Let's start from the assumption of disposal of a positive definite symmetric matrix of size $\ (N,N) $. For some reason I have to factorize this matrix: I am already aware of the
Cholesky factorization method, but I am wondering if there is any procedure allowing for matrix factorization based on eigen-vectors and eigen-values.
I am not a mathematician, therefore my background knowledge on the topic is rather scarce and little. I need the factorization within a MATLAB code, and the Cholesky factorization is quite time-expensive, so that I'd more than appreciate moving towards a more practical (but effective) way to compute the lower triangular matrix.
Any support will be more than welcome.