So, there is this question in which I am suppose to find $UDU^{T}$ factorization of $$A = \begin{bmatrix} -3&1&-1\\1&-3&1\\-1&1&-3 \end{bmatrix}$$ I don't understand what is the meaning of $UDU^{T}$ factorization. I don't want solution as such. I just want to know what the question is asking. Any help is appreciated.
EDIT
I just know that $xAx^{T}$ here represents a standard quadratic form. Is it related to something like that?
Are you familiar with the eigendecomposition?
$D$ will be your diagonal matrix with the eigenvalues in the diagonal and $U$ is your matrix of eigenvectors normalized so that each eigenvector has norm 1.