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The Choleski Decomposition

Syntax

chol(x)

Arguments

x a symmetric positive-definite matrix.

Value

This function computes the Choleski factorization of its argument. It returns the upper triangular factor of the decomposition as its value.

References

Dongarra, J. J., J. R. Bunch, C. B. Moler and G. W. Stewart (1978). LINPACK Users Guide. Philadelphia: SIAM Publications.

See Also

backsolve, qr, svd.