cholesky.m

数值线性代数的Matlab应用程序包 共13个程序函数

function A=cholesky(A)
[m,n]=size(A);
%check
if m~=n
    'error'
    return
end
for k=1:m
    for j=k+1:m
        if A(j,k)~=A(k,j)
            'error'
            return
        end
    end
end
for k=1:m
    for j=k+1:m
        A(j,j:m)=A(j,j:m)-A(k,j:m)*conj(A(k,j))/A(k,k);
    end
    A(k,k:m)=A(k,k:m)/sqrt(A(k,k));
end
A=triu(A);