9 lines
253 B
Matlab
Executable File
9 lines
253 B
Matlab
Executable File
function V = solvpd(A,B)
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% Compute A\B where A is a positive definite matrix
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% A: a positive difinie matrix
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% Written by Mo Chen (sth4nth@gmail.com).
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[U,p] = chol(A);
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if p > 0
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error('ERROR: the matrix is not positive definite.');
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end
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V = U\(U'\B); |