Calculates the Cholesky decomposition of a matrix. The Cholesky decomposition is a decomposition into the form L*L' where L is a lower triangular matrix. The input must be a symmetric positive-definite matrix. Returns a dictionary with 1 entry named 'L'.
| Usage | Returns |
|---|---|
Array.matrixCholeskyDecomposition() | Dictionary |
| Argument | Type | Details |
|---|---|---|
this: array | Array | The array to decompose. |