CHOLESKY function

This article describes the formula syntax of the CHOLESKY function

Description

Return lower triangular Cholesky factor.

Syntax

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.