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  • with L=U^T.Comment: the Cholesky decomposition is uniqueComment: the Cholesky decomposition is also applicable for complex hermitian positive definite matricesComment: An alternative is the LDL decomposition which can avoid extracting square roots.Applicable to: m-by-n matrix ADecomposition: A=QR where Q is an orthogonal matrix of size m-by-m, and R is an upper triangular matrix of size m-by-nCom
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