User`s guide

Cholesky Factorization

5-79

•Warning – Display a warning message in the MATLAB command window,

and continue the simulation. The output is not a valid factorization. A partial

factorization will be present in the upper left corner of the output.

•

Error – Display an error dialog box and terminate the simulation.

Dialog Box

Non-positive definite input

Response to non-positive definite matrix inputs. Tunable.

References Golub, G. H., and C. F. Van Loan. Matrix Computations. 3rd ed.

Baltimore, MD: Johns Hopkins University Press, 1996.

Supported

Data Types