Displaying 1 result from an estimated 1 matches for "unitriangular".
2010 Apr 13
1
Lapack, determinant, multivariate normal density, solution to linear system, C language
...ustrated in the appended discussion and
C code. Thanks for your input.
-Matt Shotwell
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The Lapack routine dspsv solves the linear system of equations Ax=b,
where A is a symmetric matrix in packed storage format. The dspsv
function performs the factorization A=UDU', where U is a unitriangular
matrix and D is a block diagonal matrix where the blocks are of
dimension 1x1 or 2x2. In addition to the solution for x, the dspsv
function also returns the matrices U and D. The matrix D may then be
used to compute the determinant of A. Recall from linear algebra that
det(A) = det(UDU') = det(...