Initial data commit

Task/Cholesky-decomposition/Python/cholesky-decomposition-1.py

@@ -0,0 +1,27 @@
+from __future__ import print_function
+
+from pprint import pprint
+from math import sqrt
+
+
+def cholesky(A):
+    L = [[0.0] * len(A) for _ in xrange(len(A))]
+    for i in xrange(len(A)):
+        for j in xrange(i+1):
+            s = sum(L[i][k] * L[j][k] for k in xrange(j))
+            L[i][j] = sqrt(A[i][i] - s) if (i == j) else \
+                      (1.0 / L[j][j] * (A[i][j] - s))
+    return L
+
+if __name__ == "__main__":
+    m1 = [[25, 15, -5],
+          [15, 18,  0],
+          [-5,  0, 11]]
+    pprint(cholesky(m1))
+    print()
+
+    m2 = [[18, 22,  54,  42],
+          [22, 70,  86,  62],
+          [54, 86, 174, 134],
+          [42, 62, 134, 106]]
+    pprint(cholesky(m2), width=120)

Task/Cholesky-decomposition/Python/cholesky-decomposition-2.py

@@ -0,0 +1,8 @@
+def cholesky(A):
+    L = [[0.0] * len(A) for _ in range(len(A))]
+    for i, (Ai, Li) in enumerate(zip(A, L)):
+        for j, Lj in enumerate(L[:i+1]):
+            s = sum(Li[k] * Lj[k] for k in range(j))
+            Li[j] = sqrt(Ai[i] - s) if (i == j) else \
+                      (1.0 / Lj[j] * (Ai[j] - s))
+    return L