cholesky decomposition
for (i = 0; i < dimensionSize; i++) {
for (j = 0; j < (i + 1); j++) {
float sum = 0;
for (k = 0; k < j; k++)
sum += L[i][k] * L[j][k];
if (i == j)
L[i][j] = sqrt(A[i][i] - sum);
else
L[i][j] = (1.0 / L[j][j] * (A[i][j] - sum));
}
}cholesky decomposition
for (j = 0; j < dimensionSize; j++) {
float sum = 0;
for (k = 0; k < j; k++) {
sum += L[j][k] * L[j][k];
}
L[j][j] = sqrt(A[j][j] - sum);
for (i = j + 1; i < dimensionSize; i++) {
sum = 0;
for (k = 0; k < j; k++) {
sum += L[i][k] * L[j][k];
}
L[i][j] = (1.0 / L[j][j] * (A[i][j] - sum));
}
}Copyright © 2021 Codeinu
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