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Re: Question about LU decomposition


From: forkandwait
Subject: Re: Question about LU decomposition
Date: Mon, 19 Apr 2010 14:47:00 +0000 (UTC)
User-agent: Loom/3.14 (http://gmane.org/)

>

Sorry to self reply, but ...

Octave's results for lu() Strang's LDL' factorization not work (right around 
the pages mentioned below), which is basically A = L * diag(diag(U)) * L' for a 
symmetric positive definite matrix.

Also, I am sure there is a ton of theory behind all this that I don't know; if 
I did, I might think my questions naive...  A link would be awesome, but I 
don't expect anyone to write up a lecture (though I would read it if they 
did....)

Thanks again!




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