实对称正定矩阵LD和UD分解，即A=LDL^或A=UDU^，其中L为单位下三角矩阵，U为单位上三角矩阵，L^和U^分别是L和U的转置矩阵，代码自己写的，C++,学工科的同学可能会用到这两个分解，算法也有，可以-Real symmetric positive definite matrix LD and UD decomposition, that is A = LDL^ = UDU ^ where L is unit lower triangular matrix, U as a unit t