Pivoted dense LDL

The following routines return a pivoted LDL factorization, where the vector \(p\) contains the column indices of the nonzero entries of the permutation matrix \(P\) such that \(PAP^T\) equals either \(LDL^T\) or \(LDL^H\), where \(D\) is quasi-diagonal. The Bunch-Kaufman pivoting rules are used within a higher-performance blocked algorithm, whereas the Bunch-Parlett strategy uses an unblocked, but typically more accurate, algorithm.

• Factorization
• Solve after factorization
• Multiply after factorization
• Inertia after factorization

References

C++11 implementation

C++11 test driver

C++11 example driver