¿Qué significa la matriz que devuelve la función chol(A), si A es definida positiva pero no es simétrica?

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Rosa
Rosa 2023-9-28
评论： Torsten 2023-9-28
A=[4 2;1 3];
chol(A)
ans =
2.0000 1.0000
0 1.4142

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Walter Roberson
Walter Roberson 2023-9-28
"If A is nonsymmetric, then chol treats the matrix as symmetric and uses only the diagonal and upper triangle of A."

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Torsten
Torsten 2023-9-28
编辑：Torsten 2023-9-28
Ran in:
From the documentation:
If A is nonsymmetric, then chol treats the matrix as symmetric and uses only the diagonal and upper triangle of A.
Thus in your case it works with the matrix A' = [4 2;2 3].
A = [4 2;2 3]
A = 2×2
4 2 2 3
chol(A)
ans = 2×2
2.0000 1.0000 0 1.4142

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