Aasen's Algorithm

最新推荐文章于 2024-08-08 14:06:59 发布

Mark Taylor

最新推荐文章于 2024-08-08 14:06:59 发布

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分类专栏： Mathematics Numerical Analysis

本文链接：https://blog.csdn.net/Mark_Taylor/article/details/106121040

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本文介绍了Aasen的算法，该算法在矩阵计算中有重要应用。推荐查阅《Matrix Computations 4e》第四章4.4.2节，可在Z-Library免费下载此书获取详细内容。

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See also 'Matrix Computations 4e', P188 4.4.2 The method of Aason.

u can download that book via Z-Library for free.

% Aasen's algorithm :  PAP.'=LTL.', where A is a n-by-n (dense) symmetric
% matrix, L is a unit lower triangular matrix, P is a permutation matrix, 
% and T is a symmetric tridiagonal matrix.
function [P,L,T]=Aasen(A)

[m,n]=size(A);
if m ~= n || isequal(A,A')==false 
    error('A must be symmetric!')
end

P=eye(n);
L=zeros(n);
for i=1:n-2
    r=maxIndex(A(:,i),i+1,n); 
    if abs(A(r,i))>eps
        if r~=i+1
            A([i+1,r],:)=A([r,i+1],:);                              % row (i+1) <-> row r
            A(:,[i+1,r])=A(:,[r,i+1]);                              % column (i+1) <-> column r
            I=eye(n);I(r,r)=0;I(i+1,r)=1;I(r,i+1)=1;I(i&