Cholesky factorization
نویسنده
چکیده
This article aimed at a general audience of computational scientists, surveys the Cholesky factorization for symmetric positive definite matrices, covering algorithms for computing it, the numerical stability of the algorithms, and updating and downdating of the factorization. Cholesky factorization with pivoting for semidefinite matrices is also treated. 2009 John Wiley & Sons, Inc. WIREs Comp Stat 2009 1 251–254
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