chodcm.txt

VB常用数值算法集1 VB常用数值算法集1

Sub CHODCM(A(), N, D(), T())
    For I = 1 To N
        Sum = A(I, I)
        For J = 1 To I - 1
            T(J) = A(J, I)
            For K = 1 To J - 1
                T(J) = T(J) - T(K) * A(J, K)
            Next K
            If D(J) = 0# Then
                If T(J) <> 0# Then
                    Print "No Cholesky decomposition"
                Else
                    A(I, J) = 1#
                End If
            Else
                A(I, J) = T(J) / D(J)
            End If
            Sum = Sum - T(J) * A(I, J)
        Next J
        D(I) = Sum
    Next I
End Sub