Cholesky Decomposition Calculator
Decompose a symmetric positive-definite matrix into a lower triangular matrix and its transpose.
How to Calculate Cholesky Decomposition
For a symmetric positive-definite matrix A, the Cholesky decomposition is:
A = L × Lᵀ
Where:
- A is the original matrix
- L is a lower triangular matrix
- Lᵀ is the transpose of L
For a 2×2 matrix:
- Original matrix: [[a, b], [b, c]]
- L = [[√a, 0], [b/√a, √(c - b²/a)]]