ldlt Matlab script

Version:
File size: 0 KB
File name: ldlt.zip
Last update: 15 Dec 2011
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price: Freeware
Company: Brian Borchers (View more)

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ldlt script details

ldlt script description:

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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

ldlt is a Matlab script for Mathematics scripts design by Brian Borchers. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
ldlt compute square root free Cholesky factorizations of the form A=L*D*L'

Operating system:
Windows / Linux / Mac OS / BSD / Solaris