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chol
Cholesky factorization
Syntax
R = chol(A)
Description
Computes the upper-triangular Cholesky factor R such that R'*R = A. The input must be a symmetric positive-definite matrix.
Parameters
| Name | Description |
|---|---|
| A | Symmetric positive-definite matrix (n×n) |
Returns
Upper-triangular Cholesky factor R
Examples
Try It
>> chol([4 2; 2 3])