Scilab 6.1.0

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# chol

Cholesky factorization

### Syntax

[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.

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