cholesky

cholesky(A): number[][]

Defined in: cholesky.js:18

Cholesky factorization of a symmetric positive definite matrix.

Parameters

A

number[][]

Symmetric positive definite nested matrix

Returns

number[][]

Lower triangular L with A = L L^T

Throws

When A is not symmetric, or a diagonal pivot is <= 0 (not positive definite)