Cholesky decomposition

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The Cholesky decomposition of a matrix `A in RR^{m x m}` is a factorization `A = LL^T`, where `L in RR^{m x m}` is lower triangular. The Cholesky decomposition exists if and only if `A` is symmetric and positive-definite.

Remark 1.7.5 - Page generated 16.06.2017 01:36.