| 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 |