Further Examples: CholeskyDecomposition

Here is a positive definite Hermitian matrix.

In[1]:=

Out[1]=

In[2]:=

Out[2]=

Here is the Cholesky decomposition of .

In[3]:=

Out[3]//MatrixForm=

This checks the result.

In[4]:=

Out[4]=

The same can be done for inexact matrices.

In[5]:=

Out[5]//MatrixForm=

This checks the result.

In[6]:=

Out[6]=