Cholesky decomposition
= Cholesky decomposition
{wiki=Cholesky_decomposition}
Cholesky decomposition is a mathematical technique used in linear algebra to decompose a symmetric, positive definite matrix into a product of a lower triangular matrix and its conjugate transpose. Specifically, if \\( A \\) is a symmetric positive definite matrix, the Cholesky decomposition states that: \\\[ A = L L^T \\\] where: - \\( L \\) is a lower triangular matrix with real and positive diagonal entries.