It does look like ldltfact is only defined for SymTridiagonal at the moment. You're welcome to open an issue about implementing the LDLt Cholesky for general matrices.
On Tue Dec 30 2014 at 11:49:30 AM Giovanni Maria Marchetti < [email protected]> wrote: > The help for ldltfact says: > > Base.ldltfact(A) -> LDLtFactorization > > Compute a factorization of a positive definite matrix "A" such > that "A=L*Diagonal(d)*L'" where "L" is a unit lower triangular > matrix and "d" is a vector with non-negative elements. > > But for a general positive definite matrix it does not work. > > In fact the header of the function is > > function ldltfact{T}(M::SymTridiagonal{T}) > > Or I miss something? > > Giovanni >
