Method on @sym: L = chol (A) ¶

Cholesky factorization of symbolic symmetric matrix.

Returns a lower-triangular matrix L, such that L*L' is matrix A. The matrix A must be symmetric positive-definite. Example:

A = sym([1 2 4; 2 13 23; 4 23 43])
  ⇒ A = (sym 3×3 matrix)

      ⎡1  2   4 ⎤
      ⎢         ⎥
      ⎢2  13  23⎥
      ⎢         ⎥
      ⎣4  23  43⎦

L = chol(A)
  ⇒ L = (sym 3×3 matrix)

      ⎡1  0  0 ⎤
      ⎢        ⎥
      ⎢2  3  0 ⎥
      ⎢        ⎥
      ⎣4  5  √2⎦

L*L'
  ⇒ (sym 3×3 matrix)

      ⎡1  2   4 ⎤
      ⎢         ⎥
      ⎢2  13  23⎥
      ⎢         ⎥
      ⎣4  23  43⎦

See also: chol, @@sym/qr, @@sym/lu.

Package: symbolic