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  • Update : 2012-11-26
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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
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test\1.cpp
....\Debug\1.obj
....\.....\main.obj
....\.....\test.exe
....\.....\test.ilk
....\.....\test.pch
....\.....\test.pdb
....\.....\vc60.idb
....\.....\vc60.pdb
....\D矩阵.txt
....\ldl.h
....\LD分解.doc
....\L矩阵.txt
....\test.dsp
....\test.dsw
....\test.ncb
....\test.opt
....\test.plg
....\UD分解.doc
....\Debug
test
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