deccholeskyldp_l
Calculates the L matrix such that P x A = L x D x L? where L? is a transposed conjugate, for the Hermitian positive-definite matrix A.
Arguments
- Input matrix A
Output
L matrix
Examples
Calculates the L matrix such that P x A = L x D x L? where L? is a transposed conjugate, for the Hermitian positive-definite matrix A.
L matrix