chol

Cholesky factorization.

Syntax

• F = chol(A)

Input argument

• A - a matrix: square and symmetric positive definite.

Output argument

• F - Cholesky factor.

Description

F = chol(A) factorizes symmetric positive definite matrix A into an upper triangular F that satisfies A = F' * F.

Example

A = [10 0 10; 0 20 0; 10 0 30];
F = chol(A)

See also

det.

History

Author

Allan CORNET