koblas
com.eignex.koblas/dense/LdlDecomposition

LdlDecomposition

class LdlDecomposition(val n: Int, val ldl: DoubleArray, val ipiv: IntArray, val failedAt: Int = NOT_SINGULAR)(source)

A symmetric indefinite factorization A = L·D·Lᵀ with Bunch–Kaufman partial pivoting in LAPACK dsytrf (lower) packed form: ldl is the n×n column-major buffer whose lower triangle holds the unit-lower L columns and the 1×1/2×2 diagonal blocks of D (the strictly upper triangle is untouched input), and ipiv uses the LAPACK convention — ipiv[k] > 0 marks a 1×1 block with row interchange k ↔ ipiv[k]−1, while ipiv[k] == ipiv[k+1] < 0 marks a 2×2 block at (k, k+1) with interchange k+1 ↔ −ipiv[k]−1. Produced by LinearAlgebra.ldl; consumed by LinearAlgebra.solve.

This is the KKT-system kernel interior-point and QP methods build on: it factors symmetric matrices that are indefinite, where cholesky does not apply. As with LuDecomposition, the format is shared across backends, so a factorization from one backend solves correctly on another. ldl and ipiv are live buffers, not copies — treat them as read-only.

Constructors

LdlDecomposition

constructor(n: Int, ldl: DoubleArray, ipiv: IntArray, failedAt: Int = NOT_SINGULAR)(source)

Properties

failedAt

val failedAt: Int(source)

ipiv

val ipiv: IntArray(source)

ldl

val ldl: DoubleArray(source)

n

val n: Int(source)

singular

val singular: Boolean(source)

Whether a zero pivot was encountered; solving a singular factorization is not meaningful. Derived from failedAt, for the reason LuDecomposition.singular gives.