DAY 23 OF 100] FRIDAY ,23 JAN 2015
1.Linear Algebra
cholesky fact with SPD -
modified code to avoid transposing the column a21 to calculate rank1 update
Back sunbstitution implemented. No transposing of the LTM needed to do LLt = A
The algo now uses l21(which would be aa12t in the transpose) instead of transposing L to get Lt .
All 3 routines are now tested
cholesky = takes in A which is an SPD and converts it into an LTM with some old elements(of A) in upper triang part
solve_lzb = takes in the LTM (actually updated A )produced by cholesky , and a vector b.Updates b with the elements of z
solve_uxb = takes in the LTM produced by cholesky, and the updated b (which now is actually z)
Originally,the L has to be transposed to get Lt and then solve Lt*x = b. Here we work with the required elements in LTM and ignore the old elements from A.The vector b is updated to contain elements of x.
This exercise helped to think about traversal thru matrix..
satisfying day :)