# What is Cholesky decomposition

Learn things especially in coding need a practice. Lets put it into work then. Today we are going to enthusiatly dig deeper between what is VAR and what is structural VAR.

Quote

PhD is when you are trying to explain something and get so enthusiatly love about it.

When we discuss a lot about SVAR, there is so many words mentioning Cholesky decomposition, what is it? And why it is important to know about Cholesky decomposition, so let's say it's actually a way to find the other format of the triangle in upper and lower.

Lets say

$$A = L . L^{T}$$

Or Matrix x equal with decomposition L multiply by L transpose.

The picture is here

Play with Cholesky in Matlab

After I learned about Cholesky decomposition, I feel like I got some superpower.

Five simple step of CHolesky decomposition

Currently unrated

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