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Complex numbers:
A complex number is commonly written in the form
z = a + bi
here a is known as the real part of the number z, b be the imaginary part of z, and i is √-1 . This is the way mathematicians generally write a complex number; in engineering it is frequently written as a + bj, where j is √-1. A complex number is purely imaginary if it is of the form z = bi (in another words, if a is 0).
If I have a vector representing the packed storage form of a symmetric matrix, how do I perform a cholesky factorisation on that?
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