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Ingy döt Net 2023-07-01 11:58:00 -04:00
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Task/Cholesky-decomposition/Maxima/cholesky-decomposition.maxima Normal file
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/* Cholesky decomposition is built-in */
a: hilbert_matrix(4)$
b: cholesky(a);
/* matrix([1, 0, 0, 0 ],
[1/2, 1/(2*sqrt(3)), 0, 0 ],
[1/3, 1/(2*sqrt(3)), 1/(6*sqrt(5)), 0 ],
[1/4, 3^(3/2)/20, 1/(4*sqrt(5)), 1/(20*sqrt(7))]) */
b . transpose(b) - a;
matrix([0, 0, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0])