Cholesky分解法的实现-matlab

下次再补上改进的%Cholesky分解法，

%Cholesky分解法
function [X]=m_chol(A,b)
[N,N]=size(A);
X=zeros(N,1);
Y=zeros(N,1);
for i=1:N
    A(i,i)=sqrt(A(i,i)-A(i,1:i-1)*A(i,1:i-1)');
    if A(i,i)==0
           'A is singular. no unique solution'
        break
    end
    for j=i+1:N
       A(j,i)=(A(j,i)-A(j,1:i-1)*A(i,1:i-1)')/A(i,i);
    end
end
A
b
%前代法
for j=1:N
    Y(j)=(b(j)-A(j,1:j-1)*Y(1:j-1))/A(j,j);
end
Y
%
A=A'
for k=N:-1:1
    X(k)=(Y(k)-A(k,k+1:N)*X(k+1:N))/A(k,k);
end