文件名称:cholesky_C
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用C语言实现的Cholesky分解算法,可以实现对正定矩阵的cholesky分解,之前在网上一直没找到,所以只能自己编,在DSP上运行通过-Implemented using C language Cholesky decomposition can be achieved on the positive definite matrix cholesky decomposition, the Internet has not found before, so only their own parts, run by the DSP
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cholesky.c