fixed dependencies
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77
vendor/github.com/nuknal/goNum/LLT_Decompose.go
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vendored
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77
vendor/github.com/nuknal/goNum/LLT_Decompose.go
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// LLT_Decompose
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/*
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------------------------------------------------------
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作者 : Black Ghost
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日期 : 2018-12-8
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版本 : 0.0.0
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------------------------------------------------------
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求对称正定矩阵的平方根分解法
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理论:
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A = LL'
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参考 李信真, 车刚明, 欧阳洁, 等. 计算方法. 西北工业大学
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出版社, 2000, pp 57-58.
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------------------------------------------------------
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输入 :
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A 矩阵,对称正定
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输出 :
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L 下三角矩阵, 上三角矩阵为其转置
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err 解出标志:false-未解出或达到步数上限;
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true-全部解出
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------------------------------------------------------
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*/
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package goNum
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import (
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"math"
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)
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// LLT_Decompose 求对称正定矩阵的平方根分解法
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func LLT_Decompose(A Matrix) (Matrix, bool) {
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/*
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求对称正定矩阵的平方根分解法
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输入 :
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A 矩阵,对称正定
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输出 :
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L
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err 解出标志:false-未解出或达到步数上限;
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true-全部解出
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*/
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//判断对称
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if A.Rows != A.Columns {
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panic("Error in goNum.LLT_Decompose: A is not symmetry")
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}
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n := A.Rows
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L := ZeroMatrix(n, n)
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var err bool = false
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//计算开始
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//第一列
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L.SetMatrix(0, 0, math.Sqrt(A.GetFromMatrix(0, 0)))
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l11 := L.GetFromMatrix(0, 0)
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for j := 1; j < n; j++ {
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L.SetMatrix(j, 0, A.GetFromMatrix(0, j)/l11)
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}
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//其它列
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for k := 1; k < n; k++ {
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//主对角元lkk
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var temp0 float64
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for m := 0; m < k; m++ {
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temp0 += L.GetFromMatrix(k, m) * L.GetFromMatrix(k, m)
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}
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temp0 = A.GetFromMatrix(k, k) - temp0
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L.SetMatrix(k, k, math.Sqrt(temp0))
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//k列其它元
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for j := k + 1; j < n; j++ {
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var temp1 float64
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for m := 0; m < k; m++ {
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temp1 += L.GetFromMatrix(k, m) * L.GetFromMatrix(j, m)
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}
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temp1 = (A.GetFromMatrix(k, j) - temp1) / L.GetFromMatrix(k, k)
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L.SetMatrix(j, k, temp1)
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}
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}
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err = true
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return L, err
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}
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