摘要
本文首先介绍什么是Cholesky分解及分解注意的事项,然后对Cholesky分解算法进行描述,重点介绍如何用Cholesky分解法及改进的平方根法解线性方程组Ax=b,对两种算法进行了比较,针对实例分别用MATLAB程序实现,最后进行总结并对此课题未来研究作出展望。
This paper first introduces what is the Cholesky decomposition and its matters that needs to be attended,and then it describes the Cholesky decomposition algorithm focusing on introducing how to use Cholesky decomposition method to improve the square root linear equations Ax = b.By comparing the two algorithms and through real cases with MATLAB program,the paper summarizes the study and puts forwards the future research prospects.
