Hi:
what I want to do is decompose the a symmetric matrix A into this form
A=LDL'
hence TAT'=D,T is inverse of (L)and T is a lower trangular matrix,and D is
dignoal matrix
for one case
A=1 1 1
1 5 5
1 5 14
T=inverse(L)= 1 0 0
-1 1 0
0 -1 1
D=(1,4,9)
I tried to use chol(A),but it returns only trangular, anyone know
the function can return both L and D?
thank you very much~
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