is there any function in OpenCV that I can use to apply Cholesky Decomposition on a matrix?
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3Although both `solve` and `invert` give you the option of using cholesky decomposition internally, the actual function itself does not seem to be exposed. There are a few bits of OpenCV like that. It shouldn't take you too long to cobble together your own code to do the same job, however. – Rook May 13 '14 at 13:10
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1If you look at http://stackoverflow.com/questions/7861772/how-to-perform-lu-decomposition-with-opencv, someone actually gives an answer showing how to use `Cholesky()` (instead of the LU which was asked about). `Cholesky()` doesn't seemed to be documented, but it is in operations.hpp. – Bull May 13 '14 at 14:29
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If still relevant, OCV 3.0.0 supports Cholesky directly through the HAL interface. See cv::hal::Cholesky

user5674437
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There's also a proxy in `cv` namespace. See the doc [here](http://docs.opencv.org/master/db/de0/group__core__utils.html#gab39ce257149bdae7f9552e05c05c7642&gsc.tab=0) – Miki Dec 13 '15 at 13:40
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1Do you know the meaning of the arguments to OpenCV's Cholesky? Also, what is the actual output of the OpenCV Cholesky function in relation to the Cholesky decomposition A=LL* (where * denotes conjugate transpose)? – user3731622 May 18 '16 at 18:19