image thumbnail

updated almost 2 years ago

UD Factorization & Kalman Filtering by Gerard Van Willigenburg

UD and LD factorization of nonnegative matrices and associated Kalman filter implementations. (udu factorization, ldl factorization, kalman filter)




image thumbnail

updated 6 years ago

UDFactor by Dmitry Savransky

Performs the U-D factorization of a symmetric matrix. (linear algebra, ud factorization, ud filter)


Contact us