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UCA_SMI

于 2009-03-17 发布 文件大小:1KB
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代码说明:

  QR分解SMI算法的目的正是要避免直接来解线性方程,而是将自相关矩阵分解,并利用Givens旋转实现数据矩阵的QR分解,最终将权矢量的求解问题转化为三角线性方程组的求解问题。(QR decomposition SMI algorithm, whose objective it is to avoid directly to solution of linear equations, but will auto-correlation matrix decomposition, and the use of Givens rotation implementation of the QR decomposition of data matrix, the weight vector will eventually solve the problem into a triangular system of linear equations solving the problem.)

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