Data commit

Task/Cholesky-decomposition/Java/cholesky-decomposition.java

@@ -0,0 +1,31 @@
+import java.util.Arrays;
+
+public class Cholesky {
+	public static double[][] chol(double[][] a){
+		int m = a.length;
+		double[][] l = new double[m][m]; //automatically initialzed to 0's
+		for(int i = 0; i< m;i++){
+			for(int k = 0; k < (i+1); k++){
+				double sum = 0;
+				for(int j = 0; j < k; j++){
+					sum += l[i][j] * l[k][j];
+				}
+				l[i][k] = (i == k) ? Math.sqrt(a[i][i] - sum) :
+					(1.0 / l[k][k] * (a[i][k] - sum));
+			}
+		}
+		return l;
+	}
+	
+	public static void main(String[] args){
+		double[][] test1 = {{25, 15, -5},
+							{15, 18, 0},
+							{-5, 0, 11}};
+		System.out.println(Arrays.deepToString(chol(test1)));
+		double[][] test2 = {{18, 22, 54, 42},
+							{22, 70, 86, 62},
+							{54, 86, 174, 134},
+							{42, 62, 134, 106}};
+		System.out.println(Arrays.deepToString(chol(test2)));
+	}
+}