In mathematics, the

**Cholesky decomposition**of matrix theory is a special case of the LU decomposition which can only be done if

*A*is a symmetric positive definite matrix with real entries.

You can decompose *A* into:

*A*=*L**L*^{T}

*L*is a lower triangular matrix with positive diagonal entries, and

*L*

^{T}denotes the transpose of

*L*.