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la.factorizations.cholesky
Compute the Cholesky factorization of a symmetric positive definite matrix A.
Syntax
la.factorizations.cholesky(A, options?)
Description
Compute the Cholesky factorization of a symmetric positive definite matrix A. If upper=false (default): A = L * L^T where L is lower triangular If upper=true: A = U^T * U where U is upper triangular
Parameters
| Name | Description |
|---|---|
| A | - Symmetric positive definite matrix (n × n). Only the specified triangle (upper or lower) is referenced. |
| options(optional) | - Factorization options |
Returns
CholeskyResult