Cholesky decomposition
= Cholesky decomposition
{c}
{wiki}
Every real symmetric <positive-definite matrix> has a unique factorization $A=LL^T$ in which $L$ is a lower <triangular matrix> with positive diagonal entries.
= Cholesky decomposition
{c}
{wiki}
Every real symmetric <positive-definite matrix> has a unique factorization $A=LL^T$ in which $L$ is a lower <triangular matrix> with positive diagonal entries.