CholeskyDecomposition

CholeskyDecomposition(matrix)

calculate the Cholesky decomposition of a hermitian, positive definite square matrix.

See:

• Wikipedia - Cholesky decomposition

Examples

>> CholeskyDecomposition({{11.0,3.0},{3.0, 5.0}})
{{3.3166247903554,0.9045340337332909},
 {0.0,2.04494943258218}}

Implementation status

• ✅ - full supported

Github

• Implementation of CholeskyDecomposition