# Choleski Factorization Using chol() Function in R (Example Code)

In this tutorial you’ll learn how to conduct a Choleski factorization using the chol function in R.

## Creating Example Data

x <- matrix(c(9, 1, 1, 3), # Matrix in R nrow = 2) x # [,1] [,2] # [1,] 9 1 # [2,] 1 3 |

x <- matrix(c(9, 1, 1, 3), # Matrix in R nrow = 2) x # [,1] [,2] # [1,] 9 1 # [2,] 1 3

## Example: How to Apply the chol() Function to Conduct a Choleski Factorization

chol(x) # Perform Choleski decomposition # [,1] [,2] # [1,] 3 0.3333333 # [2,] 0 1.6996732 |

chol(x) # Perform Choleski decomposition # [,1] [,2] # [1,] 3 0.3333333 # [2,] 0 1.6996732