Cholesky Decomposition Calculator

Cholesky decomposition is a method of decomposing a matrix A into the product of a lower triangular matrix L and its conjugate transpose L*.

Formula: A = L * LT

Requirements:

• The matrix A must be Hermitian (or symmetric for real numbers). This means A = A^T.
• The matrix A must be positive-definite. This means that for any non-zero vector x, the result of x^TAx is positive. In practice, this means we won't need to take the square root of a negative number during the calculation.

The calculator finds the elements of the lower triangular matrix L sequentially using the formulas derived from the matrix multiplication A = LL^T.