Cholesky Decomposition

*To*: mathgroup at smc.vnet.net*Subject*: [mg104516] Cholesky Decomposition*From*: Lars Schouw <schouwla at yahoo.com>*Date*: Tue, 3 Nov 2009 02:51:39 -0500 (EST)

How do I get out the lower triangular matrix after doing a Choleseky decomposition? I tried a LU decomposition but not get back what I expect. For example the symetrix matrix A 1 1 1 1 1 5 5 5 1 5 14 14 1 5 14 15 is equal to the product of the tringular matrix L and its transposed L^T 1 1 1 1 1 0 0 0 1 1 1 1 1 5 5 5 = 1 2 0 0 0 2 2 2 1 5 14 14 1 2 3 0 0 0 3 3 1 5 14 15 1 2 3 1 0 0 0 1 With L 1 0 0 0 1 2 0 0 1 2 3 0 1 2 3 1 But in Mathematica I do this: A = {{1, 1, 1, 1}, {1, 5, 5, 5}, {1, 5, 14, 14}, {1, 5, 14, 15}} {lu, p, c} = LUDecomposition[A] l = lu SparseArray[{i_, j_} /; j < i -> 1, {4, 4}] + IdentityMatrix[4] and get {{1, 0, 0, 0}, {1, 1, 0, 0}, {1, 1, 1, 0}, {1, 1, 1, 1}} Any idea what I am doing wrong? Lars

**Follow-Ups**:**Re: Cholesky Decomposition***From:*DrMajorBob <btreat1@austin.rr.com>

**Re: Cholesky Decomposition***From:*Sseziwa Mukasa <mukasa@jeol.com>