Introduction - If you have any usage issues, please Google them yourself
Real symmetric positive definite matrix LD and UD decomposition, that is A = LDL^ = UDU ^ where L is unit lower triangular matrix, U as a unit triangular matrix, and U ^ L ^ L and U were the transpose of the matrix, to write their own code, C++, science and engineering students may use this two decomposition, algorithm also has, can have a look