[Numpy-discussion] Should cholesky return upper or lower triangular matrix? (original) (raw)
Keith Goodman kwgoodman at gmail.com
Tue Jun 27 23:03:01 EDT 2006
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Isn't the Cholesky decomposition by convention an upper triangular matrix? I noticed, by porting Octave code, that linalg.cholesky returns the lower triangular matrix.
References:
http://mathworld.wolfram.com/CholeskyDecomposition.html http://www.mathworks.com/access/helpdesk/help/techdoc/ref/chol.html
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