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