Question Details

A matrix is given as: 9 15 15 50 .  By performing Cholesky decomposition, l 22  of the lower triangular matrix is  ______  (in integer).

Options

A

6

B

5

C

4

D

8

Show Answer

Correct Answer :

Option B

5

Solution :

The correct answer is 5.

To find the elements of the lower triangular matrix obtained via Cholesky decomposition, we write the symmetric matrix as the product of a lower triangular matrix and its transpose. Let the given matrix be A:
A = 9 15 15 50

We want to find a lower triangular matrix L:
L = l 11 0 l 21 l 22
such that:
A = L L T

Multiplying matrix L by its transpose LT, we obtain:
L L T = l 11 0 l 21 l 22 l 11 l 21 0 l 22 = l 11 2 l 11 l 21 l 11 l 21 l 21 2 + l 22 2

By equating the elements of the resulting matrix product to the elements of matrix A, we can solve for each component of L step-by-step:

1. Find l11 by equating the first diagonal element:
l 11 2 = 9 Since the diagonal elements of a Cholesky factor must be positive, we have:
l 11 = 9 = 3

2. Find l21 by equating the off-diagonal element:
l 11 l 21 = 15 Substituting l11=3 into the equation:
3 l 21 = 15
l 21 = 15 3 = 5

3. Find l22 by equating the second diagonal element:
l 21 2 + l 22 2 = 50 Substituting l21=5 into the equation:
5 2 + l 22 2 = 50
25 + l 22 2 = 50
Subtracting 25 from both sides yields:
l 22 2 = 25 Since the diagonal elements of L must be positive, we find:
l 22 = 25 = 5

Therefore, the entry l22 of the lower triangular matrix is 5.

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