hw3: done 1,2,3,6

This commit is contained in:
Claudio Maggioni 2020-04-21 16:04:59 +02:00
parent 90b27886dd
commit d836ad5f09
2 changed files with 41 additions and 5 deletions

View file

@ -11,13 +11,24 @@
% To generate a pdf for submission in your current directory, use the following
% three lines of code at the command window:
%
% >> options.format = 'pdf'; options.outputDir = pwd; publish('assignment2.m', options)
% >> options.format = 'pdf'; options.outputDir = pwd; publish('assignment3.m', options)
%
%% Problem 3
format rational
format long
A = [4 3 2 1; 8 8 5 2; 16 12 10 5; 32 24 20 11];
[L,U,P] = pivotedOuterProductLU(A)
[L,U,P] = pivotedOuterProductLU(A);
display(L);
display(U);
display(P);
%% Problem 6
[X,Y] = meshgrid((0:2000)/2000);
A = exp(-sqrt((X-Y).^2));
L = outerProductCholesky(A);
disp(norm(L*L'-A, 'fro'));
%% Problem 3 (continued)
function [L,U,P] = pivotedOuterProductLU(A)
dimensions = size(A);
@ -33,6 +44,14 @@ function [L,U,P] = pivotedOuterProductLU(A)
[~, p_k] = max(values);
k = find(p == p_k);
if k == -Inf
disp("Matrix is singular");
L = [];
U = [];
P = [];
return
end
p(k) = p(i);
p(i) = p_k;
@ -47,6 +66,23 @@ function [L,U,P] = pivotedOuterProductLU(A)
P(:,i) = I(:,p(i));
end
P = transpose(P);
L
L = P * L;
end
end
%% Problem 6 (continued)
function [L] = outerProductCholesky(A)
if ~all(eig(A) >= 0)
disp("matrix is not positive definite");
L = [];
return;
end
dimensions = size(A);
n = dimensions(1);
L = zeros(n);
for i = 1:n
L(:, i) = A(:, i) / sqrt(A(i,i));
A = A - L(:, i) * transpose(L(:, i));
end
end

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