Sample Code
import numpy as np
# 1. Define a symmetric, positive-definite matrix A
# (Cholesky decomposition requires the matrix to meet these conditions)
A = np.array([[4, 12, -16],
[12, 37, -53],
[-16, -53, 98]], dtype=float)
# 2. Compute the Cholesky decomposition
# This returns the lower triangular matrix L
L = np.linalg.cholesky(A)
# 3. Verify the result by reconstructing A (L multiplied by its transpose)
A_reconstructed = np.dot(L, L.T)
# Print results
print("Original Matrix A:")
print(A)
print("\nLower Triangular Matrix L:")
print(L)
print("\nReconstructed Matrix (L * L.T):")
print(A_reconstructed)
# Check if the reconstruction is matching the original matrix
print("\nIs the reconstruction successful?", np.allclose(A, A_reconstructed))