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Exercise 4.5.6
Answers
import numpy as np from scipy.linalg import toeplitz N=100 k = np.array([5,-2]) row1 = np.hstack([k, np.zeros(N-2)]) S = toeplitz(row1, row1) L = np.linalg.cholesky(S) print(’When␣N␣=␣’, N, ’,␣The␣last␣column␣approaches␣to:␣’, L.transpose()[-2:, N-1])
When N = 100 , The last column approaches to: [-1. 2.]
2020-03-20 00:00