
【Matrix Decomposition】
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Householder Reduction Matlab Version
function [T, P] = householder(A) % Formations: RA = T, where A is original matrix % The implementation of Householder Reduction % R is constructed as a product of elementary reflector % T is upper tri原创 2014-11-30 23:06:40 · 2011 阅读 · 1 评论 -
PLU decomposition Matlab version
function [P, L, U] = plu(A) % The implementation of PLU Factorization % L is lower triangular and U is upper triangular % P is permutation matrix % Author: Zhenlin Du(Johnsondu) % Email: qlduzhlin@原创 2014-11-30 23:03:09 · 2401 阅读 · 3 评论 -
PLU Decomposition
PLU分解的好处是,可以将Ax=b的矩阵,转换成Ly=b, Ux = y 的形式,当我们改变系数矩阵b时,此时由于矩阵L和U均是固定 的,所以总能高效的求出矩阵的解。 // LU.cpp : Defines the entry point for the console application. // /********************************************原创 2014-10-26 00:23:49 · 2140 阅读 · 0 评论 -
Gram Shimidt QR Factorization Matlab version
function [Q,R] = gram_schmidt_qr(A) % Formation: A = QR % The implementation of QR Factorization(classical Gram-Schmidt method) % Q is orthonormal basis for R(A) % R is an upper-triangular matrix wit原创 2014-11-30 23:05:28 · 1097 阅读 · 0 评论