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Scilabヘルプ >> Linear Algebra > Factorization > sqroot

sqroot

W*W' エルミート分解

呼び出し手順

sqroot(X)

引数

X

対称非負定実または複素行列

説明

X=W*W' となるようなWを返します(SVDを使用).

X=rand(5,2)*rand(2,5);X=X*X';
W=sqroot(X)
norm(W*W'-X,1)
X=rand(5,2)+%i*rand(5,2);X=X*X';
W=sqroot(X)
norm(W*W'-X,1)

参照

  • chol — コレスキー分解
  • svd — 特異値分解
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Last updated:
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