For a positive definite matrix $A$, we have the Cholesky decomposition
$$A = L L^* ,$$
where $L $ is a lower triangular matrix. I am curious why not
$$A = U U^*,$$
where $U $ is an upper triangular matrix. Is it not possible or is it useless?
2026-04-07 09:25:35.1775553935
Cholesky factorization, why $A = L L^*$ instead of $A = U U^*$?
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