cholesky
Syntax
cholesky(obj, [lower=true])
Arguments
obj is a symmetric positive definite matrix.
lower is a Boolean value indicating whether the result is a lower triangular matrix (true) or an upper triangular matrix (false). The default value is true.
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 |