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authorprashantsinalkar2017-10-10 12:27:19 +0530
committerprashantsinalkar2017-10-10 12:27:19 +0530
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+//Eg-3.9
+//pg-88
+
+clear
+clc
+
+ //cholesky decomposition
+
+ A=[1 .5 0;.5 1 .5;0 .5 1];
+ B=[1;2;3];
+
+
+[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)
+
+
+