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Metode Cholesky

Materi
by

Imam Muhammad Fauzi Rulsan

on 16 February 2013

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Transcript of Metode Cholesky

Dekomposisi Matriks Metode Cholesky
Metode cholesky adalah sebuah penyelesaian persamaan linier simultan yang diperoleh dari rumusan matematika berdasarkan atas unsur koefisien variabel yang simetris. Apa Itu Metode Cholesky?
Matriks yang diselesaikan harus matriks yang berordo sama atau yang biasa disebut adalah matriks simetris.


Unsur matriks baris sama dengan unsur matriks kolom pada indeks baris dan kolom yang sama.
Nilai di dalam tanda akar harus bernilai positif.



Angka diluar diagonal utama harus memiliki nilai yang sama. Bagaimanakah Ciri-Cirinya? X =
[A] = [U] * [UT]
Dimnana:







[A] = Nilai Matrik Soal

[U] = Nilai Matrik Segitiga Atas

[UT] = Nilai Matrik Segitiga Bawah Rumus Umum Penyelesaian Menyatakan unsur U1i dalam unsur A1i Menyatakan unsur U2i dalam unsur A2i Menyatakan unsur U3i dalam unsur A3i Transpose Matriks Perkalian Matriks
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