Cholesky分解是一种分解矩阵的方法, 在线形代数中有重要的应用。Cholesky分解把矩阵分解为一个下三角矩阵以及它的共轭转置矩阵的乘积（那实数界来类比的话，此分解就好像求平方根）。与一般的矩阵分解求解方程的方法比较，Cholesky分解效率很高-Cholesky decomposition is a kind of decomposition of matrix method, the linear algebra has an important application. Cholesky decomposition decomposition of matrix for the next triangle matrix and its conjugate transposed matrix of the product (the real world, if the analogy to decompose as if for square root). And general decomposition of matrix of the methods of solving equations, Cholesky decomposition efficiency is very high