51 lines
1 KiB
Text
51 lines
1 KiB
Text
function cholesky ($a) {
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$l = @()
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if ($a) {
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$n = $a.count
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$end = $n - 1
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$l = 1..$n | foreach {$row = @(0) * $n; ,$row}
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foreach ($k in 0..$end) {
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$m = $k - 1
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$sum = 0
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if(0 -lt $k) {
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foreach ($j in 0..$m) {$sum += $l[$k][$j]*$l[$k][$j]}
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}
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$l[$k][$k] = [Math]::Sqrt($a[$k][$k] - $sum)
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if ($k -lt $end) {
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foreach ($i in ($k+1)..$end) {
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$sum = 0
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if (0 -lt $k) {
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foreach ($j in 0..$m) {$sum += $l[$i][$j]*$l[$k][$j]}
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}
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$l[$i][$k] = ($a[$i][$k] - $sum)/$l[$k][$k]
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}
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}
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}
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}
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$l
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}
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function show($a) {$a | foreach {"$_"}}
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$a1 = @(
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@(25, 15, -5),
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@(15, 18, 0),
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@(-5, 0, 11)
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)
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"a1 ="
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show $a1
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""
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"l1 ="
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show (cholesky $a1)
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""
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$a2 = @(
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@(18, 22, 54, 42),
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@(22, 70, 86, 62),
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@(54, 86, 174, 134),
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@(42, 62, 134, 106)
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)
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"a2 ="
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show $a2
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""
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"l2 ="
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show (cholesky $a2)
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