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Symmetric eigenproblem


From: Fredrik Lingvall
Subject: Symmetric eigenproblem
Date: Thu, 10 Jul 2008 12:42:25 +0200
User-agent: Thunderbird 2.0.0.14 (X11/20080505)

Is need  to do a (large) factorization of the type

U*D*U^T = A

where A is a symmetric real matrix, U orthonormal, and D is diagonal. Is there a function in octave that exploits that A is symmetric?

/Fredrik






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