Introduction - 2023.2 English

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Release Date
2023.2 English

This function computes the Cholesky decomposition of matrix \(A\)

\[A = L {L}^*\]

where \(A\) is a Hermitian positive-definite matrix of size \(n \times n\), \(L\) is a lower triangular matrix with real and positive diagonal entries, and \({L}^*\) denotes the conjugate transpose of matrix of \(L\). Every Hermitian positive-definite matrix (and thus also every real-valued symmetric positive-definite matrix) has a unique Cholesky decomposition.