¿Qué significa la matriz que devuelve la función chol(A), si A es definida positiva pero no es simétrica?

A=[4 2;1 3];

chol(A)

ans =

2.0000 1.0000

0 1.4142

[Walter Roberson]

Approximate translation:

What does the matrix returned by the function chol(A) mean if A is positive definite but not symmetric?

Answer 1

[Walter Roberson]

"If A is nonsymmetric, then chol treats the matrix as symmetric and uses only the diagonal and upper triangle of A."

Answer 2

[Torsten]

From the documentation:

If A is nonsymmetric, then chol treats the matrix as symmetric and uses only the diagonal and upper triangle of A.

Thus in your case it works with the matrix A' = [4 2;2 3].

A = [4 2;2 3]

A = 2×2

4 2 2 3

chol(A)

ans = 2×2

2.0000 1.0000 0 1.4142

[Rosa]

Gracias !!

[Torsten]

De nada.