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

Version	📄 Description
1.0.0	initial version