Error using Chol decomposition on positive definite matrix -
i have next 2 2x2 matrices:
a = [0.0087 0.0368; -0.0368 0.0087]
b = [1.5653 2.0499; -2.0499 1.5653]
i have checked hermitian part of each of matrices positive definite:
eig(0.5*(a+a'))>0
so don't know why using chol(a) returns error saying matrix must positive definite.
am missing something?
matrix decomposition
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