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 | 1 | initial version |
L is the inverse of A (using Cholesky Decomposition), not the actual Cholesky Decomposition. To confirm this do:
cout << LA << endl; // this is inv(A)A.
You'll get the identity matrix (or very close to it).
| | 2 | No.2 Revision |
L is the inverse of A (using Cholesky Decomposition), not the actual Cholesky Decomposition. To confirm this do:
cout << LL * A << endl; // this is inv(A)inv(A) * A.
You'll get the identity matrix (or very close to it).
