http://k3qu5kyz6zhz5w64m5ez22iqcrw7rci7dccmjuofmoilhpx3gqfip4ad.onion?page_id=LowerUpperTriangleDecomposition
We can go on the row operation to zero (i,2)entry for i>2 and the induced column operation shall zero (2,i) entry for i>2 As long as the diagonal of Gi is not zero, the algorithm can work untill G becomes a diagonal matrix. When Gi is diagonal, the Ii is the lower triangle matrix we want and they have the relationship: Gi=Ii.G.Transpose[Ii] This algorithm has nothing to do with the positive-definte or negative-definite of G, all it needs is that during the process, the diagonal is not...