chol
- C = chol(X): the output matrix C is upper triangular satisfying C'*C = X
- C = chol(X,'lower'): the output matrix C is lower triangular satisfying C*C' = X
Examples
> X = pascal(3)#
1 1 1
1 2 3
1 3 6
> chol(X)#
1 1 1
0 1 2
0 0 1
> chol(X,'lower')#
1 0 0
1 1 0
1 2 1