CHOL
Cholesky decomposition: returns the lower-triangular factor L of a symmetric positive-definite matrix, where L·Lᵀ = A.
Aliases: CHOLESKY
| Category | Matrix |
| Syntax | CHOL(matrix) |
Parameters
| Parameter | Required | Description |
|---|---|---|
matrix | Required | A symmetric positive-definite matrix. |
Example
CHOL([1, 2; 3, 4])
Auto-generated from the EngCanvas function registry.