| Library: | multi |
| See also: | chold |
| Quantlet: | 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")
y=chol(eye(2)*2)
y
Contents of y [1,] 1.4142 0 [2,] 0 1.4142
| Library: | multi |
| See also: | chold |