5627: HW2

Cholesky decompostion

Write and test your own Cholesky decompostion code.  Make sure you explain the output format of your code.

Make sure your code tests for +Def and Symmetry.

Make a log-log plot of the timing for your code with an aproppriate reference line.

Symmetric +Def Solver

Combine your Cholesky decomposition and Lower Triangular solve into a function “CholeskySymSolver[A,b]” that returns the solution of A x =b for a symmetric +Def matrix A.

Test this code appropriately.

Make a log-log plot of the timing for your code with an aproppriate reference line and the timing for a built-in solver on the same graph.