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vjvelascorios/chol_decomp.jl

Created April 16, 2024 01:35
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cholesky decomp
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chol_decomp.jl
# Paso 1: Matriz simétrica y definida positiva
A = [4.0 2.0 -1.0;
2.0 5.0 3.0;
-1.0 3.0 6.0]
# Paso 2: Vector de términos constantes
b = [1.0, 2.0, 3.0]
# Paso 3: descomposición de Cholesky
L = cholesky(A).L
# Paso 4: Resolver el sistema utilizando la descomposición de Cholesky
x = L \ (L' \ b)
#println("La solución al sistema de ecuaciones es:")
println(x)
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