Cholesky decomposition: Difference between revisions
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assert(math.round( result * 100000 ) * 0.00001 == math.round( test * 100000 ) * 0.00001) |
assert(math.round( result * 100000 ) * 0.00001 == math.round( test * 100000 ) * 0.00001) |
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}</lang> |
}</lang> |
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=={{header|Scilab}}== |
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The Cholesky decomposition is builtin, and an upper triangular matrix is returned, such that <math>L^TL=A</math>. |
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<lang scilab>a = [25 15 -5; 15 18 0; -5 0 11]; |
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chol(a) |
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ans = |
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5. 3. -1. |
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0. 3. 1. |
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0. 0. 3. |
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a = [18 22 54 42; 22 70 86 62; |
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54 86 174 134; 42 62 134 106]; |
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chol(a) |
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ans = |
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4.2426407 5.1854497 12.727922 9.8994949 |
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0. 6.5659052 3.0460385 1.6245539 |
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0. 0. 1.6497422 1.849711 |
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0. 0. 0. 1.3926212</lang> |
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=={{header|Seed7}}== |
=={{header|Seed7}}== |
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