Chol
Cholesky decomposition
Syntax
chol(A) |
A is a square matrix |
Produces an upper triangular matrix R from the diagonal and upper triangle of matrix A, satisfying the equation R'*R=A. |
chol(A, mode) |
A is a square matrix, mode is a string of 'up' or 'low' |
chol(A, 'low') produces a lower triangular matrix L from the diagonal and lower triangle of matrix A, satisfying the equation L*L'=A. chol(A, 'up') is same as chol(A). |
Examples
Input |
Output |
chol([1,1,1,1,1;1,2,3,4,5;1,3,6,10,15;1,4,10,20,35;1,5,15,35,70]) |
|
chol([1,1,1,1,1;1,2,3,4,5;1,3,6,10,15;1,4,10,20,35;1,5,15,35,70], 'up') |
|
chol([1,1,1,1,1;1,2,3,4,5;1,3,6,10,15;1,4,10,20,35;1,5,15,35,70], 'low') |
See Also
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