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Generic LDL' factorization #87

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ViralBShah opened this issue Mar 12, 2022 · 0 comments
Open

Generic LDL' factorization #87

ViralBShah opened this issue Mar 12, 2022 · 0 comments

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@ViralBShah
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From: JuliaLang/julia#10953

@mschauer wrote:

It would be nice to have a the semidefinite Cholesky or LDL' decomposition, which allows semidefinite matrices, is more stable and avoids computation of square roots. This makes most sense as generic julia algorithm, because for BLAS floats pivoted Cholesky does the trick. I remember that pivoting was difficult for abstract matrices.

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