- FactorizationPLU
- FactorizationPLUGeTrid
- FactorizationLDL
- FactorizationLDLSyTridPD
- FactorizationCholesky
- FactorizationCholeskySyPS
FactorizationLDL
Computes the factorization of a real symmetric or complex Hermitian matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is:
A = L * D * L**T in case of lower triangular or symmetric matrix A
or
A = U**T * D * U in case of upper triangular matrix A
where L is lower triangular with unit diagonal elements, U is upper triangular with unit diagonal elements. D is a symmetric block-diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks. Lapack functions SYTRF, HETRF.
Computing for type matrix<double>
bool matrix::FactorizationLDL(
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Computing for type matrix<float>
bool matrix::FactorizationLDL(
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Computing for type matrix<complex>
bool matrix::FactorizationLDL(
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Computing for type matrix<complexf>
bool matrix::FactorizationLDL(
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Parameters
L
[out] Lower or upper triangular matrix with unit diagonal elements.
D
[out] Symmetric block-diagonal matrix D.
Return Value
Return true if successful, otherwise false in case of an error.
Note
The input can be a symmetric (Hermitian), upper triangular or lower triangular matrix. Triangular matrices are assumed to be symmetric (Hermitian conjugated).