HLIBpro
2.8.1

computes LDL factorisation \( A = LDL^T \) or \( A = LDL^H \) More...
#include <mat_fac.hh>
This class computes the LDL factorisation \f$A = LDL^T\f$ (\f$A = LDL^H\f$) of a symmetric (hermitian) matrix \f$A\f$ with lower, unit triangular matrix \f$L\f$ and diagonal matrix \f$D\f$. The factorisation may be either point wise, i.e. a real LU factorisation, or block wise in which case, dense diagonal matrix blocks are inverted. Support for multiple threads is available, although the expectable speedup is limited, e.g. best suited for at most 4 threads.