文件名称:cholesky323232
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- [Windows] [Visual C] [Basic/ASP] [源码]
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- 2008-10-13
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平均因子分解法，适用于正定矩阵First, let s recall the definition of the Cholesky decomposition: Given a symmetric positive definite square matrix X, the Cholesky decomposition of X is the factorization X=U U, where U is the square root matrix of X, and satisfies:
(1) U U = X
(2) U is upper triangular (that is, it has all zeros below the diagonal).
It seems that the assumption of positive definiteness is necessary. Actually, it is \"positive definite\" which guarantees the existence of such kind of decomposition.
(1) U U = X
(2) U is upper triangular (that is, it has all zeros below the diagonal).
It seems that the assumption of positive definiteness is necessary. Actually, it is \"positive definite\" which guarantees the existence of such kind of decomposition.
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压缩包 : 85375578cholesky323232.rar 列表 cholesky\Cholesky decomposition.txt cholesky\Form1.frm cholesky\Module1.bas cholesky\_desktop.ini cholesky\工程1.vbp cholesky\工程1.vbw cholesky