Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (spectral decompositio..., cholesky decompositio..., correlation matrix)

SpectralDP(Correlation)

trilin by Felipe G. Nievinski

Facilitates the reuse of matrix factorizations in large dense linear algebra problems. (linear algebra, cholesky, inv)

chol2(varargin)

cputime_res

cputime_tol

Spatial Correlation Generator with Latin Hipercube Sampling and Cholesky Decomposition by Miguel Ignacio Barrios

Stochastic fields Generation. created by LHS. Correlation is based on Cholesky factorization. (latin hypercube sampl..., cholesky, random field)

[fieldiid,hp,sig,k]=generar(m,v,p,q,e,deltax,a)

Arbitrary Rank Update to Cholesky Factorization by Greg von Winckel

Solves the Cholesky factored system with arbitrary update. (cholesky, matrix, symmetric)

x=cholrankup(R,U,V,b)

ldlt by Brian Borchers

This collection compute square root free Cholesky factorizations of the form A=L*D*L' (cholesky, root, square)

[L,D,E,pneg]=mcholmz1(G)

[L,D]=ldlt(A)

[newL,newD]=ldltdown(L,D,v)