[Numpy-discussion] Should cholesky return upper or lower triangular matrix?
robert.kern at gmail.com
Tue Jun 27 23:18:04 EDT 2006
Keith Goodman wrote:
> Isn't the Cholesky decomposition by convention an upper triangular
> matrix? I noticed, by porting Octave code, that linalg.cholesky
> returns the lower triangular matrix.
If anything, the convention appears to be lower-triangular.
"I have come to believe that the whole world is an enigma, a harmless enigma
that is made terrible by our own mad attempt to interpret it as though it had
an underlying truth."
-- Umberto Eco
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