平方根法 乔累斯基分解Cholesky_解线性方程组的直接解法

平方根法 乔累斯基分解Cholesky_解线性方程组的直接解法

标签：计算方法实验

#include <stdio.h>
#include <math.h>

const int maxn = 15;

int main(){
    double a[maxn][maxn], b[maxn], y[maxn], x[maxn], l[maxn][maxn];
    int n, sum;

    freopen("sqrt.txt", "r", stdin);
    scanf("%d", &n);
    for(int i = 1; i <= n; i++){
        for(int j = 1; j <= n; j++)  scanf("%lf", &a[i][j]);
        scanf("%lf", &b[i]);
    }
    /*
    for(int i = 1; i <= n; i++){
        for(int j = 1; j <= n; j++)  printf("%10f", a[i][j]);
        printf("%10f\n", b[i]);
    }
    */

    for(int i = 1; i <= n; i++){  //算L: 对正定矩阵A分解，A = LL^T
        sum = 0;
        for(int k = 1; k <= i - 1; k++)  sum += (l[i][k] * l[i][k]);
        l[i][i] = sqrt(a[i][i] - sum);

        sum = 0;
        for(int j = i + 1; j <= n; j++){
            for(int k = 1; k <= i - 1; k++)  sum += (l[j][k] * l[i][k]);
            l[j][i] = (a[j][i] - sum) / l[i][i];
        }
    }

    for(int i = 1; i <= n; i++){  //求y: A = LL^T -> LL^Tx = b -> Ly = b
        sum = 0;
        for(int k = 1; k <= i - 1; k++)  sum += (l[i][k] * y[k]);
        y[i] = (b[i] - sum) / l[i][i];
    }

    for(int i = n; i >= 1; i--){  //求x: L^Tx = y
        sum = 0;
        for(int k = i + 1; k <= n; k++)  sum += (l[k][i] * x[k]);
        x[i] = (y[i] - sum) / l[i][i];
    }

    for(int i = 1; i <= n; i++)  printf("%10f\n", x[i]);

    return 0;
}

数据文件

实验结果