Fwd: CholeskyDecomposition

[boisvert@nist.gov]

Sender: Sione <sionep@xtra.co.nz>
Subject: CholeskyDecomposition




Hello All,

I have a question about the CholeskyDecomposition.  The following code 
snippets shows a reconstruction of  a matrix from a 
CholeskyDecomposition and the result is not the same as the original one.

-------- sample code -----------

double[][] h = new double[][]{
     {4532 , 5682 },
     {5634 ,  7134}
   }

Matrix H = new Matrix(h);

CholeskyDecomposition chol = H.chol();

Matrix L = chol.getL();

Matrix LtL = L.transpose().times(L);

      
System.out.println("\n =========== H ==========");
H.print(6,0);

System.out.println("\n =========== L ==========");
L.print(6,4);
    
System.out.println("\n =========== L'*L ==========");
LtL.print(6,4);

--------- end sample code ------------



The output gave me this:

=========== H ==========

 4532  5682

 5634  7134


=========== L ==========
 67.3201   0.0000

 83.6897  11.4034


=========== L'*L ==========
11535.9620  954.3484

  954.3484  130.0380


My question is why the reconstruction  L'*L  is not the same as  H ?


Cheers,
Sione.




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