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定理4.4设A∈Cm"是Hermite.正定矩阵,则存在下 三角矩阵L∈Cx",使得A=LL,称为A的Cholesky分解。 以n=3为例 [a1a2 937 d 2 a23 121 l22 as a32 13112 1 k 42 11 =42141h2+1zf 1☑21l1+12l2 g141g1+122h+h2+ha月 This documentis prduced byria version ofPrnhVisit www.prinashcfor more informionThis document is produced by trial version of Print2Flash. Visit www.print2flash.com for more information
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