1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
|
function [L,D] = ldlsplit (LD) %#ok
%LDLSPLIT split an LDL' factorization into L and D.
%
% Example:
% [L,D] = ldlsplit (LD)
%
% LD contains an LDL' factorization, computed with LD = ldlchol(A),
% for example. The diagonal of LD contains D, and the entries below
% the diagonal contain L (which has a unit diagonal). This function
% splits LD into its two components L and D so that L*D*L' = A.
%
% See also LDLCHOL, LDLSOLVE, LDLUPDATE.
% Copyright 2006-2007, Timothy A. Davis, http://www.suitesparse.com
n = size (LD,1) ;
D = diag (diag (LD)) ;
L = tril (LD,-1) + speye (n) ;
|