F = chol(A)
| Parameter | Description |
|---|---|
| A | a matrix: square symmetric positive definite or Hermitian positive definite, dense or sparse. |
| Parameter | Description |
|---|---|
| F | Cholesky factor. |
F = chol(A) factorizes symmetric positive definite matrixA into an upper triangular F that satisfies A = F' * F.
Sparse double, single, complex double, and complex single matrices are supported. Sparse factors keep sparse storage and keep the input numeric class where applicable.
When the two-output form is used, the second output reports the failure index for non-positive-definite sparse matrices.
A = [10 0 10; 0 20 0; 10 0 30];
F = chol(A)A = sparse(single([4 1i; -1i 3]));
R = chol(A)| Version | Description |
|---|---|
| 1.0.0 | initial version |
| 2.0.0 | added sparse single and complex single factorization support |