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Feat ldlt #90

Merged
merged 4 commits into from
Feb 12, 2019
Merged

Feat ldlt #90

merged 4 commits into from
Feb 12, 2019

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MikaelSlevinsky
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This extends LinearAlgebra's LDLT for the symmetric tridiagonal type to symmetric banded matrices.

I think it's good to have a linear system solver written in plain Julia because currently lu and cholesky pipe directly into LAPACK and qr uses some BLAS functions.

There's no pivoting (there's no pivoting for SymTridiagonal either) but unlike Cholesky it may not fail just because the matrix is indefinite.

@MikaelSlevinsky MikaelSlevinsky merged commit 8fc0419 into master Feb 12, 2019
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