Cholesky decomposition: Difference between revisions
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=={{header|Mathematica}} / {{header|Wolfram Language}}== |
=={{header|Mathematica}} / {{header|Wolfram Language}}== |
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<lang Mathematica>CholeskyDecomposition[{{25, 15, -5}, {15, 18, 0}, {-5, 0, 11}}]</lang> |
<lang Mathematica>CholeskyDecomposition[{{25, 15, -5}, {15, 18, 0}, {-5, 0, 11}}]</lang> |
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Without the use of built-in functions, making use of memoization: |
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<lang Mathematica>chol[A_] := |
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Module[{L}, |
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L[k_, k_] := L[k, k] = Sqrt[A[[k, k]] - Sum[L[k, j]^2, {j, 1, k-1}]]; |
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L[i_, k_] := L[i, k] = L[k, k]^-1 (A[[i, k]] - Sum[L[i, j] L[k, j], {j, 1, k-1}]); |
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PadRight[Table[L[i, j], {i, Length[A]}, {j, i}]] |
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]</lang> |
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=={{header|MATLAB}} / {{header|Octave}}== |
=={{header|MATLAB}} / {{header|Octave}}== |
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