Method When A = U T DU = LD L T , \textbf{A}=\textbf{U}^T\textbf{D}\textbf{U}=\textbf{L}\textbf{D}\textbf{L}^T, A=UTDU=LDLT, like Cholesky factorization, we have: d 1 = a 11 d_1=a_{11} d1=a11 g i j = a i j − ∑ k =