26 lines
353 B
Matlab
26 lines
353 B
Matlab
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scale = 1e-10;
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length = 10000;
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A = spalloc(length, length, 2*length);
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b = zeros(length, 1);
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A(1,1) = 1;
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for i = 2:length
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A(i, i-1) = 1e2*scale;
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A(i, i) = -scale;
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end
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L = A'*A;
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eta = A'*b;
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R = choleskyNaive(L);
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clear opts
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opts.LT = true;
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d = R' \ eta; %linsolve(R', eta, opts);
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clear opts
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opts.UT = true;
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x = R \ d; %linsolve(R, d, opts);
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