Fac_Cholesky
Related Doc:
package par
the symmetric, positive definite matrix to be factor
Factor matrix 'a' into the product of 'l' and 'l.t', returning both.
Factor matrix 'a' into the product of 'l' and 'l.t', returning both.
Factor matrix 'a' into the product of 'l' and 'l.t', returning the lower triangular matrix 'l' from the Cholesky Fractorization 'a = l * l.t' where 'l.t' is the transpose.
Factor matrix 'a' into the product of 'l' and 'l.t', returning the lower triangular matrix 'l' from the Cholesky Fractorization 'a = l * l.t' where 'l.t' is the transpose. It uses the Cholesky–Banachiewicz algorithm.
introcs.cs.princeton.edu/java/95linear
Factor matrix 'a' into the product of 'l' and 'l.t', returning l.t.
Factor matrix 'a' into the product of 'l' and 'l.t', returning l.t.
Show the flaw by printing the error message.
Show the flaw by printing the error message.
the method where the error occurred
the error message
Use the lower triangular matrix 'l' from the Cholesky Fractorization to solve a system of equations 'a * x = b'.
Use the lower triangular matrix 'l' from the Cholesky Fractorization to solve a system of equations 'a * x = b'. Return the solution x using forward and backward substitution.
the constant vector
The
Fac_Choleskyclass provides methods to factor an 'n-by-n' symmetric, positive definite matrix 'a' into the product of two matrices:'l' - an 'n-by-n' left lower triangular matrix 'l.t' - an 'n-by-n' right upper triangular matrix - transpose of 'l'
such that 'a = l * l.t'. This version uses parallel processing to speed up execution.