ldlt Matlab script

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ldlt compute square root free Cholesky factorizations of the form A=L*D*L' The m-files in this collection compute square root free Cholesky factorizations of the form A=L*D*L', modified Cholesky factorizations for matrices which may not quite be positive definite, and rank-one updates of the factorizations. These routines were developed for a course in nonlinear programming based on "Practical Optimization" by Gill, Murray, and Wright. Requirements: · MATLAB Release: R12.1
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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