給定一個對稱正定矩陣 
，Cholesky 分解是一個上三角矩陣 
，其對角線元素嚴格為正，使得
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Cholesky 分解在 Wolfram 語言 中實現為CholeskyDecomposition[m].
Cholesky 分解
另請參閱
LU 分解, 矩陣分解, QR 分解使用 探索
參考文獻
Gentle, J. E. "Cholesky Factorization." §3.2.2 in Numerical Linear Algebra for Applications in Statistics. Berlin: Springer-Verlag, pp. 93-95, 1998.Nash, J. C. "The Choleski Decomposition." Ch. 7 in Compact Numerical Methods for Computers: Linear Algebra and Function Minimisation, 2nd ed. Bristol, England: Adam Hilger, pp. 84-93, 1990.Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Cholesky Decomposition." §2.9 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 89-91, 1992.在 上引用
Cholesky 分解請引用為
Weisstein, Eric W. "Cholesky Decomposition." 來自 Web 資源。 https://mathworld.tw/CholeskyDecomposition.html