F = chol(A)
| Parameter | Description |
|---|---|
| A | a matrix: square and symmetric positive definite. |
| Parameter | Description |
|---|---|
| F | Cholesky factor. |
F = chol(A) factorizes symmetric positive definite matrix A into an upper triangular F that satisfies A = F' * F.
A = [10 0 10; 0 20 0; 10 0 30];
F = chol(A)| Version | Description |
|---|---|
| 1.0.0 | initial version |