Cholesky decomposition: Difference between revisions

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=={{header|Scilab}}==
=={{header|Scilab}}==


The Cholesky decomposition is builtin, and an upper triangular matrix is returned, such that <math>L^TL=A</math>.
The Cholesky decomposition is builtin, and an upper triangular matrix is returned, such that $A=L^TL$.


<lang scilab>a = [25 15 -5; 15 18 0; -5 0 11];
<lang scilab>a = [25 15 -5; 15 18 0; -5 0 11];