强迫正定cholesky分解.cpp

C++最优化方法源程序

#include "mathyw.h"
#include "iostream.h"
#include "stdlib.h"
#include "math.h"

void main ()
{
	double g[9] = { 0,1,2,1,1,1,2,1,3 };
	double l[9], d[3];
	force_cholesky( g, 3, l, d );
	for( int i=0; i<3; i++ )
	{
	     cout<< "d= " << d[i]<< endl;
	     cout<< "l= " << l[i* 3+ 0]<< endl;
		 cout<< l[i* 3+ 1]<< endl;
		 cout<< l[i* 3+ 2]<< endl;
	}
}