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la.factorizations.ldl
Compute the LDL^T factorization of a symmetric n×n matrix A.
Syntax
la.factorizations.ldl(A, options?)
Description
Compute the LDL^T factorization of a symmetric n×n matrix A. A = L * D * L^T (or A = U * D * U^T if upper=true) where L (or U) is unit triangular and D is block diagonal with 1×1 and 2×2 blocks. This factorization is useful for symmetric indefinite matrices (which cannot use Cholesky). Note: This is a simplified implementation. For production use with ill-conditioned matrices, the full LAPACK DSYTRF with Bunch-Kaufman pivoting is recommended.
Parameters
| Name | Description |
|---|---|
| A | - Symmetric matrix (n × n). Only the specified triangle is used. |
| options(optional) | - Factorization options |
Returns
LDLResult