Home > @josh-brown/vector > calculateCholeskyDecomposition
Uses the serial version of the Cholesky algorith to calculate the Cholesky decomposition of a matrix A.
Signature:
export declare function calculateCholeskyDecomposition<S>(A: Matrix<S>): CholeskyDecomposition<S> | undefined;|
Parameter |
Type |
Description |
|---|---|---|
|
A |
Matrix<S> |
The matrix to decompose |
Returns:
CholeskyDecomposition<S> | undefined
A Cholesky decomposition of a matrix A consists of a lower-triangular matrix L such that _LL* = A_.
A Cholesky decomposition only exists if A is symmetric and positive-definite.