if only numerical computation is involved you can try
octave (www.octave.org),
- Loadable Function: chol (A)
Compute the Cholesky factor, R, of the symmetric positive definite
matrix A, where
r' * r = a.
Miquel
On Thu, Mar 31, 2005 at 09:06:36AM -0500, Donna and Dan Stanger wrote:
> Does anyone know a decomposition which will decompose a
> positive definite matrix Q into factors transpose(H)*H?
> Thanks,
> Dan Stanger
>
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--
Miquel E Cabanas ------------------------------------------------------
SeRMN, Universitat Autonoma de Barcelona (Miquel.Cabanas@uab.es)
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