Skip to content

Generic LDL' factorization #87

Open
@ViralBShah

Description

@ViralBShah

From: JuliaLang/LinearAlgebra.jl#203

@mschauer wrote:

It would be nice to have a the semidefinite Cholesky or LDL' decomposition, which allows semidefinite matrices, is more stable and avoids computation of square roots. This makes most sense as generic julia algorithm, because for BLAS floats pivoted Cholesky does the trick. I remember that pivoting was difficult for abstract matrices.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions