cholesky decomposition avoiding square root
in [Matlab]
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From: Hafsa on 14 Feb 2010 18:00 matlab function chol( ) does Cholesky decomposition of the form: LL* An alternative for of Cholesky decomposition is LDL' (http:// en.wikipedia.org/wiki/Cholesky_decomposition) Does anyone know if matlab has a built-in routine for the later form?
From: Hafsa on 14 Feb 2010 18:04 never mind....found the code: http://infohost.nmt.edu/~borchers/ldlt.html
From: John D'Errico on 14 Feb 2010 18:13 Hafsa <qureshi.hafsa(a)gmail.com> wrote in message <9cfbcc2b-431d-41b6-9020-5002f4191d63(a)u9g2000yqb.googlegroups.com>... > never mind....found the code: http://infohost.nmt.edu/~borchers/ldlt.html Why do you need to look somewhere else when it is already in matlab? help ldl John
From: Hafsa on 14 Feb 2010 19:15 based on LDL' cholesky decomposition of matrix A, I want to solve for alpha in A*alpha=phi any built-in routine for that?
From: Hafsa on 14 Feb 2010 19:26
it appears that mldivide( ) in Matlab solves A*alpha=phi using Cholesky decomposition if A is symmetric and has real, positive diagonal elements |