In Matlab, we can use the chol
function to perform the Cholesky decomposition of a positive definite matrix. Here's how you can do it for the given matrix A
:
main.m68 chars3 lines
The parameter 'lower'
is used to specify that we want the lower triangular matrix L
from the decomposition.
Now, to find the sum of the diagonal elements of L
, we can use the trace
function:
main.m20 chars2 lines
The output of this expression is:
main.m19 chars2 lines
Therefore, the sum of the diagonal elements of L
is approximately 11.
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