
LDM
d1 = A11
L2:n,1 = A2:n,1/A11
for j = 2 : n − 1 do
solve L1:j,1:j v1:j = A1:j,j (Systeme triangulaire)
Mj,1:j−1 = v1:j−1./d1:j−1
dj = vj
Lj+1:n,j = (Aj+1:n,j − Lj+1:n,1:j−1 v1:j−1)/vj
end for
solve L1:n,1:n v1:n = A1:n,n (Systeme triangulaire)
Mn,1:n−1 = v1:n−1./d1:n−1
dn = vn
LDLt
for j = 1 : n do
for i = 1 : j − 1 do
vi = Lj,i di
end for
vj = Ajj − Lj,1:j−1 v1:j−1
dj = vj
Lj+1:n,j = (Aj+1:n,j − Lj+1:n,1:j−1 v1:j−1)/vj
end for
Merci d'avance
