Maths & numbers

Two-by-two Cholesky factor calculator

Factor a symmetric positive definite matrix as LLᵀ.

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Behind the numbers

How this calculation works

Factor a symmetric positive definite matrix as LLᵀ.

THE FORMULAL₁₁=√a, L₂₁=b/L₁₁, L₂₂=√(d−L₂₁²)

A worked example

For [[4,2],[2,3]], the lower triangular entries are 2, 1 and √2.

Good to know

The matrix must be strictly positive definite.

Read the result

Factor a symmetric positive definite matrix as LLᵀ.

The primary result is labeled “L₁₁”. Keep the input definitions in view when comparing this result with another method.

Try a related calculation

The matrix must be strictly positive definite.

For a related exercise, try the quadratic equation solver.

A few questions, answered

How can I check the default inputs by hand?

For [[4,2],[2,3]], the lower triangular entries are 2, 1 and √2.

Which rule does this calculator apply?

L₁₁=√a, L₂₁=b/L₁₁, L₂₂=√(d−L₂₁²)

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