Cholesky decomposition

Cholesky decomposition is a mathematical technique used in linear algebra to decompose a symmetric, positive definite matrix into a product of a lower triangular matrix and its conjugate transpose. Specifically, if \( A \) is a symmetric positive definite matrix, the Cholesky decomposition states that: \[ A = L L^T \] where: - \( L \) is a lower triangular matrix with real and positive diagonal entries.