LDLT decomposition software package LDLTP. The LDLT decomposition of a positive definite matrix is always used in practice. With this decomposition we can easily deal with problems like solving a linear system of equations Ax=b or rank-1 updating in quasi-Newton methods for optimization. In this paper, we put all the subroutines related to the LDLT decomposition of a positive definite matrix into a software package for public user, which include the functions of package, algorithm, storage modes, and subroutine calling, etc.

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References in zbMATH (referenced in 1 article , 1 standard article )

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  1. Lin, Yingju; Lu, Xiaohong: LDL$\sp T$ decomposition software package LDLTP (1992)