A Comparison of Gaussian Elimination and Cholesky Decomposition Methods in Solving a System of Linear Equations.

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Date

2021

Journal Title

Journal ISSN

Volume Title

Publisher

Kabale University

Abstract

There are several methods of solving a system of linear equations,. some of which are direct methods and others are iterative methods. In this work, .we study direct methods specifically Gaussian elimination and Cholesky decomposition and make a comparison between the two. It is found out that Gaussian elimination is an algorithm in linear algebra for solving a system of linear equations and can also be used to find the rank of a matrix, to calculate the determinant of a matrix, and to calculate the inverse of an invertible square matrix Whereas Cholesky decomposition is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions.

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Keywords

Comparison, Gaussian Elimination, Cholesky Decomposition Methods, Solving, System, Linear Equations

Citation

Niringiye, Richard (2021). A Comparison of Gaussian Elimination and Cholesky Decomposition Methods in Solving a System of Linear Equations. Kabale: Kabale University.