首页| JavaScript| HTML/CSS| Matlab| PHP| Python| Java| C/C++/VC++| C#| ASP| 其他|
购买积分 购买会员 激活码充值

您现在的位置是:虫虫源码 > 其他 > 平均因子分解法应用于正定矩阵

平均因子分解法应用于正定矩阵

资 源 简 介

平均因子分解法,适用于正定矩阵First, let s recall the definition of the Cholesky decomposition: Given a symmetric positive definite square matrix X, the Cholesky decomposition of X is the factorization X=U U, where U is the square root matrix of X, and satisfies: (1) U U = X (2) U is upper triangular (that is, it has all zeros below the diagonal). It seems that the assumption of positive definiteness is necessary. Actually, it is "positive definite" which guarantees the existence of such kind of decomposition. -Average factor decomposition method applied to positive definite matrix First, let s recall the definition of the Cholesky decomposition: Given a symmetric positive definite square matrix X, the Cholesky decomposition of X is the factorization X = UU, where U is the square root matrix of X, and satisfies: (1) UU = X (2) U is upper triangular (that is, it has all zeros below the diagonal). It seems that the assumption of positive definiteness is necessary. Actually, it is positive

文 件 列 表

cholesky
Cholesky decomposition.txt
Form1.frm
Module1.bas
_desktop.ini
工程1.vbp
工程1.vbw

相 关 资 源

您 可 能 感 兴 趣 的

同 类 别 推 荐

VIP VIP
0.454070s