ldlt

Versione 1.0.0.0 (5,17 KB) da Brian Borchers
This collection compute square root free Cholesky factorizations of the form A=L*D*L'
3.6
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4,2K download
Aggiornato 9 set 2002

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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.

Cita come

Brian Borchers (2026). ldlt (https://it.mathworks.com/matlabcentral/fileexchange/47-ldlt), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R12.1
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Ispirato: Control random numbers in Simulink

ldlt/

Versione Pubblicato Note della release
1.0.0.0