Hi there,
I have a prolem using the Cholesky decomposition in OpenCV. I have the positive definite matrix A with
A = [8312069, 34511.344, -306.38861;
34511.313, 8231020.5, -112.6131;
-306.38861, -112.6131, 1]
The function call Mat L = A.inv(DECOMP_CHOLESKY)
should give me the Matrix L, which satisfies A = LL'
. However, I'm getting a matrix with awkwardly small values and for which A = LL'
. What could there possibly be wrong, the usage is dead simply ... ?? (The decomposition of A works fine in MATLAB).