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CholeskyDecomposition

FilledSmallSquare CholeskyDecomposition[m] gives the Cholesky decomposition of a matrix m.

FilledSmallSquare The matrix m can be numerical or symbolic, but must be Hermitian and positive definite.

FilledSmallSquare CholeskyDecomposition[m] yields an upper triangular matrix u so that Conjugate[Transpose[u]] . u == m.

FilledSmallSquare See Section 3.7.10.

FilledSmallSquare See also: LUDecomposition, LinearSolve, LinearSolveFunction, FindMinimum.

FilledSmallSquare New in Version 5.0.

Further Examples