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Numerical Analysis Assignment NO.

3 17-OCT-2010
DR. Ahmed Amir Bayoumy
Prepared By: Ahmed Shaban Mahmoud



Page 1 of 7


For the shown 11x11 banded symmetric matrix, use only the 2x11 matrix
to decompose the matrix into upper and lower matrix using Choleski
technique:-
11x11 matrix
25 10 0 0 0 0 0 0 0 0 0
10 8 2 0 0 0 0 0 0 0 0
0 2 5 4 0 0 0 0 0 0 0
0 0 4 13 6 0 0 0 0 0 0
0 0 0 6 29 15 0 0 0 0 0
0 0 0 0 15 34 10 0 0 0 0
0 0 0 0 0 10 29 10 0 0 0
0 0 0 0 0 0 10 40 12 0 0
0 0 0 0 0 0 0 12 20 8 0
0 0 0 0 0 0 0 0 8 13 6
0 0 0 0 0 0 0 0 0 6 53

Banded matrix
25 10
8 2
5 4
13 6
29 15
34 10
29 10
40 12
20 8
13 6
53 0



Numerical Analysis Assignment NO.3 17-OCT-2010
DR. Ahmed Amir Bayoumy
Prepared By: Ahmed Shaban Mahmoud



Page 2 of 7


Solution
See attached excel sheet for detailed calculation of
below equations and matrices.
L(i,i) = sqrt(A(i,i) - L(i,1:i-1)*L(i,1:i-1)'); For diagonal numbers
L(i,j) = (A(i,j) - L(i,1:j-1)*L(j,1:j-1)')/L(j,j); For all other numbers

Lower Matrix
5 0 0 0 0 0 0 0 0 0 0
2 2 0 0 0 0 0 0 0 0 0
0 1 2 0 0 0 0 0 0 0 0
0 0 2 3 0 0 0 0 0 0 0
0 0 0 2 5 0 0 0 0 0 0
0 0 0 0 3 5 0 0 0 0 0
0 0 0 0 0 2 5 0 0 0 0
0 0 0 0 0 0 2 6 0 0 0
0 0 0 0 0 0 0 2 4 0 0
0 0 0 0 0 0 0 0 2 3 0
0 0 0 0 0 0 0 0 0 2 7

Upper Matrix
5 2 0 0 0 0 0 0 0 0 0
0 2 1 0 0 0 0 0 0 0 0
0 0 2 2 0 0 0 0 0 0 0
0 0 0 3 2 0 0 0 0 0 0
0 0 0 0 5 3 0 0 0 0 0
0 0 0 0 0 5 2 0 0 0 0
0 0 0 0 0 0 5 2 0 0 0
0 0 0 0 0 0 0 6 2 0 0
0 0 0 0 0 0 0 0 4 2 0
0 0 0 0 0 0 0 0 0 3 2
0 0 0 0 0 0 0 0 0 0 7
Numerical Analysis Assignment NO.3 17-OCT-2010
DR. Ahmed Amir Bayoumy
Prepared By: Ahmed Shaban Mahmoud



Page 3 of 7


The lower matrix can be re written in 11x2 matrix

5 2
2 1
2 2
3 2
5 3
5 2
5 2
6 2
4 2
3 2
7 0


Numerical Analysis Assignment NO.3 17-OCT-2010
DR. Ahmed Amir Bayoumy
Prepared By: Ahmed Shaban Mahmoud



Page 4 of 7


Algorithm :

for i = 1 : n
for j = 1: m %% m is number of columns in banded matrix

if i == 1 & j == 1
s = A(i,i); %% i=1, j=1 is special case
else
s = A (i , j) -
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*
+,-./
0
C ( y , i y + 1)'

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123
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:
;<=>?
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C ( y , j + i - y);
end


if j > 1

C( i , j ) = s / C( i , 1 );
else
if s<=0, error('C is not positive definite to
working precision'); end

C( i , j ) = sqrt ( s ) ;
end
end
end

Numerical Analysis Assignment NO.3 17-OCT-2010
DR. Ahmed Amir Bayoumy
Prepared By: Ahmed Shaban Mahmoud



Page 5 of 7


Using the above algorithm and apply in it step by step we found that value of S
for the banded matrix is as below

i NO. j = 1 j = 2
1 S = A ( 1 , 1 ) S = A ( 1 , 2 )
2 S = A ( 2 , 1 ) C ( 1 , 2 ) * C ( 1 , 2 ) S = A ( 2 , 2 )
3 S = A ( 3 , 1 ) C ( 2 , 2 ) * C ( 2 , 2 ) S = A ( 3 , 2 )
4 S = A ( 4 , 1 ) C ( 3 , 2 ) * C ( 3 , 2 ) S = A ( 4 , 2 )
5 S = A ( 5 , 1 ) C ( 4 , 2 ) * C ( 4 , 2 ) S = A ( 5 , 2 )
6 S = A ( 6 , 1 ) C ( 5 , 2 ) * C ( 5 , 2 ) S = A ( 6 , 2 )
7 S = A ( 7 , 1 ) C ( 6 , 2 ) * C ( 6 , 2 ) S = A ( 7 , 2 )
8 S = A ( 8 , 1 ) C ( 7 , 2 ) * C ( 7 , 2 ) S = A ( 8 , 2 )
9 S = A ( 9 , 1 ) C ( 8 , 2 ) * C ( 8 , 2 ) S = A ( 9 , 2 )
10 S = A ( 10 , 1 ) C ( 9 , 2 ) * C ( 9 , 2 ) S = A ( 10 , 2 )
11 S = A ( 11 , 1 ) C ( 10 , 2 ) * C ( 10 , 2 ) S = A ( 11 , 2 )


Numerical Analysis Assignment NO.3 17-OCT-2010
DR. Ahmed Amir Bayoumy
Prepared By: Ahmed Shaban Mahmoud



Page 6 of 7


Continue in the above algorithm we can reach to value of the banded lower
matrix in form of 11x2 as shown below

i NO. j = 1 j = 2
1 Sqrt ( 25 ) = 5 10 / 5 = 2
2 Sqrt ( 8 2 * 2 ) = 2 2 / 2 = 1
3 Sqrt ( 5 1 * 1 ) = 2 4 / 2 = 2
4 Sqrt ( 13 2 * 2 ) = 3 6 / 3 = 2
5 Sqrt ( 29 2 * 2 ) = 5 15 / 5 = 3
6 Sqrt ( 34 3 * 3 ) = 5 10 / 5 = 2
7 Sqrt ( 29 2 * 2 ) = 5 10 / 5 = 2
8 Sqrt ( 40 2 * 2 ) = 6 12 / 6 = 2
9 Sqrt ( 20 2 * 2 ) =4 8 / 4 = 2
10 Sqrt ( 13 2 * 2 ) =3 6 / 3 = 2
11 Sqrt ( 53 2 * 2 ) =7 0 / 7 = 0






Numerical Analysis Assignment NO.3 17-OCT-2010
DR. Ahmed Amir Bayoumy
Prepared By: Ahmed Shaban Mahmoud



Page 7 of 7



Conclusion:-
As following of the new algorithm for banded matrix reached the same
result for Choleski technique. So, the new algorithm may be right.

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