虫虫首页| 资源下载| 资源专辑| 精品软件
登录| 注册

您现在的位置是:虫虫下载站 > 资源下载 > 数学计算 > 平均因子分解法

平均因子分解法

  • 资源大小:3 K
  • 上传时间: 2013-12-24
  • 上传用户:teasler111
  • 资源积分:2 下载积分
  • 标      签: 分解

资 源 简 介

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.

相 关 资 源

您 可 能 感 兴 趣 的