LBG - FS2024 – Exercise 8

Author

Peter von Rohr

Problem 1: Henderson’s Rule

Use the following pedigree to come up with the final version of Hendersons rules.

Task

  • Get matrices \(L^{-1}\) and \(D^{-1}\)
  • Do the matrix multiplication to get \(A^{-1}\)
  • Describe rules to come up with \(A^{-1}\)

Solution

  • Matrix \(L^{-1}\)
  • Matrix \((L^{-1})^T\)
  • Matrix \(D^{-1}\)
  • Matrix multiplication

  • Multiplication diagram

  • Extract Rules