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linalg(deprecated)

  

cholesky

  

Cholesky decomposition of a matrix

 

Calling Sequence

Parameters

Description

Examples

Calling Sequence

cholesky(A)

Parameters

A

-

square, positive definite matrix

Description

• 

Important: The linalg package has been deprecated. Use the superseding command LinearAlgebra[LUDecomposition], instead.

  

- For information on migrating linalg code to the new packages, see examples/LinearAlgebraMigration.

• 

The routine cholesky computes the cholesky decomposition of the matrix A.

• 

The result is a lower triangular matrix R such that RtransposeR=A.

• 

This decomposition assumes the matrix A is positive-definite. I.e. R exists with real elements on the diagonal.  cholesky will fail with an error when called on a demonstrably non-positive-definite matrix.

• 

detA=i=1nRi,i2.

• 

The command with(linalg,cholesky) allows the use of the abbreviated form of this command.

Examples

Important: The linalg package has been deprecated. Use the superseding command LinearAlgebra[LUDecomposition], instead.

withlinalg:

Smatrix3,3,1,2,3,0,1,1,0,0,4

S123011004

(1)

AevalmtransposeS &* S

A1232573726

(2)

RcholeskyA

R100210314

(3)

See Also

linalg(deprecated)[definite]

LinearAlgebra