Cholesky decomposition: Difference between revisions
Added XPL0 example.
(→{{header|Ruby}}: symmetric? method already exists) |
(Added XPL0 example.) |
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| 9.89949 1.62455 1.84971 1.39262|
</pre>
=={{header|XPL0}}==
<syntaxhighlight lang "XPL0">real L(4*4);
func real Cholesky(A, N);
real A; int N;
real S;
int I, J, K;
[for I:= 0 to N*N-1 do L(I):= 0.;
for I:= 0 to N-1 do
for J:= 0 to I do
[S:= 0.;
for K:= 0 to J-1 do
S:= S + L(I*N+K) * L(J*N+K);
L(I*N+J):= if I = J then sqrt(A(I*N+I) - S)
else (1.0 / L(J*N+J) * (A(I*N+J) - S));
];
return L;
];
proc ShowMatrix(A, N);
real A; int N;
int I, J;
[for I:= 0 to N-1 do
[for J:= 0 to N-1 do
RlOut(0, A(I*N+J));
CrLf(0);
];
];
int N;
real M1, C1, M2, C2;
[N:= 3;
M1:= [25., 15., -5.,
15., 18., 0.,
-5., 0., 11.];
C1:= Cholesky(M1, N);
ShowMatrix(C1, N);
CrLf(0);
N:= 4;
M2:= [18., 22., 54., 42.,
22., 70., 86., 62.,
54., 86., 174., 134.,
42., 62., 134., 106.];
C2:= Cholesky(M2, N);
ShowMatrix(C2, N);
]</syntaxhighlight>
{{out}}
<pre>
5.00000 0.00000 0.00000
3.00000 3.00000 0.00000
-1.00000 1.00000 3.00000
4.24264 0.00000 0.00000 0.00000
5.18545 6.56591 0.00000 0.00000
12.72792 3.04604 1.64974 0.00000
9.89949 1.62455 1.84971 1.39262
</pre>
=={{header|zkl}}==
Using the GNU Scientific Library:
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