Created by Dimitrios Toris in the scope of SMath project. Published by DiTor.

Cholesky Factorization of a matrix

Returns the cholesky factorized Matrix L of a matrix. A weak criterion to verify that the input matrix is positive definite, by checking the signs of its eigenvalues, is also included. Note: the plugin DotNumerics.dll must be in the plugins folder on your installation path.

Stable version

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