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2013-10-14 07:19:32 -0600 commented answer Cholesky decomposition with OpenCV

this makes sense. I totaly misunderstood the description .. thanks for pointing this out.

2013-10-10 09:58:08 -0600 received badge  Editor (source)
2013-10-10 09:57:38 -0600 asked a question Cholesky decomposition with OpenCV

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' does not hold. What could there possibly be wrong, the usage is dead simple ... ?? (The decomposition of A works fine in MATLAB).