Data commit

Task/Cholesky-decomposition/C/cholesky-decomposition.c

@@ -0,0 +1,51 @@
+#include <stdio.h>
+#include <stdlib.h>
+#include <math.h>
+
+double *cholesky(double *A, int n) {
+    double *L = (double*)calloc(n * n, sizeof(double));
+    if (L == NULL)
+        exit(EXIT_FAILURE);
+
+    for (int i = 0; i < n; i++)
+        for (int j = 0; j < (i+1); j++) {
+            double s = 0;
+            for (int k = 0; k < j; k++)
+                s += L[i * n + k] * L[j * n + k];
+            L[i * n + j] = (i == j) ?
+                           sqrt(A[i * n + i] - s) :
+                           (1.0 / L[j * n + j] * (A[i * n + j] - s));
+        }
+
+    return L;
+}
+
+void show_matrix(double *A, int n) {
+    for (int i = 0; i < n; i++) {
+        for (int j = 0; j < n; j++)
+            printf("%2.5f ", A[i * n + j]);
+        printf("\n");
+    }
+}
+
+int main() {
+    int n = 3;
+    double m1[] = {25, 15, -5,
+                   15, 18,  0,
+                   -5,  0, 11};
+    double *c1 = cholesky(m1, n);
+    show_matrix(c1, n);
+    printf("\n");
+    free(c1);
+
+    n = 4;
+    double m2[] = {18, 22,  54,  42,
+                   22, 70,  86,  62,
+                   54, 86, 174, 134,
+                   42, 62, 134, 106};
+    double *c2 = cholesky(m2, n);
+    show_matrix(c2, n);
+    free(c2);
+
+    return 0;
+}