For an n-by-n matrix A, the Cholesky decomposition is the n-by-n upper triangular matrix R so that
A = R^T*R is satisfied.
The Cholesky decomposition exists, iff the input matrix A is positive definite. Otherwise the algorithm will fail, so that the Cholesky decomposition can be used as a test for positive definiteness of A using {@link #hasDecomposition()} .
@author Axel Rack | |