Description Usage Arguments Value Constraints Examples
chol
computes the Cholesky factorization of FLMatrix object.
The Cholesky decomposition is a decomposition of a positive definite matrix
into the product of a lower triangular matrix and its conjugate transpose.
1 |
object |
is of class FLMatrix |
... |
any additional arguments |
chol
returns FLMatrix which is the
upper triangular factor of the Cholesky decomposition
Input can only be a Hermitian, positive definite square matrix (n x n) with maximum dimension limitations of (1000 x 1000)
1 2 |
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