chol(2)

NAME
chol - Cholesky factorization

CALLING SEQUENCE
[R]=chol(X)

PARAMETERS

X   : a symmetric positive definite real or complex matrix.

DESCRIPTION
If X is positive definite, then R = chol(X) produces an upper triangular matrix R such that R'*R = X.

chol(X) uses only the diagonal and upper triangle of X. The lower triangular is assumed to be the (complex conjugate) transpose of the upper.

SEE ALSO
qr, svd, bdiag, fullrf