I would like to add new method for LDLt or Bunch-Kaufman factorization like scipy.linalg.ldl method. Bunch-Kaufman factorization decomposes a symmetric/Hermitian matrix into the product of an upper / lower triangular matrix and block diagonal matrix such as A = U D U^T.
I would like to add new method for LDLt or Bunch-Kaufman factorization like scipy.linalg.ldl method. Bunch-Kaufman factorization decomposes a symmetric/Hermitian matrix into the product of an upper / lower triangular matrix and block diagonal matrix such as A = U D U^T.