In MATLAB, we can calculate the Cholesky decomposition of a matrix using the chol
function. The resulting lower triangular matrix L
satisfies A = LL'
if A
is positive definite. Here's how we can compute the Cholesky decomposition of the given matrix and sum its diagonal elements:
main.m197 chars11 lines
The result sum_L_diag
is 22.5825
.
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