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Cholesky decomposition is a decomposition of a symmetric, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose. This algorithm is highly useful for Electrical Power system Engineering and other mathematic
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给出变量的上下边界、初值和代价函数,能够搜索代价函数最小值时的变量取值。属于带约束的优化算法,可以用来求算非线性方程组。-STRSCNE is a Matlab code for constrained nonlinear systems of equations
F(x)=0 l<=x<=u
where F: R^n--> R^n, l and u a
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LU分解在本质上是高斯消元法的一种表达形式。实质上是将A通过初等行变换变成一个上三角矩阵,其变换矩阵就是一个单位下三角矩阵。这正是所谓的杜尔里特算法(Doolittle algorithm):从下至上地对矩阵A做初等行变换,将对角线左下方的元素变成零,然后再证明这些行变换的效果等同于左乘一系列单位下三角矩阵,这一系列单位下三角矩阵的乘积的逆就是L矩阵,它也是一个单位下三角矩阵。
这类算法的复杂度一般在左右,对充分消元的分解则不然。
-LU decomposition is esse
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满足五子的五子棋就胜利,描述了上下左右斜方向的算法,-Backgammon to meet the five sons of the victory, describing the direction of the upper and lower left diagonal algorithm
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程序实现将一个对称矩阵A分解成LDU
其中L为下三角矩阵 D为对角矩阵 U为上三角矩阵
该程序使用了二级指针,矩阵A的阶数可以由运行人员决定-Program implementation will be decomposed into a symmetric matrix A LDU where L is lower triangular matrix D a diagonal matrix U is upper triangular matrix of the program us
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Suppose we are able to write the matrix A as a product of two matrices, L.U = A, where L is lower triangular (has elements only on the diagonal and below) and U is upper triangular (has elements only on the diagonal and above). We can use a decomposi
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将一个稀疏矩阵分解因子,构成上三角矩阵,对角矩阵和下三角矩阵相乘的形式。即LDU分解。-Factoring a sparse matrix, constitute the upper triangular matrix, in the form of a diagonal matrix and lower triangular matrix multiplication. That LDU decomposition.
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上三角或下三角矩阵也有大部份的元素不储存值(为0),我们可以将它们使用一维阵列来储存以节省储存空间,而对称矩阵因为对称于对角线,所以可以视为上三角或下三角矩阵来储存。-Upper or lower triangular matrix or a large majority of elements are not stored value (0), we can use them to store a one-dimensional array in order to save storage s
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In the mathematical discipline of linear algebra, a triangular matrix is a special kind of square matrix. A square matrix is called lower triangular if all the entries above the main diagonal are zero. Similarly, a square matrix is called upper trian
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功能为求解系数矩阵为三对角矩阵或者循环三对角矩阵的线性方程。
输入的四个参数均为行向量,分别对应系数矩阵的上副对角线,主对角线,下副对角线,以及方程等号另一侧的常数矩阵(The four parameters of the input are line vectors, which correspond to the upper diagonal lines of the coefficient matrix, the main diagonal line, the lower diagonal
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