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Cholesky Decomposition
Cholesky Decomposition
In linear algebra, Cholesky decomposition or Cholesky factorization is a decomposition of a positive-definite symmetric matrix into the product of a lower triangular matrix and its conjugate transpose, The Cholesky Decomposition iPad app enables the entry of 2x2, 3x3 and 4x4 matrices, checks for the existence of a positive-definite symmetric matrix and performs the Cholesky Decomposition.The Cholesky Decomposition iPhone app enables the entry of 2x2 and 3x3 matrices, checks for the existence of a positive-definite symmetric matrix and performs the Cholesky Decomposition.
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