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如何在Cholesky方法的求解階段推導替換算法的前向和後向?如何比較功能choleskiSol?
如何比較功能choleskiSol
?
這是我的代碼choleskisol
function x = choleskiSol(L,b)
% Solves [L][L’]{x} = {b}
% USAGE: x = choleskiSol(L,b)
n = length(b);
if size(b,2) > 1
b = b’;
end % {b} must be column vector
for k = 1:n % Solution of [L]{y} = {b}
b(k) = (b(k) - dot(L(k,1:k-1),b(1:k-1)’))/L(k,k);
end
for k = n:-1:1 % Solution of {L}’{x} = {y}
b(k) = (b(k) - dot(L(k+1:n,k),b(k+1:n)))/L(k,k);
end
x = b;