
<A NAME=cholesky>

<TITLE>cholesky</TITLE></A>
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<B>CHOLESKY</B> _ _ _  _ _ _  _ _ _  _ _ _ <B>operator</B><P>
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syntax: </H3>
<em>cholesky</em>(&lt;matrix&gt;) 
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&lt;matrix&gt; :- a positive definite matrix containing numeric entries. 
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<em>cholesky</em>computes the cholesky decomposition of &lt;matrix&gt;. 
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It returns {L,U} where L is a lower matrix, U is an upper matrix, 
A = LU, and U = L^T. 
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examples: </H3>
<P><PRE><TT>
F := mat((1,1,0),(1,3,1),(0,1,1)); 


       [1  1  0]
       [       ]
  f := [1  3  1]
       [       ]
       [0  1  1]



on rounded; 

cholesky(F); 

  {
   [1        0               0       ]
   [                                 ]
   [1  1.41421356237         0       ]
   [                                 ]
   [0  0.707106781187  0.707106781187]
   ,
   [1        1              0       ]
   [                                ]
   [0  1.41421356237  0.707106781187]
   [                                ]
   [0        0        0.707106781187]
  }

</TT></PRE><P>Related functions: 
<A HREF=r37_0597.html>lu_decom</A>. 
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