UDU Decomposition

Version 1.0.0.0 (462 Bytes) by do hyung kim
Operate udu decomposition.
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Updated 13 Jan 2006

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calculate u and d of P, P=u*d*u'

u is upper triangular matrix
d is diagonal matrix
P is real symmetric matrix

Cite As

do hyung kim (2024). UDU Decomposition (https://www.mathworks.com/matlabcentral/fileexchange/9607-udu-decomposition), MATLAB Central File Exchange. Retrieved .

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Created with R14SP1
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Version Published Release Notes
1.0.0.0