Matrix hilbert(N,N), h2(hilbert);
for (int i=0; i < N; i++) {
for (int j=0; j < N; j++) {
- hilbert(i,j) = 1/(i+j+1);
+ hilbert(i,j) = 1/Real(i+j+1);
h2 (i,j) = (abs(i-j) > 3) ?0 : hilbert(i,j);
}
}
Choleski_decomposition ch(h2);
cout << "red Hilbert " << h2;
cout << "choleski " << ch.L;
+ Matrix T =ch.L.transposed();
+ cout << "L^T " << T;
+ cout << "L * L^T" << ch.L * T;
+ cout << "H2^{-1} * H2" << h2 * ch.inverse();
}
ADD_TEST(matrix);