MATLAB SIGNAL PROCESSING BLOCKSET 7 Guide de l'utilisateur Page 236

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Cholesky Factorization
5-79
Warning – Display a warning message in the MATLAB command window,
and continue the simulation. The output is not a valid factorization. A partial
factorization will be present in the upper left corner of the output.
Error – Display an error dialog box and terminate the simulation.
Dialog Box
Non-positive definite input
Response to non-positive definite matrix inputs. Tunable.
References Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed.
Baltimore, MD: Johns Hopkins University Press, 1996.
Supported
Data Types
See Also
See “Factoring Matrices” on page 4-17 for related information.
Double-precision floating point
Autocorrelation LPC DSP Blockset
Cholesky Inverse DSP Blockset
Cholesky Solver DSP Blockset
LDL Factorization DSP Blockset
LU Factorization DSP Blockset
QR Factorization DSP Blockset
chol
MATLAB
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