:LLֽõѹľ(ֻԶԳƾ)

ʽ:CompressSolveEquationLL(L,Index,B)

L:ʹ{CompressDecompositionLL<\CompressDecompositionLL>}ֽõıľ(˾Ϊ1Ϊ1),ԪδԭԳƾǲ
Index:ԽԪLеλ(0ʼ)
B:ұߵ-.СIndexһ

˵:
1A*x=Bôһ,AǶԳϡ,ʹñ֮ǰʹ{CompressDecompositionLL<\CompressDecompositionLL>}ֽAõL,Ȼٵñõx

2Index{CompressDecompositionLL<\CompressDecompositionLL>}IndexΪͬһ

3ֻ֧Bֻ1,ж,ɷֱÿ⼴

ԭ:ƽ(Cholesky)з

ע:㷨ȻЧûиĽƽ,ֵȶ

ο:ܳ.ֵ̳[M].ߵȽ,,2009:185-186

:

A =
[ 4.0000    1.0000    0.0000    0.0000    0.0000    0.0000
  1.0000    6.0000    3.0000    2.0000    0.0000    0.0000
  0.0000    3.0000    5.0000    2.0000    3.0000    0.0000
  0.0000    2.0000    2.0000    4.0000    0.0000    1.0000
  0.0000    0.0000    3.0000    0.0000    7.0000    0.0000
  0.0000    0.0000    0.0000    1.0000    0.0000    2.0000 ]
B =
[  1
   2
   3
   4
   5
   6  ]
ҪA*x=B,ΪǱ,Ҵǲ,ִ

a=[4, 1, 6,3,5,2,2,4,3,0,7,1,0,2];//洢ǲ
c=[0,    2,  4,    7,    10,  13];//ԽԪaе
b=[1,2,3,4,5,6];
l={CompressDecompositionLL<\CompressDecompositionLL>}(a,c);
x=CompressSolveEquationLL(l,c,b)//سõµķֽ
x =
[ 0.17557715674362    0.29769137302551   -0.10388821385176    0.17496962332928    0.75880923450789    2.91251518833536 ]
