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[求助]SAS 怎么做矩阵LU分解?谢谢 |
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回帖推荐harlon1976 发表于3楼 查看完整内容 ROOT( matrix ) ;
The ROOT function performs the Cholesky decomposition of a symmetric and positive definite matrix, . The Cholesky decomposition factors into the product where is upper triangular.
For example, the following statements compute the upper-triangular matrix, U, in the Cholesky decomposition of a matrix:
A = {25 0 5,
0 4 6,
5 6 59};
U = root(A);
print U;
...
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