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Description: 障碍法求解二次规划问题，根据Stephen Boyd教材《凸优化》第11章编写，包括：
data/：待求问题的数据文件
cholesky.m：使用Cholesky分解，进而计算Newton方向
solve_les：求解线性方程组
nt_ip_f.m：初始点可行的Newton法
exe_obstacle：障碍法求解二次规划问题，demo(The obstacle method solves QP problem, which is written according to the eleventh chapter of the Stephen Boyd teaching material "convex optimization", including:
data/: data files
cholesky.m: use Cholesky decomposition, and then calculate Newton direction
solve_les: solving linear equations
nt_ip_f.m: Newton method with feasible initial point
exe_obstacle: the obstacle method is used to solve QP problem, demo)
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Size: 455680 |
Author: pseudo1996
|
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Description: 用乔里斯基(cholesky)算法求解对称正定方程组,()
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Size: 23552 |
Author: gqyivatiqt |
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Description: 用乔里斯基(cholesky)算法求解对称正定方程组,()
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Size: 23552 |
Author: vwmposiriqn |
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Description: COMPDIR computes a search direction in a subspace defined by Z.
% [SD,dirType] = compdir(Z,H,gf,nvars,f) returns a search direction for the
% subproblem 0.5*Z'*H*Z + Z'*gf. Helper function for NLCONST. SD is Newton
% direction if possible. SD is a direction of negative curvature if the
% Cholesky factorization of Z'*H*Z fails. If the negative curvature
% direction isn't negative "enough", SD is the steepest descent direction.
% For singular Z'*H*Z, SD is the steepest descent direction even if small,
% or even zero, magnitude.
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Size: 54272 |
Author: mad_morris |
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Description: 进行数值计算的著名软件，LAPACK包含了求解科学与工程计算中最常见的数值线性代数问题，如求解线性方程组、线性最小二乘问题、特征值问题和奇异值问题等。(LAPACK is written in Fortran 90 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. The associated matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur) are also provided, as are related computations such as reordering of the Schur factorizations and estimating condition numbers. Dense and banded matrices are handled, but not general sparse matrices. In all areas, similar functionality is provided for real and complex matrices, in both single and double precision.)
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Size: 31635456 |
Author: 老博 |
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Description: 对称正定举证的乔里斯基分解及行列式的求值(The evaluation of symmetric positive definite proof Cholesky decomposition and determinant)
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Size: 256000 |
Author: Eagger |
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Description: Fortran写的，基于不完全cholesky分解的共轭梯度法，针对稀疏矩阵。
Platform: |
Size: 1846 |
Author: Tongchunyan81@163.com |
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Description: van Loan Ch. Introduction to Scientific Computing. A Matrix-Vector Approach Using MATLAB (Prentice Hall,1997)(en)(347s)
1. Introduction
2. Linear interpolation
3. Piecewise linear interpolation
4. numerical integration
5. matrix computations
6. linear systems
7. the QR and Cholesky factorizations
8. Nonlinear equation and factorization
9. Initial value problems
Matlab scripts included.
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Size: 3110477 |
Author: diego_velasquez |
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