Update src/linalg/udu.rs

Co-authored-by: Sébastien Crozet <sebastien@crozet.re>
This commit is contained in:
Chris 2020-10-26 14:39:34 -06:00 committed by Crozet Sébastien
parent f6c1aeb07f
commit 06861a9755

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@ -32,7 +32,7 @@ where
DefaultAllocator: Allocator<N, D> + Allocator<N, D, D>,
{
/// Computes the UDU^T factorization
/// NOTE: The provided matrix MUST be symmetric, and no verification is done in this regard.
/// The input matrix `p` is assumed to be symmetric and this decomposition will only read the upper-triangular part of `p`.
/// Ref.: "Optimal control and estimation-Dover Publications", Robert F. Stengel, (1994) page 360
pub fn new(p: MatrixN<N, D>) -> Self {
let n = p.ncols();