.. _sphx_glr_api_gallery_linalg_cholesky:

Cholesky decomposition
----------------------

Cholesky decomposition for symmetric positive-definite matrices, and
solving linear systems from it.


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    <div class="sphx-glr-thumbcontainer" tooltip="Cholesky factors a symmetric positive-definite A = L L^T at roughly half the cost of LU, and the factorization succeeding at all (every sqrt argument staying positive) is itself a certificate of positive-definiteness.">

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  .. image:: /api/gallery/linalg/cholesky/images/thumb/sphx_glr_plot_01_cholesky_solve_thumb.png
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  :doc:`/api/gallery/linalg/cholesky/plot_01_cholesky_solve`

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      <div class="sphx-glr-thumbnail-title">Cholesky decomposition for SPD systems</div>
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.. toctree::
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   /api/gallery/linalg/cholesky/plot_01_cholesky_solve