cholesky.m

cholesky分解

function L=cholesky(A) 
n=size(A);
L=zeros(n,n);
L(1,1)=sqrt(A(1,1));
for i=2:1:n
    L(i,1)=A(i,1)/L(1,1);
end
for j=2:1:n
    sum1=0;
    for k=1:1:j-1
        sum1=sum1+L(j,k)^2;
    end
    L(j,j)=sqrt(A(j,j)-sum1);
    for i=j+1:1:n;
        sum2=0;
        for k=1:1:j-1
            sum2=sum2+L(i,k)*L(j,k);
        end
        L(i,j)=(A(i,j)-sum2)/L(j,j);
    end
end