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UD Factorization & Kalman Filtering

UD Factorization & Kalman Filtering



15 Aug 2011 (Updated )

UD and LD factorization of nonnegative matrices and associated Kalman filter implementations.

% MEXUDU : Compiles all c mex files in the current folder after a suitable
%          c compiler has been selected using: mex -setup. The resulting
%          mex files are also put in the current folder.
%          See also compmex
%          L.G. van Willigenburg, W.L. de Koning, August 2011

clear mex; compmex('.c')

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