How to get upper triangluar matrix from lower triangular matrix?
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If L'L = U'U, where L and U are lower and upper triangular matrices respectively, then how to get U directly from L?
P.S.: I already knew one solution is U = QR (L), but this operation need O(N^3) if L's size is N*N. I am wondering whether there is a O(N^2) operation for solving triangular matrix.