Chapter 2

j_02_03.jl

Gaussian elimination using LDLt factorization

Other versions: f_02_03.jl, nm23.jl


In [1]:
using NMfE

In [2]:
A=Float64[16 4 8;4 5 -4;8 -4 22];

In [3]:
b=Float64[4, 2, 5];

In [4]:
c = A\b


Out[4]:
3-element Array{Float64,1}:
 -0.25
  1.0 
  0.5 

In [5]:
round(A * c, 14) == b


Out[5]:
true