ldlt

This collection compute square root free Cholesky factorizations of the form A=L*D*L'

The m-files in this collection compute square root free Cholesky
factorizations of the form A=L*D*L', modified Cholesky factorizations
for matrices which may not quite be positive definite, and rank-one
updates of the factorizations. These routines were developed for a
course in nonlinear programming based on "Practical Optimization" by
Gill, Murray, and Wright.