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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!