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When we have a symmetric matrix $A = LL^*$, we can obtain L using Cholesky decomposition of $A$ ($L^*$ is $L$ transposed).

Can anyone tell me how we can get this same $L$ using SVD or Eigen decomposition?

Thank you.

  • 0
    $A$ should also be positive and definite to do Cholesky decomposition2011-06-17
  • 0
    By the way, what if A is not positive definite?2011-06-17
  • 0
    It's not terribly straightforward to obtain it. Why would you want to do that anyway? And yes, if it ain't SPD, then you've no Cholesky...2011-07-23
  • 1
    If you can handle squareroots of negative numbers ($\to$ *complex numbers*) there's no problem with non-positive definite matrices.2016-04-25

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