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CholeskyDecomposition

Usage

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


Notes

• 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 Equal m.
• See Section 3.7.10.
• See also: LUDecomposition, LinearSolve, LinearSolveFunction, FindMinimum.
• New in Version 5.
• Advanced Documentation.
Further Examples


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