Data commit

Task/Cholesky-decomposition/D/cholesky-decomposition.d

@@ -0,0 +1,27 @@
+import std.stdio, std.math, std.numeric;
+
+T[][] cholesky(T)(in T[][] A) pure nothrow /*@safe*/ {
+    auto L = new T[][](A.length, A.length);
+    foreach (immutable r, row; L)
+        row[r + 1 .. $] = 0;
+    foreach (immutable i; 0 .. A.length)
+        foreach (immutable j; 0 .. i + 1) {
+            auto t = dotProduct(L[i][0 .. j], L[j][0 .. j]);
+            L[i][j] = (i == j) ? (A[i][i] - t) ^^ 0.5 :
+                                 (1.0 / L[j][j] * (A[i][j] - t));
+        }
+    return L;
+}
+
+void main() {
+    immutable double[][] m1 = [[25, 15, -5],
+                               [15, 18,  0],
+                               [-5,  0, 11]];
+    writefln("%(%(%2.0f %)\n%)\n", m1.cholesky);
+
+    immutable double[][] m2 = [[18, 22,  54,  42],
+                               [22, 70,  86,  62],
+                               [54, 86, 174, 134],
+                               [42, 62, 134, 106]];
+    writefln("%(%(%2.3f %)\n%)", m2.cholesky);
+}