Mercurial > hg > ltpda

annotate m-toolbox/classes/@ao/mchol.m @ 24:056f8e1e995e database-connection-manager

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
parents f0afece42f48
children
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 % MCHOL.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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3 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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4 % DESCRIPTION: MCHOL
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5 %
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6 % CALL:
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7 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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8 % VERSION: $Id: mchol.m,v 1.3 2008/10/06 12:47:46 ingo Exp $
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9 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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10 % HISTORY: ??-??-???? ???
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Daniele Nicolodi <nicolodi@science.unitn.it>
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11 % Creation
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12 %
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13 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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14
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15 function varargout = mchol(m)
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16
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Daniele Nicolodi <nicolodi@science.unitn.it>
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17 leng = length(m);
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18 for i=1:leng
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19 dets(i) = det(m(1:i, 1:i));
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20 end
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21
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22 sqdet = sqrt(dets);
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23 if isreal('sqdet')==0
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24 error('### matrix not positive definite')
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25 end
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26
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27 if(isa(m,'sym'))
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Daniele Nicolodi <nicolodi@science.unitn.it>
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28 M = m;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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29 n = length( M );
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30 L = vpa(zeros( n, n ));
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31 for i=1:n
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32 L(i, i) = sqrt( M(i, i) - L(i, :)*L(i, :)' );
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33 for j=(i + 1):n
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34 L(j, i) = ( M(j, i) - L(i, :)*L(j, :)' )/L(i, i);
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35 end
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36 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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37 % L = solve('L');
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38 varargout{1} = L;
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39 end
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40
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41 end