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Mathc matrices/02w

Un livre de Wikilivres.


Application

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c00a.c
/* ------------------------------------ */
/*  Save as :  c00a.c                   */
/* ------------------------------------ */
#include "v_a.h"
/* ------------------------------------ */
void fun(int r)
{
double **A      =  rdefinite_positive_mR(       i_mR(r,r), 99);

  clrscrn();
  printf(" Copy/Past into the octave windows \n\n");
  p_Octave_mR(A,"a",P9);
  printf(" [R] = chol (a,\"upper\") \n"
         " R'*R\n"
         " a\n\n");

  f_mR(A);
}
/* ------------------------------------ */
int main(void)
{
time_t t;

  srand(time(&t));

do
{
 fun(rp_I(R4)+R1);

} while(stop_w());

  return 0;
}
/* ------------------------------------ */
/* ------------------------------------ */


Factorisation de Cholesky : [R] = chol (A, "upper") (octave) R' * R = A

Exemple de sortie écran :

 Copy/Past into the octave windows 

 a=[
+73.410949140,-23.725279853,-16.553127558;
-23.725279853,+76.926523701,-17.748422909;
-16.553127558,-17.748422909,+12.662527159]

 [R] = chol (a,"upper") 
 R'*R
 a


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