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C的正定矩阵计算,主要用于求解对称正定方程组的平方根,利用的是乔里斯基分解法求解系数矩阵为对称正定。-C positive definite matrix calculation, mainly used to solve the equations of symmetric positive definite square root, and use of the Cholesky decomposition method for solving the coefficient matrix is symmetric positive definite.
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