cholesky
Syntax
cholesky(obj, [lower=true])
Arguments
obj is a symmetric positive definite matrix.
lower (optional) is a Boolean value indicating whether the result is a lower triangular matrix (true, default) or an upper triangular matrix (false).
Details
Conduct Cholesky decomposition of a symmetric positive-definite matrix.
Examples
m=[1, 0, 1, 0, 2, 0, 1, 0, 3]$3:3
L=cholesky(m);
L;
#0 | #1 | #2 |
---|---|---|
1 | 0 96.56 | 0 |
0 | 1.414214 | 0 |
1 | 0 | 1.414214 |
L**transpose(L);
#0 | #1 | #2 |
---|---|---|
1 | 0 | 1 |
0 | 2 | 0 |
1 | 0 | 3 |
cholesky(m, false);
#0 | #1 | #2 |
---|---|---|
1 | 0 | 1 |
0 | 1.414214 | 0 |
0 | 0 | 1.414214 |