Performs Cholesky factorization for a real, positive definite matrix A. The output Cholesky matrix contains the factored, upper triangular matrix R. If the real, square matrix A is positive definite, you can factor it as
A=,
where R is an upper triangular matrix and is the transpose of R.
![]() |
A must be a positive definite matrix. If A is not positive definite, the VI returns an error code. |
![]() |
Cholesky contains the factored, upper triangular matrix R. |
![]() |
error returns any error or warning condition from the VI. |