Timeline for Whether R has a Cholesky decomposition when R is a positive semi-definite?
Current License: CC BY-SA 3.0
4 events
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| Jan 23, 2014 at 0:46 | comment | added | Purple | In Matlab Programming, the "chol" command can be used to simply apply this to only a positive definite matrix.When it comes to a positive semi-definite matrix，“chol” fails.I want to ask if there any command in Matlab Programming that can be used to a positive semi-definite matrix? | |
| Jan 22, 2014 at 16:26 | comment | added | Paglia | Yes, of course there is a method in the positive definite case, see here: en.wikipedia.org/wiki/Cholesky_decomposition#Computation | |
| Jan 22, 2014 at 14:19 | comment | added | Purple | Thank you for your answer.But when R is a positive definite matrix,is there any method to do a Cholesky decomposition for R?For example,in the tool of MATLAB,we know that the instruction of chol can do a Cholesky decomposition when R is a positive definite matrix. | |
| Jan 22, 2014 at 9:26 | history | answered | Paglia | CC BY-SA 3.0 |