Scilab Home page | Wiki | Bug tracker | Forge | Mailing list archives | ATOMS | File exchange
Please login or create an account
Change language to: English - Français - Português - 日本語 -

Please note that the recommended version of Scilab is 6.0.0. This page might be outdated.
See the recommended documentation of this function

Справка Scilab >> Linear Algebra > Linear Equations > chol

chol

Cholesky factorization

Calling Sequence

[R]=chol(X)

Arguments

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.

References

Cholesky decomposition is based on the Lapack routines DPOTRF for real matrices and ZPOTRF for the complex case.

Examples

W=rand(5,5)+%i*rand(5,5);
X=W*W';
R=chol(X);
norm(R'*R-X)

See Also

  • spchol — sparse cholesky factorization
  • qr — QR decomposition
  • svd — singular value decomposition
  • bdiag — block diagonalization, generalized eigenvectors
  • fullrf — full rank factorization
Scilab Enterprises
Copyright (c) 2011-2017 (Scilab Enterprises)
Copyright (c) 1989-2012 (INRIA)
Copyright (c) 1989-2007 (ENPC)
with contributors
Last updated:
Thu Oct 02 14:01:04 CEST 2014