File: chol.cat

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chol             Scilab Group             Scilab Function              chol
NAME
   chol - Cholesky factorization
  
CALLING SEQUENCE
 [R]=chol(X)
PARAMETERS
 X    : a symmetric positive definite real or complex matrix.
      
DESCRIPTION
   If X is positive definite, then R = chol(X) produces an upper  triangular
  matrix R such that R'*R = X.
  
   chol(X) uses only the diagonal and upper triangle of X. The lower
  triangular is assumed to be the (complex conjugate)  transpose of the
  upper.
  
EXAMPLE
 W=rand(5,5)+%i*rand(5,5);
 X=W*W';
 R=chol(X);
 norm(R'*R-X)
SEE ALSO
   spchol, qr, svd, bdiag, fullrf