improved_cholesky_resolution.h

利用gauss分解求解线性方程组

void improved_Cholesky_resolution(double A[][n],double bb[n])
{
	int i,j;
	double LL[n][n],UU[n][n];
	int improved_Cholesky(double A[][n]);
	improved_Cholesky(A);
	for(i=0;i<n;i++)
	{
		for(j=0;j<i;j++)
		{
			LL[i][j]=A[i][j];			
		}
		LL[i][i]=1;
	}
	for(i=0;i<n;i++)
	{
		for(j=i;j<n;j++)
		{
			UU[i][j]=A[i][i]*LL[j][i];
		}
	}	
	down_triangle(LL,bb);
	up_triangle(UU,bb);
}