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