LBG - FS2024 – Solution 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

    • Add \((D^{-1})_{ii}\) to \((A^{-1})_{ii}\)
    • Subtract \((D^{-1})_{ii}/2\) from \((A^{-1})_{is}\), \((A^{-1})_{si}\), \((A^{-1})_{id}\) and \((A^{-1})_{di}\)
    • Add \((D^{-1})_{ii}/4\) to \((A^{-1})_{ss}\), \((A^{-1})_{dd}\), \((A^{-1})_{sd}\) and \((A^{-1})_{ds}\)