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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
Upper-triangular Cholesky factor R such that A = R' * R
Examples
Try It
>> cholesky([4, 2; 2, 3])