CHOLESKY

CHOLESKY the Cholesky decomposition of the symmetric positive-definite matrix

Synopsis

CHOLESKY(matrix)

Arguments

matrix: a symmetric positive definite matrix

Note

If the Cholesky-Banachiewicz algorithm applied to matrix fails, Cholesky returns #NUM! If matrix does not contain an equal number of columns and rows, CHOLESKY returns #VALUE!

See also

MINVERSE, MMULT, MDETERM.