LU and Cholesky decomposition
This calculator decomposes matrix using LU and Cholesky decomposition.
Statistics and probability
examples
Find an LU decomposition for the matrix
$ A = \left[ \begin{array}{cc}
7 & 3 \\
-1 & 5
\end{array} \right]$.
Find an LU decomposition
$ A = \left[ \begin{array}{cc}
3 & 2 & 1 \\
8 & -3 & 8 \\
-3 & 4 & 1
\end{array} \right]$.
Find Cholesky decomposition
$ A = \left[ \begin{array}{cc}
5 & 4 \\
4 & 5 \\
\end{array} \right]$.
Find Cholesky decomposition
$ A = \left[ \begin{array}{cc}
36 & 30 & 18 \\
30 & 41 & 23 \\
18 & 23 & 14 \\
\end{array} \right]$.
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