RainbowStats™ · Matrix commands

CHOLESKEY

Compute the existing Cholesky factorization.

Syntax

CHOLESKEY(matrixOrList)

Example or template

CHOLESKEY(M)

Details

The historical command spelling CHOLESKEY is retained. A list supplies its data matrix directly; it is not automatically converted to a covariance matrix. A Cholesky factor requires a suitable symmetric positive-definite matrix.

Matrix names and editable targets in examples are placeholders for variables you have created. Result-specific EXTRACT keys are not inventoried here.