Question: Begin with the MATLAB code function [L, D]=ldlt(A) I tried: A = [1 0 1i; 0 1 0; -1i 0 1] %tf = ishermitian(A) [L,D]
Begin with the MATLAB code
function [L, D]=ldlt(A)
I tried:
A = [1 0 1i; 0 1 0; -1i 0 1]
%tf = ishermitian(A)
[L,D] = ldl(A)
This code did not yield an output.
Let A be a Hermitian n x n matrix, that is A = A**. Write a MATLAB code for computing the LDL^* factorization for A, where D is a diagonal matrix with real diagonal entries , and L is a unit lower triangular matrix. Before coding, watch the videos for the Section 8.1 (real case, LDL^T) or this (complex case LDL^*) video https://goo.gl/AJUHa , where I explain the algorithm in more detail, and provide some insights. In particular, I explain when the algorithm may not run to completion, but you should not address this issue in your code. I will test your programs on positive definite matrices, for which the algorithm always runs to completion. Again, watch the video for the explanation of that fact
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