同学你好,matlab有现成的函数chol获得B矩阵啊
B = chol([0.2652, 0.1011, 0.1557; 0.1011, 0.4612, -0.1082; 0.1557, -0.1082, 0.6753])'
结果:
B =
0.5150 0 0
0.1963 0.6501 0
0.3023 -0.2577 0.7193
然后你用
>> B*B'
ans =
0.2652 0.1011 0.1557
0.1011 0.4612 -0.1082
0.1557 -0.1082 0.6753