ldlp¶
Purpose¶
Returns the Bunch-Kaufmann factorization of a real symmetric matrix along with a permutation vector.
Format¶
Examples¶
// Assign A matrix
A = { 5 9 3 4,
9 -6 8 1,
3 8 2 3,
4 1 3 9 };
// Assign b matrix
b = { 1.4, 4, 0.5, 3 };
// Factorize matrix 'A'
ldl_f = ldlp(A);
// Solve system of equations
x = ldlsol(b, ldl_f);
The above code will solve the system of linear equations \(Ax = b\), assigning x to be equal to:
0.5729
x = -0.1529
-0.2829
0.1900