功能: 对称正定矩阵LDLT分解

格式:
[L, D] = LDLT(A)
A : 输入的对称正定矩阵变量

L: 返回分解的单位下三角矩阵
D: 返回分解的对角线矩阵

说明: 本函数主要是将A做分解 A = L * D * {Transpose<矩阵运算\Transpose>}(L), 这里的乘号表示矩阵乘法

例子:
a =
[ 92.8852875520783    53.7372570675896    82.0849973419862    77.2470478930385
  53.7372570675896    41.8248829215181    46.6544674014515    52.2888787092204
  82.0849973419862    46.6544674014515    84.7158913364999    81.4606235185695
  77.2470478930385    52.2888787092204    81.4606235185695    91.4248227166680 ]

[l,d] = LDLT(a)//执行后得到如下结果
l =
[ 1.00000000000000    0.00000000000000    0.00000000000000    0.00000000000000
  0.57853357064175    1.00000000000000    0.00000000000000    0.00000000000000
  0.88372442509760   -0.07772478782546    1.00000000000000    0.00000000000000
  0.83163921788720    0.70778825268729    1.13836114450775    1.00000000000000 ]
d =
[ 92.8852875520783    0.00000000000000    0.00000000000000    0.00000000000000
  0.00000000000000    10.7360757137118    0.00000000000000    0.00000000000000
  0.00000000000000    0.00000000000000    12.1105160865074    0.00000000000000
  0.00000000000000    0.00000000000000    0.00000000000000    6.11115133409930 ]