Example 1 (c).  Find the A = LU  factorization for the matrix  .  Use the Cholesky method.  

Solution 1 (c).

Enter the matrix.

Invoke the subroutine Cholesky.  

Verify the factorization.

This time the elements on the diagonals of  L  and  U  are the same.  

Remark.  The Cholesky method is used only when A is a real, symmetric and positive definite matrix.  

(c) John H. Mathews 2004