LDL Factorization of 3-by-3 Hermitian Positive Definite Matrix

This example shows how to use LDL Factorization to LDL-factor a 3-by-3 Hermitian positive definite matrix.

For the input in the model, the corresponding L and D values become:

L =

    1.0000         0         0
   -0.1100    1.0000         0
    0.2200   -0.6100    1.0000


D =

    9.0000         0         0
         0    7.8900         0
         0         0    3.6600


Ltranspose =

    1.0000   -0.1100    0.2200
         0    1.0000   -0.6100
         0         0    1.0000

The output matrix is composed of the bottom left triangle of the L matrix, the diagonal of the D matrix, and the top right triangle of Ltranspose. When they are combined, the output is:

S =

    9.0000   -0.1100    0.2200
   -0.1100    7.8900   -0.6100
    0.2200   -0.6100    3.6600

In the model, the output is the same.