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Cholesky

于 2020-08-10 发布 文件大小:14KB
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  半正定矩阵cholesky方法将其分解为两个上下三角矩阵相乘的形式。matlab自带的函数只能分解正定矩阵。并且给出例子。(Semi-definite matrix cholesky method be decomposed into two upper and lower triangular matrices form. matlab built-in function can only be positive definite matrix decomposition.)

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