Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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

Example:
library("multi")
chol(eye(2)*2)
Result:

[1,] 1.414214 0.000000 
[2,] 0.000000 1.414214 

Library: multi
See also: chold

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Christian Hafner, Sperlich 971027
(C) MD*TECH Method and Data Technologies, 28.6.1999