# Cholesky decomposition (under construction)

## Summary

-No Summary-

## Notes

This concept is still under construction.

## Context

This concept has the prerequisites:

- LU factorization (The Cholesky decomposition is the LU factorization of a symmetric PSD matrix.)
- positive definite matrices (The Cholesky decomposition is the LU factorization of a symmetric PSD matrix.)

## See also

- Variable elimination in Gaussian graphical models can be viewed as the Cholesky factorization of the covariance.