Optimization: principles and algorithms, by Michel Bierlaire
runModifiedCholesky.m
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1 %> \file
2 %> Illustrates the modified Cholesky algorithm
3 %>
4 %> \note Calls \ref modifiedCholesky
5 %>
6 %> @ingroup Running
7 %> @ingroup chap11
8 %> @author <a href="http://people.epfl.ch/michel.bierlaire">Michel Bierlaire</a>
9 %> @date Sat Mar 21 12:30:32 2015
10 
11 A = [1 4 7 ; 4 5 8 ; 7 8 9 ];
12 [L,tau] = modifiedCholesky(A)
13 
14 printf("L*L':\n")
15 L*L'
16 
17 printf("A + tau I:\n")
18 A+tau*eye(size(A))
function modifiedCholesky(in A)
Given a symmetric matrix , provide a lower triangular matrix and a real such that ...
Copyright 2015-2016 Michel Bierlaire