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la.matrixFunctions.choleskyHermitian
Compute Cholesky factorization of a Hermitian positive definite matrix.
Syntax
la.matrixFunctions.choleskyHermitian(A, options?)
Description
Compute Cholesky factorization of a Hermitian positive definite matrix. For real matrices, this is equivalent to standard Cholesky factorization. For complex Hermitian matrices, A = L*L^H or A = U^H*U. Uses DPOTRF from LAPACK (for real matrices).
Parameters
| Name | Description |
|---|---|
| A | - Input Hermitian positive definite matrix (n × n) |
| options(optional) | - Factorization options |
Returns
CholeskyHermitianResult