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| author | prashantsinalkar | 2017-10-10 12:27:19 +0530 |
|---|---|---|
| committer | prashantsinalkar | 2017-10-10 12:27:19 +0530 |
| commit | 7f60ea012dd2524dae921a2a35adbf7ef21f2bb6 (patch) | |
| tree | dbb9e3ddb5fc829e7c5c7e6be99b2c4ba356132c /260/CH3/EX3.10/3_10.sce | |
| parent | b1f5c3f8d6671b4331cef1dcebdf63b7a43a3a2b (diff) | |
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Diffstat (limited to '260/CH3/EX3.10/3_10.sce')
| -rw-r--r-- | 260/CH3/EX3.10/3_10.sce | 54 |
1 files changed, 54 insertions, 0 deletions
diff --git a/260/CH3/EX3.10/3_10.sce b/260/CH3/EX3.10/3_10.sce new file mode 100644 index 000000000..f7677ee53 --- /dev/null +++ b/260/CH3/EX3.10/3_10.sce @@ -0,0 +1,54 @@ +//Eg-3.10
+//pg-92
+
+clear
+clc
+
+ //cholesky decomposition
+
+ A=[2 1 0;1 2 1;0 1 2];
+ B=[3.6;6.7;-1.9];
+
+ if A==A' then
+ disp("A is symmetric and we have to check whether it is positive definite or not")
+end
+
+for k=1:3
+ s(k)=det(A(1:k,1:k));
+end
+
+
+j=min(s);
+
+if j>0 then
+ disp("given matrix is positive definite and hence cholesky decomposition can be performed")
+
+[n,n]=size(A);
+summ1=0;
+summ2=0;
+
+for i=1:n
+ summ1=0;
+ for k=1:i-1
+ summ1=summ1+(L(i,k))^2;
+ end
+ L(i,i)=(A(i,i)-summ1)^(1/2);
+ for j=i+1:n
+ summ2=0;
+ for k=1:i-1
+ summ2=summ2+L(i,k)*L(j,k);
+ end
+ L(j,i)=(A(i,j)-summ2)/(L(i,i));
+ end
+end
+
+if L*L'==A then
+ disp("verification was done")
+end
+
+Y=inv(L)*B;
+
+X=inv(L')*Y;
+
+disp(X)
+end
\ No newline at end of file |