply dismissed. 

That too i did not understand.

[mohamedshehata]

it is very helpful actually but when i tried solve Cholesky in matlab with A matrix it gives L transposed instead of L. am i missing something here??

[thetruereality]

The formula you copied down below has a term "l" in the denominator whereas the formula you explained in your previous video didnt. 

You wrote same formula differently above and below  please explain why. 
Thank you for the explanation it was indeed helpful except this one doubt 

[pichebataan]

Hello, What if I got sq. rt of negative in my L33? What do i need to do?

[spsp]

well done just like the steak im cooking right now :P

[kofi]

you didn't explain ij and kj ??
what, how do you determine those ?