> [!tldr] Cholesky Factorization > The **Cholesky factorization** of a symmetric/Hermitian, positive definite matrix $A$ has the form $A=R^{T}R.$ It is a special case of [[LU Factorisation]], where we take $L=R^{T},U=R$ by symmetry. Of course we can't require the diagonals to be $1$ here.