factorization_cholinc.m

matlab从入门到精通第3章书后源码对初学者很有帮助

% factorization_cholinc.m
% 不完全Cholesky分解示例
S = sparse([ 1     0     3     0;
             0    25     0    30;
             3     0     9     0;
             0    30     0   661 ]);
disp('完全cholesky分解：')
[R,p] = cholinc(S,'0')
Rfull=full(R)
Srfull=Rfull'*Rfull
disp('不完全cholesky分解：')
Rinf = cholinc(S,'inf')
Rinf_full=full(Rinf)
Srinf_full=Rinf_full'*Rinf_full