If A is a symmetric matrix, is there a fast algorithm for LU factorization? I know this algorithm for non-symmetric matrix.
For k = 1,..,n For i = k + 1,...,n mult := a_{ik}/a_{kk} a_{jk} := mult For j = k+1,...,n a_{ij} := a_{ij} - mult * a_{kj} Endfor Endfor Endfor