DAY 26 OF 100] MONDAY ,26 JAN 2015
1Linear Algebra
figured out the algorithm from first principles.It is imp to expand the equation A = LDLt into it's partitioned matrix form and then equate the RHS LHS terms in each partition.Now it only needs a rank1 update and a vector scaling.
implemented the LDLt algo using laff routines.looks like it takes less number of flops since sqrt(alpha11) call is not needed ..
tested for 3x3 and 4x4 matrices ..
will do the triangular solves (which may require 3 passes .. for L,D and Lt ) later..
Lz=b
Dy=z
Ltx=y
tested for 3x3 and 4x4 matrices
Ltx=y solve does not transpose L explicitly
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