DocumentationMathematicaBuilt-in FunctionsNew in Version 5.0Lists and Matrices
CholeskyDecomposition[m] gives the Cholesky decomposition of a matrix m.
The matrix m can be numerical or symbolic, but must be Hermitian and positive definite.
CholeskyDecomposition[m] yields an upper triangular matrix u so that Conjugate[Transpose[u]] . u == m.
See Section 3.7.10.
See also: LUDecomposition, LinearSolve, LinearSolveFunction, FindMinimum.
New in Version 5.0.