Cholesky factor
= Cholesky factor
{c}
{title2=$A=CC^T$}
For a real <symmetric positive-definite matrix>, the lower triangular matrix $C$ with positive diagonal in its <Cholesky decomposition> is its lower <Cholesky factor>; $C^T$ is the corresponding upper factor. If a full-column-rank matrix $B$ has a reduced <QR decomposition> $B=QR$ with positive diagonal of $R$, then $B^TB=R^TR$, so $R$ is the upper <Cholesky factor> of $B^TB$.