Computes unit lower triangular L and diagonal D such that S=LDL' for square, symmetric/Hermitian, positive definite input matrix S. Uses only the lower triangle of S.
DSPFactorsBlockDialog
Computes unit lower triangular L and diagonal D such that S=LDL' for square, symmetric/Hermitian, positive definite inpu
-
omidrostaei
- Posts: 11027
- Joined: Thu Feb 25, 2021 5:12 pm
- Contact:
Who is online
Users browsing this forum: No registered users and 1 guest
