functioncholesky
Compute the Cholesky factorization of a symmetric positive definte matrix
Information
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real[:,size(A, 1)] | A | ||
| Boolean | upper | true | True if the upper triangle of A is provided |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real[size(A, 1),size(A, 2)] | H | Cholesky factor U or L for A = U'*U or A = L*L' |
Revisions
| Date | Author | Comment |
|---|---|---|
| 2010-05-31 | Marcus Baur, DLR-RM | Realization |