* * ( A11 A12 ) ( L11 0 )( D1 0 )( L11.t L21.t ) * ( A21 A22 ) ( L21 L22 )( 0 D2 )( 0 L22.t ) * * A11 = L11*D1*L11.t -> L11\D1 = LDL(A11) * A12 = L11*D1*L21.t * A21 = L21*D1*L11.t => L21 = A21*(D1*L11.t).-1 = A21*L11.-T*D1.-1
(A, W *matrix.FloatMatrix, p *pPivots, nb int)
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