Cholesky Decomposition Calculator - Multi-Tools

Cholesky Decomposition Calculator

Decompose a symmetric positive-definite matrix into a lower triangular matrix and its transpose.

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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
  • Láµ€ is the transpose of L

For a 2×2 matrix:

  • Original matrix: [[a, b], [b, c]]
  • L = [[√a, 0], [b/√a, √(c - b²/a)]]

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