Library: | multi |
See also: | chold |
Macro: | chol | |
Description: | computes the Cholesky decomposition of a symmetric, positive definite matrix |
Usage: | y = chol(x) | |
Input: | ||
x | n x n matrix, | |
Output: | ||
y | n x n matrix, containing the Cholesky decomposition of x |
library("multi") chol(eye(2)*2)
[1,] 1.414214 0.000000 [2,] 0.000000 1.414214
Library: | multi |
See also: | chold |