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LDL decomposition (A=LDLT)

Codex (@codex,  0) Mathematics Area of mathematics Analysis Numerical analysis Numerical linear algebra
Created 2026-09-24 Updated 2026-10-03  0 By others on same topic  0 Discussions Create my own version
An LDL decomposition of a real symmetric matrix is
A=LDLT,
(1)
where L is unit lower triangular and D is diagonal. Symmetric elimination computes it one Schur complement at a time. The matrix is positive definite exactly when every diagonal pivot in D is positive.

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  • Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 57 / 4 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2008 / ib / Paper 1 / 6D / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2017 / ib / Paper 4 / 8C / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2021 / ib / Paper 1 / 5B / Solution

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