1

Possible Duplicate:
How to calculate the cost of Cholesky decomposition?

so far i see that for matrix A = L*L^T : (A = a1, a2, a3, a4 matrix)

FOR lower triangular matrix L = l11, 0, L21, L22 (l11 is scalar)

i got that a1 = l_11^2 this is 1 flop | a2 = l11*L21^T this requires n-1 flops ... this gets ugly later when Schur complement is appearing

Can anyone show how i should get n^3/3 complexity/flops when doing Cholesky decomposition on A???

Community
  • 1
ASROMA
  • 579
  • Someone else from your class? – Antonio Vargas Oct 21 '12 at 02:18
  • I guess i do not get some ideas about this decomposition, it should not be hard if i get it. First of all when i am asked to calculate the complexity of Cholesky decomposition of A, should i consider that A matrix is given, so that l11, L12, amd L21 are known complexity. The only part that i have to do is the recursive part right? I am new to this concept and little confused, if someone can explain the idea better – ASROMA Oct 21 '12 at 02:53

0 Answers0