LDL decomposition Created 2026-09-24 Updated 2026-11-05
A diagonal-pivot LDL decomposition of a real symmetric matrix has the form
where is a unit lower triangular matrix and is a diagonal matrix. When the needed scalar pivots are nonzero, symmetric Gaussian elimination computes one Schur complement at a time:
In particular, nonzero leading principal minors guarantee this form, and a symmetric positive-definite matrix has positive pivots. Conversely, for every gives for every nonzero vector .
For , take and . General symmetric matrices need more care: has no such unit-lower-triangular/diagonal factorization. Symmetric indefinite numerical factorization can instead use permutations and symmetric diagonal blocks of sizes one or two.[ref]