Exercise · ZW-CHOLESKY-FACTORIZATION-007 · ★★☆ Intermediate

If \(a_{22}=10\) and \(l_{21}=3\), what is \(l_{22}\)?

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  • D. 1

Explanation

Since \(l_{22}=\sqrt{a_{22}-l_{21}^{2}}=\sqrt{10-9}=1\). The root of 10 forgets to subtract \(l_{21}^{2}\), the root of 19 adds instead of subtracting, and 7 subtracts \(l_{21}\) without squaring or taking a root.

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Review the concept: Cholesky factorization

The Cholesky factorization decomposes a symmetric positive definite matrix \(A\) as \(A = LL^{T}\), where \(L\) is lower triangular with positive diagonal.

\[A = LL^{T}, \; l_{jj} = \sqrt{a_{jj} - \sum_{k

More practice problems: cholesky factorization

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