Lecture15 - Engineering Analysis ENG 3420 Fall 2009 Dan C...

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Engineering Analysis ENG 3420 Fall 2009 Dan C. Marinescu Office: HEC 439 B Office hours: Tu-Th 11:00-12:00
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2 Lecture 15 Lecture 15 Last time: Discussion of pivoting Tri-diagonal system solver Examples Today: Symmetric, Hermitian, Positive matrices Matrix multiplication Non-commutative Associative The transpose of a product of two matrices LU Factorization (Chapter 10) Cholesky decomposition Next Time Midterm - Exams are open book and open notes. Computers are not allowed. There is no make-up for any exam; if you miss an exam and have a good reason you need to go to the Academic Services and bring a letter stating that your absence was motivated and then discuss with the instructor.
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LU Factorization LU factorization involves two steps: Decompose the [ A ] matrix into a product of: a lower triangular matrix [ L ] with 1 for each entry on the diagonal. and an upper triangular matrix [
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Lecture15 - Engineering Analysis ENG 3420 Fall 2009 Dan C...

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