LDLDECOM.M
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上传日期:2009-10-25
资源大小:320k
文件大小:1k
源码类别:
GPS编程
开发平台:
Matlab
- function [L,D] = ldldecom(Q)
- %LDLDECOM: Find LtDL-decompostion of Q-matrix
- %
- % This routine finds the LtDL decomposition of a given variance/
- % covariance matrix.
- %
- % Input arguments:
- % Q: Symmetric n by n matrix to be factored
- %
- % Output arguments:
- % L: Out - n by n factor matrix (strict lower triangular)
- % D: Out - Diagonal n-vector
- % ----------------------------------------------------------------------
- % File.....: ldldecom
- % Date.....: 19-MAY-1999
- % Author...: Peter Joosten
- % Mathematical Geodesy and Positioning
- % Delft University of Technology
- % ----------------------------------------------------------------------
- n = size (Q,1);
- for i = n:-1:1;
- D(i) = Q(i,i);
- L(i,1:i) = Q(i,1:i)/sqrt(Q(i,i));
- for j = 1:i-1
- Q(j,1:j) = Q(j,1:j)-L(i,1:j)*L(i,j);
- end
- L(i,1:i) = L(i,1:i)/L(i,i);
- end;
- %if (sum(D < 1E-10));
- % error ('Matrix on input is not positive definite!');
- %end;
- % ----------------------------------------------------------------------
- % End of routine: ldldecom
- % ----------------------------------------------------------------------