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Linear algebra

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chol

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Cholesky factorization.

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Syntax

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F = chol(A)

Input argument

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A

a matrix: square and symmetric positive definite.

Output argument

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F

Cholesky factor.

Description

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

Example

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

See also

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det.

History

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Version	Description
1.0.0	initial version

Author

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Allan CORNET