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chol
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1994-02-21
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355b
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14 lines
chol:
Syntax: chol( A )
Description:
Chol computes the Cholesky factorization of the input matrix.
The input matrix must be real symmetric positive definite, or
complex Hermitian positive definite. chol() produces an upper
triangular matrix [U], such that U' * U and A (the input) are
equal.
chol() use the LAPACK subroutine DPOTRF and ZPOTRF.