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Ingy döt Net 2023-07-01 11:58:00 -04:00
parent 7387c8f97b
commit cb5bb5e222
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Task/Cholesky-decomposition/Mathematica/cholesky-decomposition-1.math Normal file
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CholeskyDecomposition[{{25, 15, -5}, {15, 18, 0}, {-5, 0, 11}}]

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Task/Cholesky-decomposition/Mathematica/cholesky-decomposition-2.math Normal file
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chol[A_] :=
Module[{L},
L[k_, k_] := L[k, k] = Sqrt[A[[k, k]] - Sum[L[k, j]^2, {j, 1, k-1}]];
L[i_, k_] := L[i, k] = L[k, k]^-1 (A[[i, k]] - Sum[L[i, j] L[k, j], {j, 1, k-1}]);
PadRight[Table[L[i, j], {i, Length[A]}, {j, i}]]
]