cholesky decomposition:
R=chol(A)
: matrix A must be symmetric positive definite, the decomposition of the matrix R is an upper triangular, and should thus be R T R = A;
may be used:
R=chol(A,'upper')
# R T R = A
L=chol(A,'lower')
# LL T = A
chol MATLAB in the () function
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Origin blog.csdn.net/qq_43448491/article/details/103071349
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