Data commit

Task/Cholesky-decomposition/Tcl/cholesky-decomposition-1.tcl

@@ -0,0 +1,19 @@
+proc cholesky a {
+    set m [llength $a]
+    set n [llength [lindex $a 0]]
+    set l [lrepeat $m [lrepeat $n 0.0]]
+    for {set i 0} {$i < $m} {incr i} {
+	for {set k 0} {$k < $i+1} {incr k} {
+	    set sum 0.0
+	    for {set j 0} {$j < $k} {incr j} {
+		set sum [expr {$sum + [lindex $l $i $j] * [lindex $l $k $j]}]
+	    }
+	    lset l $i $k [expr {
+		$i == $k
+		? sqrt([lindex $a $i $i] - $sum)
+		: (1.0 / [lindex $l $k $k] * ([lindex $a $i $k] - $sum))
+	    }]
+	}
+    }
+    return $l
+}

Task/Cholesky-decomposition/Tcl/cholesky-decomposition-2.tcl

@@ -0,0 +1,13 @@
+set test1 {
+    {25 15 -5}
+    {15 18  0}
+    {-5  0 11}
+}
+puts [cholesky $test1]
+set test2 {
+    {18 22  54  42}
+    {22 70  86  62}
+    {54 86 174 134}
+    {42 62 134 106}
+}
+puts [cholesky $test2]