Hello, I would like to do Block LDL' factorization for Hermitian indefinite
matrices, where D is a block diagonal matrix and L a "psychologically lower
triangular matrix" (i.e a product of unit lower triangular and permutation
matrices) in L such that A = L*D*L'. The block diagonal matrix D has 1-by-1
and 2-by-2 blocks on its diagonal. Does anybody know how to do this in R?
Thank you
Felipe Parra
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