乔利斯基三角分解_杜利特尔及乔利斯基三角分解

/**********改进乔利斯基三角分解**********/

void Improved_Cholesky()

{

int i,j,k;

float t;

L=(float

**)malloc(sizeof(float)*(n+1));

for(i=0;i

L[i]=(float

*)malloc(sizeof(float)*(n+1));

T=(float

**)malloc(sizeof(float)*(n+1));

for(i=0;i

T[i]=(float

*)malloc(sizeof(float)*(n+1));

D=(float

*)malloc(sizeof(float)*(n+1));

D[1]=a[1][1];

for(i=2;i

{

for(j=1;j

{

t=0.0;

for(k=1;k

t=t+T[i][k]*L[j][k];

T[i][j]=a[i][j]-t;

L[i][j]=T[i][j]/D[j];

}

t=0.0;

for(k=1;k

t=t+T[i][k]*L[i][k];

D[i]=a[i][i]-t;

}

for(i=1;i

for(j=i;j

if(j==i)

T[i][j]=D[i];

else

T[i][j]=0.0;

for(i=1;i

for(j=i;j

if(j==i)

L[i][j]=1.0;

else

L[i][j]=0.0;

printf("\nArray T is:\n");

for(i=1;i

{

for(j=1;j

printf("%f ",T[i][j]);

printf("\n");

}

printf("\nArray L is:\n");

for(i=1;i

{

for(j=1;j

printf("%f ",L[i][j]);

printf("\n");

}

printf("\nArray D is:\n");

for(i=1;i

{

for(j=1;j

if(j==i)

printf("%f ",D[i]);

else

printf("%f ",D[i]-D[i]);

printf("\n");

}

}

/**********改进乔利斯基三角分解法解方程组**********/

void Improved_Method_Cholesky()

{

int i,j,k;

float t;

y[1]=b[1];

for(i=2;i

{

t=0.0;

for(k=1;k

t=t+L[i][k]*y[k];

y[i]=b[i]-t;

}

x[n]=y[n]/D[n];

for(i=n-1;i>0;i--)

{

t=0.0;

for(k=i+1;k

t=t+L[k][i]*x[k];

x[i]=y[i]/D[i]-t;

}

}