Back to Linear Algebra
cholesky
Cholesky factorization of a symmetric positive-definite matrix.
Syntax
cholesky(A) → r
Backends
TypeScriptLAPACKNative BinaryWebAssembly
Description
Cholesky factorization of a symmetric positive-definite matrix.
Parameters
| Name | Description |
|---|---|
| A | Symmetric positive-definite matrix |
Returns
Lower-triangular Cholesky factor L such that A = L * L'
Examples
Try It
>> cholesky([4, 2; 2, 3])