Coding my own Cholesky Decomposition Algorithm help?

17 Ansichten (letzte 30 Tage)
J
J am 8 Feb. 2019
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).

Antworten (0)

Kategorien

Mehr zu Linear Algebra finden Sie in Help Center und File Exchange

Produkte


Version

R2018b

Community Treasure Hunt

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

Start Hunting!

Translated by