Description: 矩阵的转置、行列式、秩，逆矩阵求法，矩阵的三角分解、qr分解，对称正定矩阵的乔里斯基分解及行列式值，奇异值分解，广义逆的奇异值分解，矩阵特征值与特征向量的各种计算方法-all kinds of computational method of transposition of matrix, determinant, rank, inverse of matrix,triangle decomposition, qr decomposition, cholesky decomposition and determinant value based on symmetry positive definite matrix, decomposition of singular value, decomposition of generalized inversal singular value, eigenvalue and eigenvector Platform: |
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Author:球球 |
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Description: 平均因子分解法，适用于正定矩阵First, let s recall the definition of the Cholesky decomposition: Given a symmetric positive definite square matrix X, the Cholesky decomposition of X is the factorization X=U U, where U is the square root matrix of X, and satisfies:
(1) U U = X
(2) U is upper triangular (that is, it has all zeros below the diagonal).
It seems that the assumption of positive definiteness is necessary. Actually, it is "positive definite" which guarantees the existence of such kind of decomposition. -Average factor decomposition method applied to positive definite matrix First, let s recall the definition of the Cholesky decomposition: Given a symmetric positive definite square matrix X, the Cholesky decomposition of X is the factorization X = UU, where U is the square root matrix of X, and satisfies: (1) UU = X (2) U is upper triangular (that is, it has all zeros below the diagonal). It seems that the assumption of positive definiteness is necessary. Actually, it is positive definite which guarantees the existence of such kind of decomposition. Platform: |
Size: 2048 |
Author:self |
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Description: 该程序是正定矩阵的Cholesky分解实例，Cholesky是矩阵分解常用的方法-The procedure is the Cholesky decomposition of positive definite matrix example, Cholesky matrix decomposition is a commonly used method Platform: |
Size: 43008 |
Author:kexing |
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Description: 用matlab编写的cholesky分解程序，希望对大家有些帮助-Matlab prepared using Cholesky decomposition procedures, in the hope that some U.S. help Platform: |
Size: 1024 |
Author:mylifeforwar |
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Description: Cholesky分解法求取线性方程组的解。也叫做平方根法。CPP程序。-Cholesky decomposition method to strike a solution of linear equations. Also known as the square root law. CPP procedures. Platform: |
Size: 19456 |
Author:宫同举 |
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Description: Cholesky decomposition is a decomposition of a symmetric, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose. This algorithm is highly useful for Electrical Power system Engineering and other mathematical applications Platform: |
Size: 1024 |
Author:mmbaskr |
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Description: Cholesky分解的演示，程序内含说明，本人原创-Cholesky decomposition of the demonstration, the program includes instructions, my original Platform: |
Size: 1024 |
Author:huyunq |
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Description: 用Cholesky分解方法解线性方程组的过程演示，本人原创，测试无误，内含详细注释。 -With the Cholesky decomposition method to solve linear equations demonstrate the process, my original test and correct, containing detailed notes. Platform: |
Size: 2048 |
Author:huyunq |
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Description: 实对称正定矩阵的 的Cholesky分解.用平方根法和改进的平方根方法求解线性方程组 Ax=b.
-Real symmetric positive definite matrix of the Cholesky decomposition method and improved by the square root of the square root method for solving linear equations Ax = b. Platform: |
Size: 16384 |
Author:lumengyi |
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Description: cholesky分解是用于将一个对称正定的矩阵分解为一个上三角与一个下三角矩阵乘积的形式，可运用于回归系数求解，线性方程组求解中
逐步回归是在回归分析的建模过程中用于变量筛选的有效方法，这里同时进行了向前和向后回归，效果更加显著(Cholesky decomposition is used to decompose a symmetric positive definite matrix into an upper triangle and a lower triangular matrix product, which can be used to solve the regression coefficients and solve the linear equations.
Stepwise regression is an effective method for variable selection in the modeling process of regression analysis. The effect of both forward and backward regression is more significant at the same time.) Platform: |
Size: 3072 |
Author:qinglili
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