给定一个对称正定矩阵 
，Cholesky 分解是一个上三角矩阵 
，其对角线元素严格为正，使得
 |
Cholesky 分解在 Wolfram 语言 中实现为CholeskyDecomposition[m].
Cholesky 分解
另请参阅
LU 分解, 矩阵分解, QR 分解使用 Wolfram|Alpha 探索
参考文献
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 Wolfram|Alpha 上引用
Cholesky 分解请引用为
Weisstein, Eric W. "Cholesky Decomposition." 来自 MathWorld--Wolfram Web 资源。 https://mathworld.net.cn/CholeskyDecomposition.html