This article describes the formula syntax of the CHOLESKY function.
Return lower triangular Cholesky factor.
CHOLESKY(matrix)
matrix is a symmetric matrix.
Cholesky decomposition of symmetric matrix \(A\). Return lower triangular matrix \(L\) with \(LL^T = A\). Return NaN as first entry of \(L\) if \(A\) is not positive definite.
Only the lower triangular entries of \(A\) are used.