Coding my own Cholesky Decomposition Algorithm help?

조회 수: 17 (최근 30일)
J
J 2019년 2월 8일
I understand the idea of Cholesky Decomposition and can find it manually, but I am having a hard time creating my own MATLAB code to find a cholesky factor R, for a given positive definite matrix A.
So far my code is,
function[R] = getCholeskyFactor(A,n)
R=zeros(n,n);
for i=1:n
for j=1:n
R(i,i) = sqrt(A(i,i)-((R(j,i))^2))
for k = 1:n
R(i,j) = (A(i,j)-R(k,i)*R(k,j))/R(i,i)
end
end
end
But I realize I am missing different summations because r(i,i) = sqrt(A(i,i) - sum(R(k,i)^2,k=1:(i-1)) and r(i,j) = (A(i,j) - sum(R(k,i)*(R(k,j)),k=1:(i-1))/R(i,i).

답변 (0개)

카테고리

Help CenterFile Exchange에서 Linear Algebra에 대해 자세히 알아보기

제품


릴리스

R2018b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by