CholeskyDecomposition
Usage
• CholeskyDecomposition[m] gives the Cholesky decomposition of a matrix m.
Notes
• The matrix m can be numerical or symbolic, but must be Hermitian and positive definite. • CholeskyDecomposition[m] yields an upper-triangular matrix u so that Conjugate[Transpose[u]] . u m. • New in Version 5. • Advanced Documentation.
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