Results 1 to 3 of 3

Thread: Data to Test a Cholesky Decomposition

  1. #1
    Member
    Joined
    Sep 2006
    From
    Between my ears
    Posts
    98
    Thanks
    14

    Data to Test a Cholesky Decomposition

    I am writing a computer program that performs a Cholesky Factorization on a real symmetric matrix.

    I'd like to test the program with matrices of size 6 x 6 and larger--with known results against which the output of my program can be compared.

    Any chance somebody in these forums have some data they could post? Square symmetric matrix AND Cholesky Factorization?

    Alternately, is there another resource to which you could point me that would have a variety of matrices along with solutions?
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor
    Joined
    Nov 2013
    From
    California
    Posts
    5,879
    Thanks
    2473

    Re: Data to Test a Cholesky Decomposition

    what I'd do is work it the other way around.

    Use the software of your choice to randomly generate $L$, and thus $L^*$

    Then multiply those to give you the matrix your algorithm can be applied to.

    This is a few lines in Mathematica.
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Member
    Joined
    Sep 2006
    From
    Between my ears
    Posts
    98
    Thanks
    14

    Re: Data to Test a Cholesky Decomposition

    Thanks.

    I didn't think of that. (Seriously.)
    Unfortunately, I don't have Mathematica. (I wonder if Wolfram Alpha offers this sort of functionality.)

    I suppose I could write a small program in C++ that uses a random number generator to fill the lower triangular portion of the array and then form L * L^T.
    It's a bit more work than I expected, but doable.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Cholesky Decomposition
    Posted in the Advanced Algebra Forum
    Replies: 3
    Last Post: Mar 20th 2017, 06:09 PM
  2. Thomas decomposition vs Cholesky decomposition
    Posted in the Calculus Forum
    Replies: 1
    Last Post: Mar 7th 2017, 04:29 PM
  3. Cholesky decomposition of kronecker product
    Posted in the Advanced Algebra Forum
    Replies: 1
    Last Post: Dec 7th 2015, 12:46 PM
  4. 2-Norm and Cholesky decomposition
    Posted in the Advanced Algebra Forum
    Replies: 7
    Last Post: Jun 5th 2011, 06:22 AM
  5. Cholesky decomposition
    Posted in the Advanced Algebra Forum
    Replies: 0
    Last Post: Oct 26th 2008, 08:56 AM

/mathhelpforum @mathhelpforum