chol (MathScript RT Module Function)
Owning Class: linalgebra
Requires: MathScript RT Module
Syntax
c = chol(a)
Description
Computes the triangular Cholesky factor of a positive definite Hermitian matrix.
Inputs
| Name | Description |
|---|---|
| a | Specifies a square, positive definite, Hermitian matrix. |
Outputs
| Name | Description |
|---|---|
| c | Returns the triangular Cholesky factor of a. c satisfies the equation c'*c = a. c is a square matrix of the same size as a. |
Examples
A = [23, -22, -14; -22, 144, -14; -14, -14, 35]
C = chol(A)
D = C'*C